E-mini S&P 500 Future December 2010

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

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	1,182.75	1,192.75	10.00	0.8%	1,180.75
High	1,193.50	1,198.00	4.50	0.4%	1,193.00
Low	1,180.75	1,179.50	-1.25	-0.1%	1,167.75
Close	1,192.75	1,197.25	4.50	0.4%	1,179.75
Range	12.75	18.50	5.75	45.1%	25.25
ATR	15.70	15.90	0.20	1.3%	0.00
Volume	1,573,659	2,360,503	786,844	50.0%	9,504,008

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,247.00	1,240.75	1,207.50
R3	1,228.50	1,222.25	1,202.25
R2	1,210.00	1,210.00	1,200.75
R1	1,203.75	1,203.75	1,199.00	1,207.00
PP	1,191.50	1,191.50	1,191.50	1,193.25
S1	1,185.25	1,185.25	1,195.50	1,188.50
S2	1,173.00	1,173.00	1,193.75
S3	1,154.50	1,166.75	1,192.25
S4	1,136.00	1,148.25	1,187.00

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,256.00	1,243.00	1,193.75
R3	1,230.75	1,217.75	1,186.75
R2	1,205.50	1,205.50	1,184.50
R1	1,192.50	1,192.50	1,182.00	1,186.50
PP	1,180.25	1,180.25	1,180.25	1,177.00
S1	1,167.25	1,167.25	1,177.50	1,161.00
S2	1,155.00	1,155.00	1,175.00
S3	1,129.75	1,142.00	1,172.75
S4	1,104.50	1,116.75	1,165.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,198.00	1,172.00	26.00	2.2%	15.00	1.2%	97%	True	False	1,945,573
10	1,198.00	1,167.25	30.75	2.6%	14.25	1.2%	98%	True	False	1,907,748
20	1,198.00	1,145.50	52.50	4.4%	15.75	1.3%	99%	True	False	1,997,022
40	1,198.00	1,092.00	106.00	8.9%	15.75	1.3%	99%	True	False	1,968,913
60	1,198.00	1,032.50	165.50	13.8%	17.25	1.4%	100%	True	False	1,321,083
80	1,198.00	1,032.50	165.50	13.8%	17.75	1.5%	100%	True	False	991,617
100	1,198.00	998.75	199.25	16.6%	18.50	1.5%	100%	True	False	793,574
120	1,198.00	998.75	199.25	16.6%	20.00	1.7%	100%	True	False	661,326

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	3.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,276.50
2.618	1,246.50
1.618	1,228.00
1.000	1,216.50
0.618	1,209.50
HIGH	1,198.00
0.618	1,191.00
0.500	1,188.75
0.382	1,186.50
LOW	1,179.50
0.618	1,168.00
1.000	1,161.00
1.618	1,149.50
2.618	1,131.00
4.250	1,101.00

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	1,194.50	1,193.50
PP	1,191.50	1,189.75
S1	1,188.75	1,186.00

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

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