E-mini S&P 500 Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	1,293.50	1,280.00	-13.50	-1.0%	1,325.00
High	1,295.00	1,290.00	-5.00	-0.4%	1,342.50
Low	1,278.00	1,277.50	-0.50	0.0%	1,289.25
Close	1,279.50	1,279.50	0.00	0.0%	1,291.00
Range	17.00	12.50	-4.50	-26.5%	53.25
ATR	17.03	16.70	-0.32	-1.9%	0.00
Volume	82,078	92,350	10,272	12.5%	42,264

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,319.75	1,312.25	1,286.50
R3	1,307.25	1,299.75	1,283.00
R2	1,294.75	1,294.75	1,281.75
R1	1,287.25	1,287.25	1,280.75	1,284.75
PP	1,282.25	1,282.25	1,282.25	1,281.00
S1	1,274.75	1,274.75	1,278.25	1,272.25
S2	1,269.75	1,269.75	1,277.25
S3	1,257.25	1,262.25	1,276.00
S4	1,244.75	1,249.75	1,272.50

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,467.25	1,432.50	1,320.25
R3	1,414.00	1,379.25	1,305.75
R2	1,360.75	1,360.75	1,300.75
R1	1,326.00	1,326.00	1,296.00	1,316.75
PP	1,307.50	1,307.50	1,307.50	1,303.00
S1	1,272.75	1,272.75	1,286.00	1,263.50
S2	1,254.25	1,254.25	1,281.25
S3	1,201.00	1,219.50	1,276.25
S4	1,147.75	1,166.25	1,261.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,342.50	1,277.50	65.00	5.1%	19.75	1.5%	3%	False	True	42,701
10	1,342.50	1,277.50	65.00	5.1%	17.00	1.3%	3%	False	True	23,237
20	1,352.75	1,277.50	75.25	5.9%	17.25	1.3%	3%	False	True	13,028
40	1,367.50	1,277.50	90.00	7.0%	16.00	1.3%	2%	False	True	7,466
60	1,367.50	1,237.25	130.25	10.2%	16.50	1.3%	32%	False	False	5,261
80	1,367.50	1,237.25	130.25	10.2%	16.50	1.3%	32%	False	False	3,962
100	1,367.50	1,237.25	130.25	10.2%	16.00	1.2%	32%	False	False	3,172
120	1,367.50	1,225.00	142.50	11.1%	14.25	1.1%	38%	False	False	2,656

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,343.00
2.618	1,322.75
1.618	1,310.25
1.000	1,302.50
0.618	1,297.75
HIGH	1,290.00
0.618	1,285.25
0.500	1,283.75
0.382	1,282.25
LOW	1,277.50
0.618	1,269.75
1.000	1,265.00
1.618	1,257.25
2.618	1,244.75
4.250	1,224.50

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	1,283.75	1,292.50
PP	1,282.25	1,288.25
S1	1,281.00	1,284.00

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

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