E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	1,024.50	1,022.25	-2.25	-0.2%	1,074.25
High	1,029.75	1,032.50	2.75	0.3%	1,079.75
Low	1,006.00	1,010.75	4.75	0.5%	1,006.00
Close	1,021.75	1,014.25	-7.50	-0.7%	1,014.25
Range	23.75	21.75	-2.00	-8.4%	73.75
ATR	24.58	24.38	-0.20	-0.8%	0.00
Volume	2,622,061	3,354,900	732,839	27.9%	13,227,980

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,084.50	1,071.00	1,026.25
R3	1,062.75	1,049.25	1,020.25
R2	1,041.00	1,041.00	1,018.25
R1	1,027.50	1,027.50	1,016.25	1,023.50
PP	1,019.25	1,019.25	1,019.25	1,017.00
S1	1,005.75	1,005.75	1,012.25	1,001.50
S2	997.50	997.50	1,010.25
S3	975.75	984.00	1,008.25
S4	954.00	962.25	1,002.25

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,254.50	1,208.25	1,054.75
R3	1,180.75	1,134.50	1,034.50
R2	1,107.00	1,107.00	1,027.75
R1	1,060.75	1,060.75	1,021.00	1,047.00
PP	1,033.25	1,033.25	1,033.25	1,026.50
S1	987.00	987.00	1,007.50	973.25
S2	959.50	959.50	1,000.75
S3	885.75	913.25	994.00
S4	812.00	839.50	973.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,079.75	1,006.00	73.75	7.3%	25.00	2.5%	11%	False	False	2,645,596
10	1,129.50	1,006.00	123.50	12.2%	23.75	2.3%	7%	False	False	2,409,580
20	1,129.50	1,006.00	123.50	12.2%	22.25	2.2%	7%	False	False	1,962,781
40	1,170.00	1,006.00	164.00	16.2%	27.25	2.7%	5%	False	False	989,494
60	1,211.50	1,006.00	205.50	20.3%	25.50	2.5%	4%	False	False	660,391
80	1,211.50	1,006.00	205.50	20.3%	21.75	2.1%	4%	False	False	495,546
100	1,211.50	1,006.00	205.50	20.3%	19.75	1.9%	4%	False	False	396,448
120	1,211.50	1,006.00	205.50	20.3%	18.50	1.8%	4%	False	False	330,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	7.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,125.00
2.618	1,089.50
1.618	1,067.75
1.000	1,054.25
0.618	1,046.00
HIGH	1,032.50
0.618	1,024.25
0.500	1,021.50
0.382	1,019.00
LOW	1,010.75
0.618	997.25
1.000	989.00
1.618	975.50
2.618	953.75
4.250	918.25

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	1,021.50	1,025.25
PP	1,019.25	1,021.50
S1	1,016.75	1,018.00

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

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