E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary Previous Current 31-Jul-2012 01-Aug-2012 Change Change % Previous Week Open 1,380.00 1,372.00 -8.00 -0.6% 1,355.50 High 1,386.50 1,381.50 -5.00 -0.4% 1,385.00 Low 1,371.00 1,367.75 -3.25 -0.2% 1,321.25 Close 1,374.50 1,370.50 -4.00 -0.3% 1,382.50 Range 15.50 13.75 -1.75 -11.3% 63.75 ATR 20.20 19.74 -0.46 -2.3% 0.00 Volume 1,774,239 1,789,642 15,403 0.9% 10,799,322
Daily Pivots for day following 01-Aug-2012 Classic Woodie Camarilla DeMark R4 1,414.50 1,406.25 1,378.00 R3 1,400.75 1,392.50 1,374.25 R2 1,387.00 1,387.00 1,373.00 R1 1,378.75 1,378.75 1,371.75 1,376.00 PP 1,373.25 1,373.25 1,373.25 1,372.00 S1 1,365.00 1,365.00 1,369.25 1,362.25 S2 1,359.50 1,359.50 1,368.00 S3 1,345.75 1,351.25 1,366.75 S4 1,332.00 1,337.50 1,363.00	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 1,387.50 1,327.75 59.75 4.4% 20.75 1.5% 72% False False 1,963,602 10 1,387.50 1,321.25 66.25 4.8% 19.50 1.4% 74% False False 1,938,867 20 1,387.50 1,319.75 67.75 4.9% 19.00 1.4% 75% False False 1,786,309 40 1,387.50 1,276.50 111.00 8.1% 20.75 1.5% 85% False False 1,864,906 60 1,387.50 1,255.50 132.00 9.6% 21.00 1.5% 87% False False 1,248,280 80 1,405.00 1,255.50 149.50 10.9% 20.25 1.5% 77% False False 936,633 100 1,413.50 1,255.50 158.00 11.5% 19.00 1.4% 73% False False 749,559 120 1,413.50 1,255.50 158.00 11.5% 17.50 1.3% 73% False False 624,640
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.80 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,440.00 2.618 1,417.50 1.618 1,403.75 1.000 1,395.25 0.618 1,390.00 HIGH 1,381.50 0.618 1,376.25 0.500 1,374.50 0.382 1,373.00 LOW 1,367.75 0.618 1,359.25 1.000 1,354.00 1.618 1,345.50 2.618 1,331.75 4.250 1,309.25
Fisher Pivots for day following 01-Aug-2012 Pivot 1 day 3 day R1 1,374.50 1,377.50 PP 1,373.25 1,375.25 S1 1,372.00 1,373.00

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