E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	1,135.00	1,130.00	-5.00	-0.4%	1,110.00
High	1,140.25	1,134.50	-5.75	-0.5%	1,132.75
Low	1,126.50	1,117.25	-9.25	-0.8%	1,108.00
Close	1,129.75	1,120.50	-9.25	-0.8%	1,119.75
Range	13.75	17.25	3.50	25.5%	24.75
ATR	17.02	17.04	0.02	0.1%	0.00
Volume	1,952,141	2,183,277	231,136	11.8%	10,149,265

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,175.75	1,165.50	1,130.00
R3	1,158.50	1,148.25	1,125.25
R2	1,141.25	1,141.25	1,123.75
R1	1,131.00	1,131.00	1,122.00	1,127.50
PP	1,124.00	1,124.00	1,124.00	1,122.50
S1	1,113.75	1,113.75	1,119.00	1,110.25
S2	1,106.75	1,106.75	1,117.25
S3	1,089.50	1,096.50	1,115.75
S4	1,072.25	1,079.25	1,111.00

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,194.50	1,181.75	1,133.25
R3	1,169.75	1,157.00	1,126.50
R2	1,145.00	1,145.00	1,124.25
R1	1,132.25	1,132.25	1,122.00	1,138.50
PP	1,120.25	1,120.25	1,120.25	1,123.25
S1	1,107.50	1,107.50	1,117.50	1,114.00
S2	1,095.50	1,095.50	1,115.25
S3	1,070.75	1,082.75	1,113.00
S4	1,046.00	1,058.00	1,106.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,144.00	1,117.00	27.00	2.4%	16.75	1.5%	13%	False	False	1,986,274
10	1,144.00	1,095.50	48.50	4.3%	14.00	1.3%	52%	False	False	1,968,138
20	1,144.00	1,032.50	111.50	10.0%	17.00	1.5%	79%	False	False	1,063,331
40	1,144.00	1,032.50	111.50	10.0%	17.75	1.6%	79%	False	False	533,709
60	1,144.00	998.75	145.25	13.0%	19.00	1.7%	84%	False	False	356,782
80	1,144.00	998.75	145.25	13.0%	20.00	1.8%	84%	False	False	267,710
100	1,190.25	998.75	191.50	17.1%	22.50	2.0%	64%	False	False	214,193
120	1,208.00	998.75	209.25	18.7%	21.25	1.9%	58%	False	False	178,510

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	True
Bear Hook	False
Bull Hook	False
Stretch	4.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,207.75
2.618	1,179.75
1.618	1,162.50
1.000	1,151.75
0.618	1,145.25
HIGH	1,134.50
0.618	1,128.00
0.500	1,126.00
0.382	1,123.75
LOW	1,117.25
0.618	1,106.50
1.000	1,100.00
1.618	1,089.25
2.618	1,072.00
4.250	1,044.00

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	1,126.00	1,130.50
PP	1,124.00	1,127.25
S1	1,122.25	1,124.00

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

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