E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary Previous Current 19-Jun-2012 20-Jun-2012 Change Change % Previous Week Open 1,340.75 1,350.00 9.25 0.7% 1,337.00 High 1,357.00 1,355.50 -1.50 -0.1% 1,342.00 Low 1,336.50 1,338.75 2.25 0.2% 1,297.00 Close 1,350.50 1,350.75 0.25 0.0% 1,337.50 Range 20.50 16.75 -3.75 -18.3% 45.00 ATR 21.96 21.59 -0.37 -1.7% 0.00 Volume 1,771,063 2,359,064 588,001 33.2% 13,207,731
Daily Pivots for day following 20-Jun-2012 Classic Woodie Camarilla DeMark R4 1,398.50 1,391.50 1,360.00 R3 1,381.75 1,374.75 1,355.25 R2 1,365.00 1,365.00 1,353.75 R1 1,358.00 1,358.00 1,352.25 1,361.50 PP 1,348.25 1,348.25 1,348.25 1,350.00 S1 1,341.25 1,341.25 1,349.25 1,344.75 S2 1,331.50 1,331.50 1,347.75 S3 1,314.75 1,324.50 1,346.25 S4 1,298.00 1,307.75 1,341.50	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 1,357.00 1,305.25 51.75 3.8% 18.75 1.4% 88% False False 2,164,683 10 1,357.00 1,297.00 60.00 4.4% 22.00 1.6% 90% False False 2,233,003 20 1,357.00 1,255.50 101.50 7.5% 22.50 1.7% 94% False False 1,141,542 40 1,405.00 1,255.50 149.50 11.1% 21.25 1.6% 64% False False 572,230 60 1,411.50 1,255.50 156.00 11.5% 19.75 1.5% 61% False False 381,970 80 1,413.50 1,255.50 158.00 11.7% 17.75 1.3% 60% False False 286,611 100 1,413.50 1,255.50 158.00 11.7% 16.00 1.2% 60% False False 229,294 120 1,413.50 1,242.00 171.50 12.7% 14.25 1.1% 63% False False 191,081
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.13 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,426.75 2.618 1,399.25 1.618 1,382.50 1.000 1,372.25 0.618 1,365.75 HIGH 1,355.50 0.618 1,349.00 0.500 1,347.00 0.382 1,345.25 LOW 1,338.75 0.618 1,328.50 1.000 1,322.00 1.618 1,311.75 2.618 1,295.00 4.250 1,267.50
Fisher Pivots for day following 20-Jun-2012 Pivot 1 day 3 day R1 1,349.50 1,348.00 PP 1,348.25 1,345.00 S1 1,347.00 1,342.00

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