E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary Previous Current 04-Sep-2012 05-Sep-2012 Change Change % Previous Week Open 1,406.25 1,406.25 0.00 0.0% 1,410.00 High 1,409.50 1,408.25 -1.25 -0.1% 1,416.00 Low 1,394.50 1,397.25 2.75 0.2% 1,395.25 Close 1,406.00 1,403.50 -2.50 -0.2% 1,405.00 Range 15.00 11.00 -4.00 -26.7% 20.75 ATR 14.15 13.92 -0.22 -1.6% 0.00 Volume 1,680,397 1,429,039 -251,358 -15.0% 6,362,959
Daily Pivots for day following 05-Sep-2012 Classic Woodie Camarilla DeMark R4 1,436.00 1,430.75 1,409.50 R3 1,425.00 1,419.75 1,406.50 R2 1,414.00 1,414.00 1,405.50 R1 1,408.75 1,408.75 1,404.50 1,406.00 PP 1,403.00 1,403.00 1,403.00 1,401.50 S1 1,397.75 1,397.75 1,402.50 1,395.00 S2 1,392.00 1,392.00 1,401.50 S3 1,381.00 1,386.75 1,400.50 S4 1,370.00 1,375.75 1,397.50	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% 12.50 0.9% 50% False False 1,466,503 10 1,418.00 1,394.50 23.50 1.7% 12.75 0.9% 38% False False 1,430,805 20 1,424.75 1,390.50 34.25 2.4% 11.75 0.8% 38% False False 1,357,958 40 1,424.75 1,319.75 105.00 7.5% 15.75 1.1% 80% False False 1,620,795 60 1,424.75 1,297.00 127.75 9.1% 17.25 1.2% 83% False False 1,714,555 80 1,424.75 1,255.50 169.25 12.1% 18.75 1.3% 87% False False 1,368,038 100 1,424.75 1,255.50 169.25 12.1% 18.50 1.3% 87% False False 1,094,811 120 1,424.75 1,255.50 169.25 12.1% 18.25 1.3% 87% False False 912,589
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 2.85 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,455.00 2.618 1,437.00 1.618 1,426.00 1.000 1,419.25 0.618 1,415.00 HIGH 1,408.25 0.618 1,404.00 0.500 1,402.75 0.382 1,401.50 LOW 1,397.25 0.618 1,390.50 1.000 1,386.25 1.618 1,379.50 2.618 1,368.50 4.250 1,350.50
Fisher Pivots for day following 05-Sep-2012 Pivot 1 day 3 day R1 1,403.25 1,403.50 PP 1,403.00 1,403.50 S1 1,402.75 1,403.50

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