E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1,313.75	1,311.00	-2.75	-0.2%	1,301.50
High	1,315.75	1,323.75	8.00	0.6%	1,323.75
Low	1,304.00	1,305.25	1.25	0.1%	1,301.50
Close	1,314.00	1,322.50	8.50	0.6%	1,322.50
Range	11.75	18.50	6.75	57.4%	22.25
ATR	12.98	13.38	0.39	3.0%	0.00
Volume	677	1,062	385	56.9%	4,650

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,372.75	1,366.00	1,332.75
R3	1,354.25	1,347.50	1,327.50
R2	1,335.75	1,335.75	1,326.00
R1	1,329.00	1,329.00	1,324.25	1,332.50
PP	1,317.25	1,317.25	1,317.25	1,318.75
S1	1,310.50	1,310.50	1,320.75	1,314.00
S2	1,298.75	1,298.75	1,319.00
S3	1,280.25	1,292.00	1,317.50
S4	1,261.75	1,273.50	1,312.25

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,382.75	1,374.75	1,334.75
R3	1,360.50	1,352.50	1,328.50
R2	1,338.25	1,338.25	1,326.50
R1	1,330.25	1,330.25	1,324.50	1,334.25
PP	1,316.00	1,316.00	1,316.00	1,318.00
S1	1,308.00	1,308.00	1,320.50	1,312.00
S2	1,293.75	1,293.75	1,318.50
S3	1,271.50	1,285.75	1,316.50
S4	1,249.25	1,263.50	1,310.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,323.75	1,301.50	22.25	1.7%	12.50	0.9%	94%	True	False	930
10	1,323.75	1,257.75	66.00	5.0%	14.00	1.1%	98%	True	False	1,390
20	1,323.75	1,257.75	66.00	5.0%	14.25	1.1%	98%	True	False	1,336
40	1,323.75	1,224.00	99.75	7.5%	12.00	0.9%	99%	True	False	987
60	1,323.75	1,163.00	160.75	12.2%	12.75	1.0%	99%	True	False	692
80	1,323.75	1,150.50	173.25	13.1%	12.75	1.0%	99%	True	False	522
100	1,323.75	1,107.75	216.00	16.3%	13.25	1.0%	99%	True	False	420
120	1,323.75	1,030.50	293.25	22.2%	12.00	0.9%	100%	True	False	351

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	3.13
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,402.50
2.618	1,372.25
1.618	1,353.75
1.000	1,342.25
0.618	1,335.25
HIGH	1,323.75
0.618	1,316.75
0.500	1,314.50
0.382	1,312.25
LOW	1,305.25
0.618	1,293.75
1.000	1,286.75
1.618	1,275.25
2.618	1,256.75
4.250	1,226.50

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1,319.75	1,319.50
PP	1,317.25	1,316.75
S1	1,314.50	1,314.00

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

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