E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary Previous Current 20-Jun-2012 21-Jun-2012 Change Change % Previous Week Open 1,350.00 1,350.75 0.75 0.1% 1,337.00 High 1,355.50 1,353.25 -2.25 -0.2% 1,342.00 Low 1,338.75 1,317.50 -21.25 -1.6% 1,297.00 Close 1,350.75 1,318.25 -32.50 -2.4% 1,337.50 Range 16.75 35.75 19.00 113.4% 45.00 ATR 21.59 22.60 1.01 4.7% 0.00 Volume 2,359,064 2,708,047 348,983 14.8% 13,207,731
Daily Pivots for day following 21-Jun-2012 Classic Woodie Camarilla DeMark R4 1,437.00 1,413.25 1,338.00 R3 1,401.25 1,377.50 1,328.00 R2 1,365.50 1,365.50 1,324.75 R1 1,341.75 1,341.75 1,321.50 1,335.75 PP 1,329.75 1,329.75 1,329.75 1,326.50 S1 1,306.00 1,306.00 1,315.00 1,300.00 S2 1,294.00 1,294.00 1,311.75 S3 1,258.25 1,270.25 1,308.50 S4 1,222.50 1,234.50 1,298.50	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 1,317.50 39.50 3.0% 21.50 1.6% 2% False True 2,144,924 10 1,357.00 1,297.00 60.00 4.6% 23.75 1.8% 35% False False 2,404,810 20 1,357.00 1,255.50 101.50 7.7% 23.00 1.7% 62% False False 1,276,528 40 1,405.00 1,255.50 149.50 11.3% 21.75 1.6% 42% False False 639,811 60 1,411.50 1,255.50 156.00 11.8% 20.00 1.5% 40% False False 427,056 80 1,413.50 1,255.50 158.00 12.0% 18.00 1.4% 40% False False 320,462 100 1,413.50 1,255.50 158.00 12.0% 16.25 1.2% 40% False False 256,374 120 1,413.50 1,255.50 158.00 12.0% 14.75 1.1% 40% False False 213,648
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.03 Widest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1,505.25 2.618 1,446.75 1.618 1,411.00 1.000 1,389.00 0.618 1,375.25 HIGH 1,353.25 0.618 1,339.50 0.500 1,335.50 0.382 1,331.25 LOW 1,317.50 0.618 1,295.50 1.000 1,281.75 1.618 1,259.75 2.618 1,224.00 4.250 1,165.50
Fisher Pivots for day following 21-Jun-2012 Pivot 1 day 3 day R1 1,335.50 1,337.25 PP 1,329.75 1,331.00 S1 1,324.00 1,324.50

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