E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	1,321.25	1,327.00	5.75	0.4%	1,309.25
High	1,333.75	1,332.75	-1.00	-0.1%	1,333.75
Low	1,320.50	1,324.50	4.00	0.3%	1,300.25
Close	1,327.75	1,329.25	1.50	0.1%	1,327.75
Range	13.25	8.25	-5.00	-37.7%	33.50
ATR	17.91	17.22	-0.69	-3.9%	0.00
Volume	1,658,616	1,272,234	-386,382	-23.3%	7,407,788

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,353.50	1,349.75	1,333.75
R3	1,345.25	1,341.50	1,331.50
R2	1,337.00	1,337.00	1,330.75
R1	1,333.25	1,333.25	1,330.00	1,335.00
PP	1,328.75	1,328.75	1,328.75	1,329.75
S1	1,325.00	1,325.00	1,328.50	1,327.00
S2	1,320.50	1,320.50	1,327.75
S3	1,312.25	1,316.75	1,327.00
S4	1,304.00	1,308.50	1,324.75

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,421.00	1,408.00	1,346.25
R3	1,387.50	1,374.50	1,337.00
R2	1,354.00	1,354.00	1,334.00
R1	1,341.00	1,341.00	1,330.75	1,347.50
PP	1,320.50	1,320.50	1,320.50	1,324.00
S1	1,307.50	1,307.50	1,324.75	1,314.00
S2	1,287.00	1,287.00	1,321.50
S3	1,253.50	1,274.00	1,318.50
S4	1,220.00	1,240.50	1,309.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,333.75	1,300.25	33.50	2.5%	11.50	0.9%	87%	False	False	1,480,308
10	1,333.75	1,279.00	54.75	4.1%	12.50	0.9%	92%	False	False	1,553,201
20	1,333.75	1,241.25	92.50	7.0%	19.50	1.5%	95%	False	False	1,876,010
40	1,337.75	1,241.25	96.50	7.3%	18.25	1.4%	91%	False	False	942,829
60	1,337.75	1,241.25	96.50	7.3%	16.75	1.3%	91%	False	False	629,012
80	1,337.75	1,217.25	120.50	9.1%	14.75	1.1%	93%	False	False	471,869
100	1,337.75	1,161.50	176.25	13.3%	15.00	1.1%	95%	False	False	377,500
120	1,337.75	1,145.75	192.00	14.4%	14.75	1.1%	96%	False	False	314,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,367.75
2.618	1,354.25
1.618	1,346.00
1.000	1,341.00
0.618	1,337.75
HIGH	1,332.75
0.618	1,329.50
0.500	1,328.50
0.382	1,327.75
LOW	1,324.50
0.618	1,319.50
1.000	1,316.25
1.618	1,311.25
2.618	1,303.00
4.250	1,289.50

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	1,329.00	1,328.50
PP	1,328.75	1,327.75
S1	1,328.50	1,327.00

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

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