E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary Previous Current 10-Jul-2012 11-Jul-2012 Change Change % Previous Week Open 1,349.00 1,335.00 -14.00 -1.0% 1,358.75 High 1,356.50 1,342.50 -14.00 -1.0% 1,375.00 Low 1,330.50 1,327.75 -2.75 -0.2% 1,342.25 Close 1,335.50 1,336.25 0.75 0.1% 1,351.75 Range 26.00 14.75 -11.25 -43.3% 32.75 ATR 20.94 20.50 -0.44 -2.1% 0.00 Volume 2,019,424 1,910,327 -109,097 -5.4% 3,654,597
Daily Pivots for day following 11-Jul-2012 Classic Woodie Camarilla DeMark R4 1,379.75 1,372.75 1,344.25 R3 1,365.00 1,358.00 1,340.25 R2 1,350.25 1,350.25 1,339.00 R1 1,343.25 1,343.25 1,337.50 1,346.75 PP 1,335.50 1,335.50 1,335.50 1,337.25 S1 1,328.50 1,328.50 1,335.00 1,332.00 S2 1,320.75 1,320.75 1,333.50 S3 1,306.00 1,313.75 1,332.25 S4 1,291.25 1,299.00 1,328.25	Weekly Pivots for week ending 06-Jul-2012 Classic Woodie Camarilla DeMark R4 1,454.50 1,436.00 1,369.75 R3 1,421.75 1,403.25 1,360.75 R2 1,389.00 1,389.00 1,357.75 R1 1,370.50 1,370.50 1,354.75 1,363.50 PP 1,356.25 1,356.25 1,356.25 1,352.75 S1 1,337.75 1,337.75 1,348.75 1,330.50 S2 1,323.50 1,323.50 1,345.75 S3 1,290.75 1,305.00 1,342.75 S4 1,258.00 1,272.25 1,333.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,375.00 1,327.75 47.25 3.5% 18.00 1.3% 18% False True 1,472,049 10 1,375.00 1,306.75 68.25 5.1% 19.75 1.5% 43% False False 1,544,424 20 1,375.00 1,302.50 72.50 5.4% 20.00 1.5% 47% False False 1,852,591 40 1,375.00 1,255.50 119.50 8.9% 21.75 1.6% 68% False False 1,163,004 60 1,405.00 1,255.50 149.50 11.2% 20.50 1.5% 54% False False 775,978 80 1,413.50 1,255.50 158.00 11.8% 19.50 1.5% 51% False False 582,362 100 1,413.50 1,255.50 158.00 11.8% 17.75 1.3% 51% False False 465,907 120 1,413.50 1,255.50 158.00 11.8% 16.25 1.2% 51% False False 388,259
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 4.28 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,405.25 2.618 1,381.00 1.618 1,366.25 1.000 1,357.25 0.618 1,351.50 HIGH 1,342.50 0.618 1,336.75 0.500 1,335.00 0.382 1,333.50 LOW 1,327.75 0.618 1,318.75 1.000 1,313.00 1.618 1,304.00 2.618 1,289.25 4.250 1,265.00
Fisher Pivots for day following 11-Jul-2012 Pivot 1 day 3 day R1 1,336.00 1,342.00 PP 1,335.50 1,340.25 S1 1,335.00 1,338.25

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