E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary Previous Current 31-Aug-2012 04-Sep-2012 Change Change % Previous Week Open 1,397.00 1,406.25 9.25 0.7% 1,410.00 High 1,412.25 1,409.50 -2.75 -0.2% 1,416.00 Low 1,395.50 1,394.50 -1.00 -0.1% 1,395.25 Close 1,405.00 1,406.00 1.00 0.1% 1,405.00 Range 16.75 15.00 -1.75 -10.4% 20.75 ATR 14.08 14.15 0.07 0.5% 0.00 Volume 2,046,718 1,680,397 -366,321 -17.9% 6,362,959
Daily Pivots for day following 04-Sep-2012 Classic Woodie Camarilla DeMark R4 1,448.25 1,442.25 1,414.25 R3 1,433.25 1,427.25 1,410.00 R2 1,418.25 1,418.25 1,408.75 R1 1,412.25 1,412.25 1,407.50 1,407.75 PP 1,403.25 1,403.25 1,403.25 1,401.00 S1 1,397.25 1,397.25 1,404.50 1,392.75 S2 1,388.25 1,388.25 1,403.25 S3 1,373.25 1,382.25 1,402.00 S4 1,358.25 1,367.25 1,397.75	Weekly Pivots for week ending 31-Aug-2012 Classic Woodie Camarilla DeMark R4 1,467.75 1,457.00 1,416.50 R3 1,447.00 1,436.25 1,410.75 R2 1,426.25 1,426.25 1,408.75 R1 1,415.50 1,415.50 1,407.00 1,410.50 PP 1,405.50 1,405.50 1,405.50 1,403.00 S1 1,394.75 1,394.75 1,403.00 1,389.75 S2 1,384.75 1,384.75 1,401.25 S3 1,364.00 1,374.00 1,399.25 S4 1,343.25 1,353.25 1,393.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,412.50 1,394.50 18.00 1.3% 12.25 0.9% 64% False True 1,422,686 10 1,424.75 1,394.50 30.25 2.2% 13.25 0.9% 38% False True 1,460,931 20 1,424.75 1,387.50 37.25 2.6% 12.00 0.8% 50% False False 1,359,501 40 1,424.75 1,319.75 105.00 7.5% 16.00 1.1% 82% False False 1,635,555 60 1,424.75 1,297.00 127.75 9.1% 17.75 1.3% 85% False False 1,742,685 80 1,424.75 1,255.50 169.25 12.0% 18.75 1.3% 89% False False 1,350,191 100 1,424.75 1,255.50 169.25 12.0% 18.75 1.3% 89% False False 1,080,529 120 1,424.75 1,255.50 169.25 12.0% 18.25 1.3% 89% False False 900,682
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 3.33 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,473.25 2.618 1,448.75 1.618 1,433.75 1.000 1,424.50 0.618 1,418.75 HIGH 1,409.50 0.618 1,403.75 0.500 1,402.00 0.382 1,400.25 LOW 1,394.50 0.618 1,385.25 1.000 1,379.50 1.618 1,370.25 2.618 1,355.25 4.250 1,330.75
Fisher Pivots for day following 04-Sep-2012 Pivot 1 day 3 day R1 1,404.75 1,405.00 PP 1,403.25 1,404.25 S1 1,402.00 1,403.50

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