E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	1,264.75	1,265.50	0.75	0.1%	1,249.50
High	1,270.00	1,273.75	3.75	0.3%	1,258.50
Low	1,258.25	1,255.75	-2.50	-0.2%	1,245.50
Close	1,265.25	1,271.75	6.50	0.5%	1,253.00
Range	11.75	18.00	6.25	53.2%	13.00
ATR	11.41	11.88	0.47	4.1%	0.00
Volume	1,769,443	1,781,256	11,813	0.7%	3,115,129

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,321.00	1,314.50	1,281.75
R3	1,303.00	1,296.50	1,276.75
R2	1,285.00	1,285.00	1,275.00
R1	1,278.50	1,278.50	1,273.50	1,281.75
PP	1,267.00	1,267.00	1,267.00	1,268.75
S1	1,260.50	1,260.50	1,270.00	1,263.75
S2	1,249.00	1,249.00	1,268.50
S3	1,231.00	1,242.50	1,266.75
S4	1,213.00	1,224.50	1,261.75

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	1,273.75	1,249.50	24.25	1.9%	12.25	1.0%	92%	True	False	1,304,065
10	1,273.75	1,245.50	28.25	2.2%	9.25	0.7%	93%	True	False	951,201
20	1,273.75	1,212.50	61.25	4.8%	9.75	0.8%	97%	True	False	1,169,905
40	1,273.75	1,165.75	108.00	8.5%	13.75	1.1%	98%	True	False	593,488
60	1,273.75	1,146.75	127.00	10.0%	14.25	1.1%	98%	True	False	396,171
80	1,273.75	1,104.50	169.25	13.3%	14.50	1.1%	99%	True	False	297,347
100	1,273.75	1,028.25	245.50	19.3%	15.00	1.2%	99%	True	False	237,885
120	1,273.75	1,028.25	245.50	19.3%	15.00	1.2%	99%	True	False	198,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.85
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,350.25
2.618	1,320.75
1.618	1,302.75
1.000	1,291.75
0.618	1,284.75
HIGH	1,273.75
0.618	1,266.75
0.500	1,264.75
0.382	1,262.75
LOW	1,255.75
0.618	1,244.75
1.000	1,237.75
1.618	1,226.75
2.618	1,208.75
4.250	1,179.25

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	1,269.50	1,269.25
PP	1,267.00	1,267.00
S1	1,264.75	1,264.50

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

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