E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	1,125.25	1,119.25	-6.00	-0.5%	1,104.50
High	1,125.75	1,119.75	-6.00	-0.5%	1,127.75
Low	1,108.25	1,084.50	-23.75	-2.1%	1,101.75
Close	1,119.75	1,085.00	-34.75	-3.1%	1,119.50
Range	17.50	35.25	17.75	101.4%	26.00
ATR	19.68	20.79	1.11	5.7%	0.00
Volume	2,030,147	2,638,633	608,486	30.0%	8,727,443

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,202.25	1,178.75	1,104.50
R3	1,167.00	1,143.50	1,094.75
R2	1,131.75	1,131.75	1,091.50
R1	1,108.25	1,108.25	1,088.25	1,102.50
PP	1,096.50	1,096.50	1,096.50	1,093.50
S1	1,073.00	1,073.00	1,081.75	1,067.00
S2	1,061.25	1,061.25	1,078.50
S3	1,026.00	1,037.75	1,075.25
S4	990.75	1,002.50	1,065.50

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,194.25	1,183.00	1,133.75
R3	1,168.25	1,157.00	1,126.75
R2	1,142.25	1,142.25	1,124.25
R1	1,131.00	1,131.00	1,122.00	1,136.50
PP	1,116.25	1,116.25	1,116.25	1,119.25
S1	1,105.00	1,105.00	1,117.00	1,110.50
S2	1,090.25	1,090.25	1,114.75
S3	1,064.25	1,079.00	1,112.25
S4	1,038.25	1,053.00	1,105.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,127.75	1,084.50	43.25	4.0%	19.75	1.8%	1%	False	True	1,835,244
10	1,127.75	1,083.50	44.25	4.1%	18.75	1.7%	3%	False	False	1,828,673
20	1,127.75	1,050.75	77.00	7.1%	20.75	1.9%	44%	False	False	1,963,072
40	1,129.50	1,002.75	126.75	11.7%	21.25	1.9%	65%	False	False	2,133,244
60	1,142.75	1,002.75	140.00	12.9%	24.00	2.2%	59%	False	False	1,547,211
80	1,211.50	1,002.75	208.75	19.2%	25.00	2.3%	39%	False	False	1,161,457
100	1,211.50	1,002.75	208.75	19.2%	22.25	2.1%	39%	False	False	929,448
120	1,211.50	1,002.75	208.75	19.2%	20.50	1.9%	39%	False	False	774,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.83
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,269.50
2.618	1,212.00
1.618	1,176.75
1.000	1,155.00
0.618	1,141.50
HIGH	1,119.75
0.618	1,106.25
0.500	1,102.00
0.382	1,098.00
LOW	1,084.50
0.618	1,062.75
1.000	1,049.25
1.618	1,027.50
2.618	992.25
4.250	934.75

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	1,102.00	1,105.50
PP	1,096.50	1,098.75
S1	1,090.75	1,092.00

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

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