E-mini S&P 500 Future March 2011

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Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary Previous Current 31-Dec-2010 03-Jan-2011 Change Change % Previous Week Open 1,254.25 1,256.00 1.75 0.1% 1,249.50 High 1,257.75 1,272.50 14.75 1.2% 1,258.50 Low 1,249.50 1,255.25 5.75 0.5% 1,245.50 Close 1,253.00 1,265.25 12.25 1.0% 1,253.00 Range 8.25 17.25 9.00 109.1% 13.00 ATR 10.76 11.38 0.62 5.8% 0.00 Volume 667,046 1,589,787 922,741 138.3% 3,115,129
Daily Pivots for day following 03-Jan-2011 Classic Woodie Camarilla DeMark R4 1,316.00 1,308.00 1,274.75 R3 1,298.75 1,290.75 1,270.00 R2 1,281.50 1,281.50 1,268.50 R1 1,273.50 1,273.50 1,266.75 1,277.50 PP 1,264.25 1,264.25 1,264.25 1,266.50 S1 1,256.25 1,256.25 1,263.75 1,260.25 S2 1,247.00 1,247.00 1,262.00 S3 1,229.75 1,239.00 1,260.50 S4 1,212.50 1,221.75 1,255.75	Weekly Pivots for week ending 31-Dec-2010 Classic Woodie Camarilla DeMark R4 1,291.25 1,285.25 1,260.25 R3 1,278.25 1,272.25 1,256.50 R2 1,265.25 1,265.25 1,255.50 R1 1,259.25 1,259.25 1,254.25 1,262.25 PP 1,252.25 1,252.25 1,252.25 1,254.00 S1 1,246.25 1,246.25 1,251.75 1,249.25 S2 1,239.25 1,239.25 1,250.50 S3 1,226.25 1,233.25 1,249.50 S4 1,213.25 1,220.25 1,245.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,272.50 1,249.50 23.00 1.8% 8.25 0.7% 68% True False 822,173 10 1,272.50 1,234.00 38.50 3.0% 8.50 0.7% 81% True False 804,598 20 1,272.50 1,211.50 61.00 4.8% 9.50 0.8% 88% True False 1,002,224 40 1,272.50 1,165.75 106.75 8.4% 13.50 1.1% 93% True False 504,908 60 1,272.50 1,140.50 132.00 10.4% 14.25 1.1% 95% True False 337,026 80 1,272.50 1,090.25 182.25 14.4% 14.25 1.1% 96% True False 252,965 100 1,272.50 1,028.25 244.25 19.3% 15.00 1.2% 97% True False 202,378
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.10 Widest range in 21 trading days	Fibonacci Retracements and Extensions 4.250 1,345.75 2.618 1,317.75 1.618 1,300.50 1.000 1,289.75 0.618 1,283.25 HIGH 1,272.50 0.618 1,266.00 0.500 1,264.00 0.382 1,261.75 LOW 1,255.25 0.618 1,244.50 1.000 1,238.00 1.618 1,227.25 2.618 1,210.00 4.250 1,182.00
Fisher Pivots for day following 03-Jan-2011 Pivot 1 day 3 day R1 1,264.75 1,263.75 PP 1,264.25 1,262.50 S1 1,264.00 1,261.00

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