E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	1,270.00	1,283.25	13.25	1.0%	1,256.00
High	1,284.25	1,284.50	0.25	0.0%	1,277.00
Low	1,269.25	1,276.25	7.00	0.6%	1,255.25
Close	1,283.50	1,281.25	-2.25	-0.2%	1,267.50
Range	15.00	8.25	-6.75	-45.0%	21.75
ATR	12.04	11.77	-0.27	-2.2%	0.00
Volume	1,603,436	1,670,930	67,494	4.2%	8,910,753

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,305.50	1,301.50	1,285.75
R3	1,297.25	1,293.25	1,283.50
R2	1,289.00	1,289.00	1,282.75
R1	1,285.00	1,285.00	1,282.00	1,283.00
PP	1,280.75	1,280.75	1,280.75	1,279.50
S1	1,276.75	1,276.75	1,280.50	1,274.50
S2	1,272.50	1,272.50	1,279.75
S3	1,264.25	1,268.50	1,279.00
S4	1,256.00	1,260.25	1,276.75

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,331.75	1,321.50	1,279.50
R3	1,310.00	1,299.75	1,273.50
R2	1,288.25	1,288.25	1,271.50
R1	1,278.00	1,278.00	1,269.50	1,283.00
PP	1,266.50	1,266.50	1,266.50	1,269.25
S1	1,256.25	1,256.25	1,265.50	1,261.50
S2	1,244.75	1,244.75	1,263.50
S3	1,223.00	1,234.50	1,261.50
S4	1,201.25	1,212.75	1,255.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,284.50	1,257.75	26.75	2.1%	11.75	0.9%	88%	True	False	1,788,560
10	1,284.50	1,249.50	35.00	2.7%	12.50	1.0%	91%	True	False	1,635,141
20	1,284.50	1,227.50	57.00	4.4%	10.25	0.8%	94%	True	False	1,259,398
40	1,284.50	1,167.25	117.25	9.2%	13.00	1.0%	97%	True	False	856,610
60	1,284.50	1,155.50	129.00	10.1%	13.50	1.1%	97%	True	False	571,759
80	1,284.50	1,112.75	171.75	13.4%	14.25	1.1%	98%	True	False	429,083
100	1,284.50	1,028.25	256.25	20.0%	14.75	1.1%	99%	True	False	343,322
120	1,284.50	1,028.25	256.25	20.0%	14.75	1.1%	99%	True	False	286,106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.25
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,319.50
2.618	1,306.00
1.618	1,297.75
1.000	1,292.75
0.618	1,289.50
HIGH	1,284.50
0.618	1,281.25
0.500	1,280.50
0.382	1,279.50
LOW	1,276.25
0.618	1,271.25
1.000	1,268.00
1.618	1,263.00
2.618	1,254.75
4.250	1,241.25

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	1,281.00	1,279.00
PP	1,280.75	1,276.50
S1	1,280.50	1,274.25

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

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