E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	1,292.50	1,287.75	-4.75	-0.4%	1,298.50
High	1,296.50	1,296.00	-0.50	0.0%	1,300.75
Low	1,287.50	1,279.00	-8.50	-0.7%	1,241.25
Close	1,288.25	1,292.00	3.75	0.3%	1,274.25
Range	9.00	17.00	8.00	88.9%	59.50
ATR	21.84	21.49	-0.35	-1.6%	0.00
Volume	1,441,789	1,938,311	496,522	34.4%	16,060,364

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,340.00	1,333.00	1,301.25
R3	1,323.00	1,316.00	1,296.75
R2	1,306.00	1,306.00	1,295.00
R1	1,299.00	1,299.00	1,293.50	1,302.50
PP	1,289.00	1,289.00	1,289.00	1,290.75
S1	1,282.00	1,282.00	1,290.50	1,285.50
S2	1,272.00	1,272.00	1,289.00
S3	1,255.00	1,265.00	1,287.25
S4	1,238.00	1,248.00	1,282.75

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,450.50	1,422.00	1,307.00
R3	1,391.00	1,362.50	1,290.50
R2	1,331.50	1,331.50	1,285.25
R1	1,303.00	1,303.00	1,279.75	1,287.50
PP	1,272.00	1,272.00	1,272.00	1,264.50
S1	1,243.50	1,243.50	1,268.75	1,228.00
S2	1,212.50	1,212.50	1,263.25
S3	1,153.00	1,184.00	1,258.00
S4	1,093.50	1,124.50	1,241.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,296.50	1,241.25	55.25	4.3%	21.25	1.7%	92%	False	False	1,991,603
10	1,312.50	1,241.25	71.25	5.5%	26.00	2.0%	71%	False	False	2,495,818
20	1,331.25	1,241.25	90.00	7.0%	23.50	1.8%	56%	False	False	1,277,038
40	1,337.75	1,241.25	96.50	7.5%	18.75	1.5%	53%	False	False	639,365
60	1,337.75	1,241.25	96.50	7.5%	16.50	1.3%	53%	False	False	426,547
80	1,337.75	1,163.00	174.75	13.5%	15.25	1.2%	74%	False	False	319,975
100	1,337.75	1,161.50	176.25	13.6%	15.00	1.2%	74%	False	False	255,983
120	1,337.75	1,117.50	220.25	17.0%	14.75	1.2%	79%	False	False	213,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,368.25
2.618	1,340.50
1.618	1,323.50
1.000	1,313.00
0.618	1,306.50
HIGH	1,296.00
0.618	1,289.50
0.500	1,287.50
0.382	1,285.50
LOW	1,279.00
0.618	1,268.50
1.000	1,262.00
1.618	1,251.50
2.618	1,234.50
4.250	1,206.75

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	1,290.50	1,290.00
PP	1,289.00	1,287.75
S1	1,287.50	1,285.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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