E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary Previous Current 26-Jul-2012 27-Jul-2012 Change Change % Previous Week Open 1,334.75 1,354.75 20.00 1.5% 1,355.50 High 1,358.75 1,385.00 26.25 1.9% 1,385.00 Low 1,327.75 1,352.75 25.00 1.9% 1,321.25 Close 1,354.75 1,382.50 27.75 2.0% 1,382.50 Range 31.00 32.25 1.25 4.0% 63.75 ATR 20.39 21.24 0.85 4.2% 0.00 Volume 2,275,647 2,495,264 219,617 9.7% 10,799,322
Daily Pivots for day following 27-Jul-2012 Classic Woodie Camarilla DeMark R4 1,470.25 1,458.50 1,400.25 R3 1,438.00 1,426.25 1,391.25 R2 1,405.75 1,405.75 1,388.50 R1 1,394.00 1,394.00 1,385.50 1,400.00 PP 1,373.50 1,373.50 1,373.50 1,376.25 S1 1,361.75 1,361.75 1,379.50 1,367.50 S2 1,341.25 1,341.25 1,376.50 S3 1,309.00 1,329.50 1,373.75 S4 1,276.75 1,297.25 1,364.75	Weekly Pivots for week ending 27-Jul-2012 Classic Woodie Camarilla DeMark R4 1,554.25 1,532.00 1,417.50 R3 1,490.50 1,468.25 1,400.00 R2 1,426.75 1,426.75 1,394.25 R1 1,404.50 1,404.50 1,388.25 1,415.50 PP 1,363.00 1,363.00 1,363.00 1,368.50 S1 1,340.75 1,340.75 1,376.75 1,352.00 S2 1,299.25 1,299.25 1,370.75 S3 1,235.50 1,277.00 1,365.00 S4 1,171.75 1,213.25 1,347.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,385.00 1,321.25 63.75 4.6% 26.00 1.9% 96% True False 2,159,864 10 1,385.00 1,321.25 63.75 4.6% 20.25 1.5% 96% True False 1,965,568 20 1,385.00 1,316.00 69.00 5.0% 20.50 1.5% 96% True False 1,742,821 40 1,385.00 1,255.50 129.50 9.4% 21.50 1.6% 98% True False 1,743,857 60 1,395.75 1,255.50 140.25 10.1% 21.50 1.5% 91% False False 1,164,259 80 1,405.00 1,255.50 149.50 10.8% 20.25 1.5% 85% False False 873,576 100 1,413.50 1,255.50 158.00 11.4% 19.00 1.4% 80% False False 699,092 120 1,413.50 1,255.50 158.00 11.4% 17.25 1.3% 80% False False 582,581
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 3.90 Widest range in 19 trading days	Fibonacci Retracements and Extensions 4.250 1,522.00 2.618 1,469.50 1.618 1,437.25 1.000 1,417.25 0.618 1,405.00 HIGH 1,385.00 0.618 1,372.75 0.500 1,369.00 0.382 1,365.00 LOW 1,352.75 0.618 1,332.75 1.000 1,320.50 1.618 1,300.50 2.618 1,268.25 4.250 1,215.75
Fisher Pivots for day following 27-Jul-2012 Pivot 1 day 3 day R1 1,378.00 1,372.75 PP 1,373.50 1,363.00 S1 1,369.00 1,353.00

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