E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	1,094.25	1,097.75	3.50	0.3%	1,094.50
High	1,107.00	1,105.75	-1.25	-0.1%	1,107.00
Low	1,092.00	1,095.50	3.50	0.3%	1,081.75
Close	1,097.50	1,105.00	7.50	0.7%	1,105.00
Range	15.00	10.25	-4.75	-31.7%	25.25
ATR	19.53	18.87	-0.66	-3.4%	0.00
Volume	1,133,889	1,530,259	396,370	35.0%	3,026,516

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,132.75	1,129.25	1,110.75
R3	1,122.50	1,119.00	1,107.75
R2	1,112.25	1,112.25	1,107.00
R1	1,108.75	1,108.75	1,106.00	1,110.50
PP	1,102.00	1,102.00	1,102.00	1,103.00
S1	1,098.50	1,098.50	1,104.00	1,100.25
S2	1,091.75	1,091.75	1,103.00
S3	1,081.50	1,088.25	1,102.25
S4	1,071.25	1,078.00	1,099.25

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,173.75	1,164.50	1,119.00
R3	1,148.50	1,139.25	1,112.00
R2	1,123.25	1,123.25	1,109.75
R1	1,114.00	1,114.00	1,107.25	1,118.50
PP	1,098.00	1,098.00	1,098.00	1,100.25
S1	1,088.75	1,088.75	1,102.75	1,093.50
S2	1,072.75	1,072.75	1,100.25
S3	1,047.50	1,063.50	1,098.00
S4	1,022.25	1,038.25	1,091.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,107.00	1,081.25	25.75	2.3%	15.25	1.4%	92%	False	False	607,968
10	1,107.00	1,032.50	74.50	6.7%	19.25	1.7%	97%	False	False	310,413
20	1,107.00	1,032.50	74.50	6.7%	18.75	1.7%	97%	False	False	158,150
40	1,122.50	1,032.50	90.00	8.1%	19.25	1.7%	81%	False	False	80,794
60	1,125.00	998.75	126.25	11.4%	20.00	1.8%	84%	False	False	54,393
80	1,125.00	998.75	126.25	11.4%	21.75	2.0%	84%	False	False	40,834
100	1,208.00	998.75	209.25	18.9%	23.00	2.1%	51%	False	False	32,694
120	1,208.00	998.75	209.25	18.9%	20.75	1.9%	51%	False	False	27,251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.75
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,149.25
2.618	1,132.50
1.618	1,122.25
1.000	1,116.00
0.618	1,112.00
HIGH	1,105.75
0.618	1,101.75
0.500	1,100.50
0.382	1,099.50
LOW	1,095.50
0.618	1,089.25
1.000	1,085.25
1.618	1,079.00
2.618	1,068.75
4.250	1,052.00

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	1,103.50	1,101.50
PP	1,102.00	1,098.00
S1	1,100.50	1,094.50

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

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