Oops! The market did not follow the  usual pattern of going up during the cash session. I lost big.

Executions:
Buy     1       1340.50 7/24/2012  6:59:45 AM Entry     1L
Buy     1       1340.00 7/24/2012  7:04:33 AM Entry     2L
Buy     1       1335.75 7/24/2012  8:01:46 AM Entry     3L
Sell    1       1339.75 7/24/2012  8:25:58 AM Exit      2L
Buy     1       1337.75 7/24/2012  8:29:56 AM Entry     3L
Buy     1       1329.75 7/24/2012  9:03:53 AM Entry     4L
Sell    2       1324.50 7/24/2012 12:10:54 PM Exit      2L
Sell    1       1324.50 7/24/2012 12:10:54 PM Exit      1L
Sell    1       1324.50 7/24/2012 12:10:54 PM Exit      -

Loss for today:
- 1340.50 - 1340.00 - 1335.75 + 1339.75 - 1337.75 - 1329.75 + 2.0 * 1324.50 + 1324.50 + 1324.50 = -46.00