E-mini S&P 500 Future December 2012

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Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary Previous Current 19-Sep-2012 20-Sep-2012 Change Change % Previous Week Open 1,453.25 1,453.50 0.25 0.0% 1,430.00 High 1,459.25 1,455.00 -4.25 -0.3% 1,468.00 Low 1,451.25 1,443.50 -7.75 -0.5% 1,414.50 Close 1,453.25 1,453.75 0.50 0.0% 1,459.00 Range 8.00 11.50 3.50 43.8% 53.50 ATR 13.47 13.33 -0.14 -1.0% 0.00 Volume 1,658,342 1,744,200 85,858 5.2% 4,380,993
Daily Pivots for day following 20-Sep-2012 Classic Woodie Camarilla DeMark R4 1,485.25 1,481.00 1,460.00 R3 1,473.75 1,469.50 1,457.00 R2 1,462.25 1,462.25 1,455.75 R1 1,458.00 1,458.00 1,454.75 1,460.00 PP 1,450.75 1,450.75 1,450.75 1,451.75 S1 1,446.50 1,446.50 1,452.75 1,448.50 S2 1,439.25 1,439.25 1,451.75 S3 1,427.75 1,435.00 1,450.50 S4 1,416.25 1,423.50 1,447.50	Weekly Pivots for week ending 14-Sep-2012 Classic Woodie Camarilla DeMark R4 1,607.75 1,586.75 1,488.50 R3 1,554.25 1,533.25 1,473.75 R2 1,500.75 1,500.75 1,468.75 R1 1,479.75 1,479.75 1,464.00 1,490.25 PP 1,447.25 1,447.25 1,447.25 1,452.50 S1 1,426.25 1,426.25 1,454.00 1,436.75 S2 1,393.75 1,393.75 1,449.25 S3 1,340.25 1,372.75 1,444.25 S4 1,286.75 1,319.25 1,429.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,468.00 1,443.50 24.50 1.7% 10.75 0.7% 42% False True 1,852,265 10 1,468.00 1,414.50 53.50 3.7% 13.00 0.9% 73% False False 1,120,802 20 1,468.00 1,387.50 80.50 5.5% 13.00 0.9% 82% False False 565,934 40 1,468.00 1,343.00 125.00 8.6% 13.50 0.9% 89% False False 284,436 60 1,468.00 1,300.50 167.50 11.5% 15.50 1.1% 91% False False 190,238 80 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 142,891 100 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 114,402 120 1,468.00 1,250.00 218.00 15.0% 15.25 1.1% 93% False False 95,369
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 1.78 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,504.00 2.618 1,485.00 1.618 1,473.50 1.000 1,466.50 0.618 1,462.00 HIGH 1,455.00 0.618 1,450.50 0.500 1,449.25 0.382 1,448.00 LOW 1,443.50 0.618 1,436.50 1.000 1,432.00 1.618 1,425.00 2.618 1,413.50 4.250 1,394.50
Fisher Pivots for day following 20-Sep-2012 Pivot 1 day 3 day R1 1,452.25 1,453.00 PP 1,450.75 1,452.25 S1 1,449.25 1,451.50

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