E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	1,081.50	1,089.75	8.25	0.8%	1,064.50
High	1,090.50	1,104.50	14.00	1.3%	1,104.50
Low	1,076.50	1,086.25	9.75	0.9%	1,037.50
Close	1,089.50	1,103.50	14.00	1.3%	1,103.50
Range	14.00	18.25	4.25	30.4%	67.00
ATR	20.98	20.78	-0.19	-0.9%	0.00
Volume	1,601,762	2,011,872	410,110	25.6%	9,972,277

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,152.75	1,146.50	1,113.50
R3	1,134.50	1,128.25	1,108.50
R2	1,116.25	1,116.25	1,106.75
R1	1,110.00	1,110.00	1,105.25	1,113.00
PP	1,098.00	1,098.00	1,098.00	1,099.75
S1	1,091.75	1,091.75	1,101.75	1,095.00
S2	1,079.75	1,079.75	1,100.25
S3	1,061.50	1,073.50	1,098.50
S4	1,043.25	1,055.25	1,093.50

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,282.75	1,260.25	1,140.25
R3	1,215.75	1,193.25	1,122.00
R2	1,148.75	1,148.75	1,115.75
R1	1,126.25	1,126.25	1,109.75	1,137.50
PP	1,081.75	1,081.75	1,081.75	1,087.50
S1	1,059.25	1,059.25	1,097.25	1,070.50
S2	1,014.75	1,014.75	1,091.25
S3	947.75	992.25	1,085.00
S4	880.75	925.25	1,066.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,104.50	1,037.50	67.00	6.1%	21.75	2.0%	99%	True	False	1,994,455
10	1,104.50	1,037.00	67.50	6.1%	21.25	1.9%	99%	True	False	2,098,930
20	1,126.75	1,037.00	89.75	8.1%	20.25	1.8%	74%	False	False	1,987,844
40	1,127.75	1,037.00	90.75	8.2%	20.00	1.8%	73%	False	False	1,953,903
60	1,129.50	1,002.75	126.75	11.5%	20.75	1.9%	79%	False	False	2,099,906
80	1,170.00	1,002.75	167.25	15.2%	23.25	2.1%	60%	False	False	1,586,676
100	1,211.50	1,002.75	208.75	18.9%	24.00	2.2%	48%	False	False	1,270,104
120	1,211.50	1,002.75	208.75	18.9%	21.75	2.0%	48%	False	False	1,058,621

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,182.00
2.618	1,152.25
1.618	1,134.00
1.000	1,122.75
0.618	1,115.75
HIGH	1,104.50
0.618	1,097.50
0.500	1,095.50
0.382	1,093.25
LOW	1,086.25
0.618	1,075.00
1.000	1,068.00
1.618	1,056.75
2.618	1,038.50
4.250	1,008.75

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	1,100.75	1,095.00
PP	1,098.00	1,086.25
S1	1,095.50	1,077.50

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

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