E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary Previous Current 02-Jul-2012 03-Jul-2012 Change Change % Previous Week Open 1,358.75 1,358.25 -0.50 0.0% 1,325.50 High 1,362.25 1,369.50 7.25 0.5% 1,359.50 Low 1,349.50 1,355.25 5.75 0.4% 1,302.50 Close 1,357.50 1,368.00 10.50 0.8% 1,356.50 Range 12.75 14.25 1.50 11.8% 57.00 ATR 22.08 21.52 -0.56 -2.5% 0.00 Volume 1,687,967 4,593 -1,683,374 -99.7% 10,042,144
Daily Pivots for day following 03-Jul-2012 Classic Woodie Camarilla DeMark R4 1,407.00 1,401.75 1,375.75 R3 1,392.75 1,387.50 1,372.00 R2 1,378.50 1,378.50 1,370.50 R1 1,373.25 1,373.25 1,369.25 1,376.00 PP 1,364.25 1,364.25 1,364.25 1,365.50 S1 1,359.00 1,359.00 1,366.75 1,361.50 S2 1,350.00 1,350.00 1,365.50 S3 1,335.75 1,344.75 1,364.00 S4 1,321.50 1,330.50 1,360.25	Weekly Pivots for week ending 29-Jun-2012 Classic Woodie Camarilla DeMark R4 1,510.50 1,490.50 1,387.75 R3 1,453.50 1,433.50 1,372.25 R2 1,396.50 1,396.50 1,367.00 R1 1,376.50 1,376.50 1,361.75 1,386.50 PP 1,339.50 1,339.50 1,339.50 1,344.50 S1 1,319.50 1,319.50 1,351.25 1,329.50 S2 1,282.50 1,282.50 1,346.00 S3 1,225.50 1,262.50 1,340.75 S4 1,168.50 1,205.50 1,325.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,369.50 1,306.75 62.75 4.6% 21.50 1.6% 98% True False 1,616,800 10 1,369.50 1,302.50 67.00 4.9% 21.25 1.6% 98% True False 1,866,050 20 1,369.50 1,276.50 93.00 6.8% 22.50 1.6% 98% True False 1,943,503 40 1,369.50 1,255.50 114.00 8.3% 21.75 1.6% 99% True False 979,265 60 1,405.00 1,255.50 149.50 10.9% 20.75 1.5% 75% False False 653,407 80 1,413.50 1,255.50 158.00 11.5% 19.00 1.4% 71% False False 490,372 100 1,413.50 1,255.50 158.00 11.5% 17.25 1.3% 71% False False 392,306 120 1,413.50 1,255.50 158.00 11.5% 15.75 1.2% 71% False False 326,925
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.10 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,430.00 2.618 1,406.75 1.618 1,392.50 1.000 1,383.75 0.618 1,378.25 HIGH 1,369.50 0.618 1,364.00 0.500 1,362.50 0.382 1,360.75 LOW 1,355.25 0.618 1,346.50 1.000 1,341.00 1.618 1,332.25 2.618 1,318.00 4.250 1,294.75
Fisher Pivots for day following 03-Jul-2012 Pivot 1 day 3 day R1 1,366.00 1,359.50 PP 1,364.25 1,351.25 S1 1,362.50 1,342.75

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