The market seemed quiet and bullish. I went long early with one contract, but was stopped out for a small gain. Later I scaled in and out of up to four contracts long using limit orders. I was finally stopped out, but made a nice profit for the day.

Transactions:
Buy     1       1384.25 7/30/2012  7:02:50 AM Entry     1L
Sell    1       1384.75 7/30/2012  7:31:55 AM Exit      -
Buy     1       1379.5  7/30/2012  8:21:40 AM Entry     1L
Buy     1       1377.5  7/30/2012  8:36:11 AM Entry     2L
Buy     1       1377.5  7/30/2012  9:05:56 AM Entry     3L
Buy     1       1377.5  7/30/2012  9:05:59 AM Entry     4L
Sell    1       1378.5  7/30/2012  9:41:22 AM Exit      3L
Sell    1       1380.5  7/30/2012  9:43:24 AM Exit      2L
Buy     1       1379.5  7/30/2012  9:47:34 AM Entry     3L
Buy     1       1378.75 7/30/2012  9:58:12 AM Entry     4L
Sell    1       1379.75 7/30/2012 10:09:26 AM Exit      3L
Sell    1       1379.75 7/30/2012 10:09:26 AM Exit      2L
Sell    1       1380.75 7/30/2012 10:34:12 AM Exit      1L
Sell    1       1378.75 7/30/2012 10:44:27 AM Exit      -

Heat:
1379.50 + 1377.50 + 2.0 * 1377.50 - 4.0 * 1376.50 = 6.0 at 0920HRS

Total Profit:
-1384.25 + 1384.75 - 1379.5 - 1377.5 - 1377.5 - 1377.5 + 1378.5 + 1380.5 -1379.5 - 1378.75 + 1379.75 + 1379.75 + 1380.75 + 1378.75 = 8.25