E-mini S&P 500 Future September 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	1,320.75	1,309.00	-11.75	-0.9%	1,325.00
High	1,321.25	1,316.75	-4.50	-0.3%	1,339.75
Low	1,305.75	1,306.50	0.75	0.1%	1,311.00
Close	1,309.75	1,308.25	-1.50	-0.1%	1,322.50
Range	15.50	10.25	-5.25	-33.9%	28.75
ATR	16.17	15.74	-0.42	-2.6%	0.00
Volume	2,158	1,821	-337	-15.6%	21,131

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,341.25	1,335.00	1,314.00
R3	1,331.00	1,324.75	1,311.00
R2	1,320.75	1,320.75	1,310.25
R1	1,314.50	1,314.50	1,309.25	1,312.50
PP	1,310.50	1,310.50	1,310.50	1,309.50
S1	1,304.25	1,304.25	1,307.25	1,302.25
S2	1,300.25	1,300.25	1,306.25
S3	1,290.00	1,294.00	1,305.50
S4	1,279.75	1,283.75	1,302.50

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,410.75	1,395.25	1,338.25
R3	1,382.00	1,366.50	1,330.50
R2	1,353.25	1,353.25	1,327.75
R1	1,337.75	1,337.75	1,325.25	1,331.00
PP	1,324.50	1,324.50	1,324.50	1,321.00
S1	1,309.00	1,309.00	1,319.75	1,302.50
S2	1,295.75	1,295.75	1,317.25
S3	1,267.00	1,280.25	1,314.50
S4	1,238.25	1,251.50	1,306.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,339.75	1,305.75	34.00	2.6%	13.75	1.1%	7%	False	False	2,771
10	1,352.75	1,305.75	47.00	3.6%	16.50	1.3%	5%	False	False	2,778
20	1,367.50	1,305.75	61.75	4.7%	16.00	1.2%	4%	False	False	2,242
40	1,367.50	1,285.25	82.25	6.3%	14.75	1.1%	28%	False	False	1,971
60	1,367.50	1,237.25	130.25	10.0%	17.00	1.3%	55%	False	False	1,438
80	1,367.50	1,237.25	130.25	10.0%	16.00	1.2%	55%	False	False	1,081
100	1,367.50	1,237.25	130.25	10.0%	15.25	1.2%	55%	False	False	880
120	1,367.50	1,200.75	166.75	12.7%	13.25	1.0%	64%	False	False	735

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.20
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,360.25
2.618	1,343.50
1.618	1,333.25
1.000	1,327.00
0.618	1,323.00
HIGH	1,316.75
0.618	1,312.75
0.500	1,311.50
0.382	1,310.50
LOW	1,306.50
0.618	1,300.25
1.000	1,296.25
1.618	1,290.00
2.618	1,279.75
4.250	1,263.00

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	1,311.50	1,322.00
PP	1,310.50	1,317.50
S1	1,309.50	1,313.00

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

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