E-mini S&P 500 Future March 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	1,293.75	1,295.25	1.50	0.1%	1,279.50
High	1,298.25	1,299.50	1.25	0.1%	1,299.50
Low	1,289.25	1,270.50	-18.75	-1.5%	1,270.50
Close	1,295.75	1,271.50	-24.25	-1.9%	1,271.50
Range	9.00	29.00	20.00	222.2%	29.00
ATR	12.56	13.74	1.17	9.3%	0.00
Volume	1,552,301	3,235,835	1,683,534	108.5%	10,393,276

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,367.50	1,348.50	1,287.50
R3	1,338.50	1,319.50	1,279.50
R2	1,309.50	1,309.50	1,276.75
R1	1,290.50	1,290.50	1,274.25	1,285.50
PP	1,280.50	1,280.50	1,280.50	1,278.00
S1	1,261.50	1,261.50	1,268.75	1,256.50
S2	1,251.50	1,251.50	1,266.25
S3	1,222.50	1,232.50	1,263.50
S4	1,193.50	1,203.50	1,255.50

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,367.50	1,348.50	1,287.50
R3	1,338.50	1,319.50	1,279.50
R2	1,309.50	1,309.50	1,276.75
R1	1,290.50	1,290.50	1,274.25	1,285.50
PP	1,280.50	1,280.50	1,280.50	1,278.00
S1	1,261.50	1,261.50	1,268.75	1,256.50
S2	1,251.50	1,251.50	1,266.25
S3	1,222.50	1,232.50	1,263.50
S4	1,193.50	1,203.50	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	1,299.50	1,270.50	29.00	2.3%	15.00	1.2%	3%	True	True	2,078,655
10	1,299.50	1,267.50	32.00	2.5%	15.25	1.2%	13%	True	False	2,031,013
20	1,299.50	1,249.50	50.00	3.9%	14.00	1.1%	44%	True	False	1,833,077
40	1,299.50	1,197.00	102.50	8.1%	12.00	0.9%	73%	True	False	1,362,408
60	1,299.50	1,165.75	133.75	10.5%	13.75	1.1%	79%	True	False	910,045
80	1,299.50	1,140.50	159.00	12.5%	14.00	1.1%	82%	True	False	682,870
100	1,299.50	1,077.00	222.50	17.5%	14.25	1.1%	87%	True	False	546,420
120	1,299.50	1,028.25	271.25	21.3%	14.75	1.2%	90%	True	False	455,354

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	3.43
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	1,422.75
2.618	1,375.50
1.618	1,346.50
1.000	1,328.50
0.618	1,317.50
HIGH	1,299.50
0.618	1,288.50
0.500	1,285.00
0.382	1,281.50
LOW	1,270.50
0.618	1,252.50
1.000	1,241.50
1.618	1,223.50
2.618	1,194.50
4.250	1,147.25

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	1,285.00	1,285.00
PP	1,280.50	1,280.50
S1	1,276.00	1,276.00

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

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