E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	1,091.50	1,099.25	7.75	0.7%	1,064.50
High	1,103.00	1,112.00	9.00	0.8%	1,104.50
Low	1,086.25	1,096.75	10.50	1.0%	1,037.50
Close	1,099.25	1,102.50	3.25	0.3%	1,103.50
Range	16.75	15.25	-1.50	-9.0%	67.00
ATR	20.28	19.92	-0.36	-1.8%	0.00
Volume	2,001,331	1,612,227	-389,104	-19.4%	9,972,277

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,149.50	1,141.25	1,111.00
R3	1,134.25	1,126.00	1,106.75
R2	1,119.00	1,119.00	1,105.25
R1	1,110.75	1,110.75	1,104.00	1,115.00
PP	1,103.75	1,103.75	1,103.75	1,105.75
S1	1,095.50	1,095.50	1,101.00	1,099.50
S2	1,088.50	1,088.50	1,099.75
S3	1,073.25	1,080.25	1,098.25
S4	1,058.00	1,065.00	1,094.00

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	1,112.00	1,076.50	35.50	3.2%	16.25	1.5%	73%	True	False	1,848,852
10	1,112.00	1,037.25	74.75	6.8%	20.50	1.9%	87%	True	False	2,013,446
20	1,112.00	1,037.00	75.00	6.8%	19.50	1.8%	87%	True	False	1,985,992
40	1,127.75	1,037.00	90.75	8.2%	20.00	1.8%	72%	False	False	1,974,532
60	1,129.50	1,002.75	126.75	11.5%	20.50	1.9%	79%	False	False	2,084,160
80	1,142.75	1,002.75	140.00	12.7%	23.00	2.1%	71%	False	False	1,656,906
100	1,211.50	1,002.75	208.75	18.9%	24.00	2.2%	48%	False	False	1,326,364
120	1,211.50	1,002.75	208.75	18.9%	21.75	2.0%	48%	False	False	1,105,538

Crabel Price Patterns
NR	True
NR4	True
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	4.95
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,176.75
2.618	1,152.00
1.618	1,136.75
1.000	1,127.25
0.618	1,121.50
HIGH	1,112.00
0.618	1,106.25
0.500	1,104.50
0.382	1,102.50
LOW	1,096.75
0.618	1,087.25
1.000	1,081.50
1.618	1,072.00
2.618	1,056.75
4.250	1,032.00

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	1,104.50	1,101.50
PP	1,103.75	1,100.25
S1	1,103.00	1,099.00

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

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