E-mini S&P 500 Future June 2011

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Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary Previous Current 25-Mar-2011 28-Mar-2011 Change Change % Previous Week Open 1,304.50 1,309.25 4.75 0.4% 1,276.25 High 1,314.50 1,315.25 0.75 0.1% 1,314.50 Low 1,304.00 1,302.00 -2.00 -0.2% 1,274.75 Close 1,310.00 1,302.25 -7.75 -0.6% 1,310.00 Range 10.50 13.25 2.75 26.2% 39.75 ATR 20.44 19.93 -0.51 -2.5% 0.00 Volume 1,643,313 1,278,479 -364,834 -22.2% 8,339,390
Daily Pivots for day following 28-Mar-2011 Classic Woodie Camarilla DeMark R4 1,346.25 1,337.50 1,309.50 R3 1,333.00 1,324.25 1,306.00 R2 1,319.75 1,319.75 1,304.75 R1 1,311.00 1,311.00 1,303.50 1,308.75 PP 1,306.50 1,306.50 1,306.50 1,305.50 S1 1,297.75 1,297.75 1,301.00 1,295.50 S2 1,293.25 1,293.25 1,299.75 S3 1,280.00 1,284.50 1,298.50 S4 1,266.75 1,271.25 1,295.00	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 1,419.00 1,404.25 1,331.75 R3 1,379.25 1,364.50 1,321.00 R2 1,339.50 1,339.50 1,317.25 R1 1,324.75 1,324.75 1,313.75 1,332.00 PP 1,299.75 1,299.75 1,299.75 1,303.50 S1 1,285.00 1,285.00 1,306.25 1,292.50 S2 1,260.00 1,260.00 1,302.75 S3 1,220.25 1,245.25 1,299.00 S4 1,180.50 1,205.50 1,288.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,315.25 1,279.00 36.25 2.8% 13.50 1.0% 64% True False 1,626,094 10 1,315.25 1,241.25 74.00 5.7% 23.00 1.8% 82% True False 2,289,746 20 1,331.25 1,241.25 90.00 6.9% 23.00 1.8% 68% False False 1,512,742 40 1,337.75 1,241.25 96.50 7.4% 18.75 1.4% 63% False False 758,022 60 1,337.75 1,241.25 96.50 7.4% 16.75 1.3% 63% False False 505,711 80 1,337.75 1,193.25 144.50 11.1% 15.00 1.1% 75% False False 379,355 100 1,337.75 1,161.50 176.25 13.5% 15.00 1.2% 80% False False 303,487 120 1,337.75 1,137.50 200.25 15.4% 14.75 1.1% 82% False False 252,907
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.50 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,371.50 2.618 1,350.00 1.618 1,336.75 1.000 1,328.50 0.618 1,323.50 HIGH 1,315.25 0.618 1,310.25 0.500 1,308.50 0.382 1,307.00 LOW 1,302.00 0.618 1,293.75 1.000 1,288.75 1.618 1,280.50 2.618 1,267.25 4.250 1,245.75
Fisher Pivots for day following 28-Mar-2011 Pivot 1 day 3 day R1 1,308.50 1,302.25 PP 1,306.50 1,302.25 S1 1,304.50 1,302.25

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