E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary Previous Current 14-Jun-2012 15-Jun-2012 Change Change % Previous Week Open 1,309.00 1,325.25 16.25 1.2% 1,337.00 High 1,327.75 1,338.50 10.75 0.8% 1,342.00 Low 1,305.25 1,324.50 19.25 1.5% 1,297.00 Close 1,326.25 1,337.50 11.25 0.8% 1,337.50 Range 22.50 14.00 -8.50 -37.8% 45.00 ATR 22.84 22.21 -0.63 -2.8% 0.00 Volume 2,806,842 1,817,361 -989,481 -35.3% 13,207,731
Daily Pivots for day following 15-Jun-2012 Classic Woodie Camarilla DeMark R4 1,375.50 1,370.50 1,345.25 R3 1,361.50 1,356.50 1,341.25 R2 1,347.50 1,347.50 1,340.00 R1 1,342.50 1,342.50 1,338.75 1,345.00 PP 1,333.50 1,333.50 1,333.50 1,334.75 S1 1,328.50 1,328.50 1,336.25 1,331.00 S2 1,319.50 1,319.50 1,335.00 S3 1,305.50 1,314.50 1,333.75 S4 1,291.50 1,300.50 1,329.75	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 1,460.50 1,444.00 1,362.25 R3 1,415.50 1,399.00 1,350.00 R2 1,370.50 1,370.50 1,345.75 R1 1,354.00 1,354.00 1,341.50 1,362.25 PP 1,325.50 1,325.50 1,325.50 1,329.50 S1 1,309.00 1,309.00 1,333.50 1,317.25 S2 1,280.50 1,280.50 1,329.25 S3 1,235.50 1,264.00 1,325.00 S4 1,190.50 1,219.00 1,312.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,342.00 1,297.00 45.00 3.4% 24.00 1.8% 90% False False 2,641,546 10 1,342.00 1,255.50 86.50 6.5% 23.25 1.7% 95% False False 1,655,271 20 1,342.00 1,255.50 86.50 6.5% 22.75 1.7% 95% False False 832,508 40 1,405.00 1,255.50 149.50 11.2% 20.75 1.5% 55% False False 417,368 60 1,413.50 1,255.50 158.00 11.8% 19.75 1.5% 52% False False 278,753 80 1,413.50 1,255.50 158.00 11.8% 17.50 1.3% 52% False False 209,122 100 1,413.50 1,255.50 158.00 11.8% 15.75 1.2% 52% False False 167,302 120 1,413.50 1,234.00 179.50 13.4% 14.00 1.0% 58% False False 139,421
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.43 Narrowest range in 31 trading days	Fibonacci Retracements and Extensions 4.250 1,398.00 2.618 1,375.25 1.618 1,361.25 1.000 1,352.50 0.618 1,347.25 HIGH 1,338.50 0.618 1,333.25 0.500 1,331.50 0.382 1,329.75 LOW 1,324.50 0.618 1,315.75 1.000 1,310.50 1.618 1,301.75 2.618 1,287.75 4.250 1,265.00
Fisher Pivots for day following 15-Jun-2012 Pivot 1 day 3 day R1 1,335.50 1,332.00 PP 1,333.50 1,326.50 S1 1,331.50 1,321.00

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