E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary Previous Current 23-Jul-2012 24-Jul-2012 Change Change % Previous Week Open 1,355.50 1,343.75 -11.75 -0.9% 1,351.25 High 1,356.75 1,346.50 -10.25 -0.8% 1,376.00 Low 1,332.00 1,323.75 -8.25 -0.6% 1,339.25 Close 1,343.75 1,329.50 -14.25 -1.1% 1,358.25 Range 24.75 22.75 -2.00 -8.1% 36.75 ATR 19.40 19.64 0.24 1.2% 0.00 Volume 2,078,031 2,110,235 32,204 1.5% 8,856,365
Daily Pivots for day following 24-Jul-2012 Classic Woodie Camarilla DeMark R4 1,401.50 1,388.25 1,342.00 R3 1,378.75 1,365.50 1,335.75 R2 1,356.00 1,356.00 1,333.75 R1 1,342.75 1,342.75 1,331.50 1,338.00 PP 1,333.25 1,333.25 1,333.25 1,331.00 S1 1,320.00 1,320.00 1,327.50 1,315.25 S2 1,310.50 1,310.50 1,325.25 S3 1,287.75 1,297.25 1,323.25 S4 1,265.00 1,274.50 1,317.00	Weekly Pivots for week ending 20-Jul-2012 Classic Woodie Camarilla DeMark R4 1,468.00 1,450.00 1,378.50 R3 1,431.25 1,413.25 1,368.25 R2 1,394.50 1,394.50 1,365.00 R1 1,376.50 1,376.50 1,361.50 1,385.50 PP 1,357.75 1,357.75 1,357.75 1,362.50 S1 1,339.75 1,339.75 1,355.00 1,348.75 S2 1,321.00 1,321.00 1,351.50 S3 1,284.25 1,303.00 1,348.25 S4 1,247.50 1,266.25 1,338.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,376.00 1,323.75 52.25 3.9% 18.00 1.4% 11% False True 1,905,597 10 1,376.00 1,319.75 56.25 4.2% 18.00 1.4% 17% False False 1,861,811 20 1,376.00 1,303.25 72.75 5.5% 19.00 1.4% 36% False False 1,698,118 40 1,376.00 1,255.50 120.50 9.1% 21.00 1.6% 61% False False 1,579,222 60 1,405.00 1,255.50 149.50 11.2% 20.75 1.6% 49% False False 1,054,159 80 1,411.50 1,255.50 156.00 11.7% 20.00 1.5% 47% False False 790,990 100 1,413.50 1,255.50 158.00 11.9% 18.50 1.4% 47% False False 632,983 120 1,413.50 1,255.50 158.00 11.9% 17.00 1.3% 47% False False 527,490
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 3.18 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,443.25 2.618 1,406.00 1.618 1,383.25 1.000 1,369.25 0.618 1,360.50 HIGH 1,346.50 0.618 1,337.75 0.500 1,335.00 0.382 1,332.50 LOW 1,323.75 0.618 1,309.75 1.000 1,301.00 1.618 1,287.00 2.618 1,264.25 4.250 1,227.00
Fisher Pivots for day following 24-Jul-2012 Pivot 1 day 3 day R1 1,335.00 1,348.00 PP 1,333.25 1,341.75 S1 1,331.50 1,335.50

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