E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	1,309.25	1,302.75	-6.50	-0.5%	1,276.25
High	1,315.25	1,317.75	2.50	0.2%	1,314.50
Low	1,302.00	1,300.25	-1.75	-0.1%	1,274.75
Close	1,302.25	1,316.50	14.25	1.1%	1,310.00
Range	13.25	17.50	4.25	32.1%	39.75
ATR	19.93	19.76	-0.17	-0.9%	0.00
Volume	1,278,479	1,548,050	269,571	21.1%	8,339,390

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,364.00	1,357.75	1,326.00
R3	1,346.50	1,340.25	1,321.25
R2	1,329.00	1,329.00	1,319.75
R1	1,322.75	1,322.75	1,318.00	1,326.00
PP	1,311.50	1,311.50	1,311.50	1,313.00
S1	1,305.25	1,305.25	1,315.00	1,308.50
S2	1,294.00	1,294.00	1,313.25
S3	1,276.50	1,287.75	1,311.75
S4	1,259.00	1,270.25	1,307.00

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	1,317.75	1,279.00	38.75	2.9%	15.25	1.2%	97%	True	False	1,647,346
10	1,317.75	1,241.25	76.50	5.8%	20.50	1.6%	98%	True	False	2,045,783
20	1,329.50	1,241.25	88.25	6.7%	22.00	1.7%	85%	False	False	1,589,401
40	1,337.75	1,241.25	96.50	7.3%	18.50	1.4%	78%	False	False	796,654
60	1,337.75	1,241.25	96.50	7.3%	17.00	1.3%	78%	False	False	531,504
80	1,337.75	1,204.00	133.75	10.2%	15.00	1.1%	84%	False	False	398,705
100	1,337.75	1,161.50	176.25	13.4%	15.00	1.1%	88%	False	False	318,967
120	1,337.75	1,137.50	200.25	15.2%	15.00	1.1%	89%	False	False	265,807

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,392.00
2.618	1,363.50
1.618	1,346.00
1.000	1,335.25
0.618	1,328.50
HIGH	1,317.75
0.618	1,311.00
0.500	1,309.00
0.382	1,307.00
LOW	1,300.25
0.618	1,289.50
1.000	1,282.75
1.618	1,272.00
2.618	1,254.50
4.250	1,226.00

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	1,314.00	1,314.00
PP	1,311.50	1,311.50
S1	1,309.00	1,309.00

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

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