E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	1,161.50	1,162.50	1.00	0.1%	1,143.25
High	1,165.00	1,169.00	4.00	0.3%	1,164.00
Low	1,157.75	1,151.75	-6.00	-0.5%	1,127.00
Close	1,162.25	1,164.50	2.25	0.2%	1,160.50
Range	7.25	17.25	10.00	137.9%	37.00
ATR	16.38	16.44	0.06	0.4%	0.00
Volume	1,005,696	1,908,021	902,325	89.7%	9,722,421

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,213.50	1,206.25	1,174.00
R3	1,196.25	1,189.00	1,169.25
R2	1,179.00	1,179.00	1,167.75
R1	1,171.75	1,171.75	1,166.00	1,175.50
PP	1,161.75	1,161.75	1,161.75	1,163.50
S1	1,154.50	1,154.50	1,163.00	1,158.00
S2	1,144.50	1,144.50	1,161.25
S3	1,127.25	1,137.25	1,159.75
S4	1,110.00	1,120.00	1,155.00

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,261.50	1,248.00	1,180.75
R3	1,224.50	1,211.00	1,170.75
R2	1,187.50	1,187.50	1,167.25
R1	1,174.00	1,174.00	1,164.00	1,180.75
PP	1,150.50	1,150.50	1,150.50	1,154.00
S1	1,137.00	1,137.00	1,157.00	1,143.75
S2	1,113.50	1,113.50	1,153.75
S3	1,076.50	1,100.00	1,150.25
S4	1,039.50	1,063.00	1,140.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,169.00	1,145.50	23.50	2.0%	13.75	1.2%	81%	True	False	1,717,330
10	1,169.00	1,127.00	42.00	3.6%	15.75	1.3%	89%	True	False	1,937,971
20	1,169.00	1,109.00	60.00	5.2%	16.00	1.4%	93%	True	False	1,937,364
40	1,169.00	1,032.50	136.50	11.7%	17.25	1.5%	97%	True	False	1,154,412
60	1,169.00	1,032.50	136.50	11.7%	17.75	1.5%	97%	True	False	770,724
80	1,169.00	998.75	170.25	14.6%	19.00	1.6%	97%	True	False	578,508
100	1,169.00	998.75	170.25	14.6%	20.25	1.7%	97%	True	False	462,838
120	1,208.00	998.75	209.25	18.0%	21.75	1.9%	79%	False	False	385,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,242.25
2.618	1,214.25
1.618	1,197.00
1.000	1,186.25
0.618	1,179.75
HIGH	1,169.00
0.618	1,162.50
0.500	1,160.50
0.382	1,158.25
LOW	1,151.75
0.618	1,141.00
1.000	1,134.50
1.618	1,123.75
2.618	1,106.50
4.250	1,078.50

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	1,163.00	1,162.00
PP	1,161.75	1,159.75
S1	1,160.50	1,157.25

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

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