E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	1,015.00	1,024.00	9.00	0.9%	1,074.25
High	1,038.50	1,059.75	21.25	2.0%	1,079.75
Low	1,002.75	1,016.25	13.50	1.3%	1,006.00
Close	1,024.25	1,059.25	35.00	3.4%	1,014.25
Range	35.75	43.50	7.75	21.7%	73.75
ATR	25.19	26.50	1.31	5.2%	0.00
Volume	2,135,335	2,431,642	296,307	13.9%	13,227,980

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,175.50	1,161.00	1,083.25
R3	1,132.00	1,117.50	1,071.25
R2	1,088.50	1,088.50	1,067.25
R1	1,074.00	1,074.00	1,063.25	1,081.25
PP	1,045.00	1,045.00	1,045.00	1,048.75
S1	1,030.50	1,030.50	1,055.25	1,037.75
S2	1,001.50	1,001.50	1,051.25
S3	958.00	987.00	1,047.25
S4	914.50	943.50	1,035.25

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	1,059.75	1,002.75	57.00	5.4%	29.25	2.8%	99%	True	False	2,730,677
10	1,097.75	1,002.75	95.00	9.0%	26.25	2.5%	59%	False	False	2,486,901
20	1,129.50	1,002.75	126.75	12.0%	24.00	2.3%	45%	False	False	2,183,687
40	1,170.00	1,002.75	167.25	15.8%	27.25	2.6%	34%	False	False	1,103,170
60	1,211.50	1,002.75	208.75	19.7%	26.50	2.5%	27%	False	False	736,448
80	1,211.50	1,002.75	208.75	19.7%	22.50	2.1%	27%	False	False	552,629
100	1,211.50	1,002.75	208.75	19.7%	20.25	1.9%	27%	False	False	442,117
120	1,211.50	1,002.75	208.75	19.7%	19.00	1.8%	27%	False	False	368,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,244.50
2.618	1,173.75
1.618	1,130.25
1.000	1,103.25
0.618	1,086.75
HIGH	1,059.75
0.618	1,043.25
0.500	1,038.00
0.382	1,032.75
LOW	1,016.25
0.618	989.25
1.000	972.75
1.618	945.75
2.618	902.25
4.250	831.50

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	1,052.25	1,050.00
PP	1,045.00	1,040.50
S1	1,038.00	1,031.25

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

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