E-mini S&P 500 Future September 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	1,267.50	1,283.75	16.25	1.3%	1,293.50
High	1,287.00	1,283.75	-3.25	-0.3%	1,295.00
Low	1,265.25	1,255.75	-9.50	-0.8%	1,261.75
Close	1,284.50	1,260.00	-24.50	-1.9%	1,263.75
Range	21.75	28.00	6.25	28.7%	33.25
ATR	16.91	17.75	0.85	5.0%	0.00
Volume	2,830,165	3,637,928	807,763	28.5%	3,787,120

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,350.50	1,333.25	1,275.50
R3	1,322.50	1,305.25	1,267.75
R2	1,294.50	1,294.50	1,265.25
R1	1,277.25	1,277.25	1,262.50	1,272.00
PP	1,266.50	1,266.50	1,266.50	1,263.75
S1	1,249.25	1,249.25	1,257.50	1,244.00
S2	1,238.50	1,238.50	1,254.75
S3	1,210.50	1,221.25	1,252.25
S4	1,182.50	1,193.25	1,244.50

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,373.25	1,351.75	1,282.00
R3	1,340.00	1,318.50	1,273.00
R2	1,306.75	1,306.75	1,269.75
R1	1,285.25	1,285.25	1,266.75	1,279.50
PP	1,273.50	1,273.50	1,273.50	1,270.50
S1	1,252.00	1,252.00	1,260.75	1,246.00
S2	1,240.25	1,240.25	1,257.75
S3	1,207.00	1,218.75	1,254.50
S4	1,173.75	1,185.50	1,245.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,288.50	1,255.75	32.75	2.6%	20.50	1.6%	13%	False	True	2,463,849
10	1,312.25	1,255.75	56.50	4.5%	17.50	1.4%	8%	False	True	1,280,782
20	1,342.50	1,255.75	86.75	6.9%	17.25	1.4%	5%	False	True	642,117
40	1,367.50	1,255.75	111.75	8.9%	16.50	1.3%	4%	False	True	322,098
60	1,367.50	1,255.75	111.75	8.9%	15.50	1.2%	4%	False	True	215,191
80	1,367.50	1,237.25	130.25	10.3%	17.50	1.4%	17%	False	False	161,436
100	1,367.50	1,237.25	130.25	10.3%	16.25	1.3%	17%	False	False	129,150
120	1,367.50	1,236.50	131.00	10.4%	15.25	1.2%	18%	False	False	107,639

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.43
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,402.75
2.618	1,357.00
1.618	1,329.00
1.000	1,311.75
0.618	1,301.00
HIGH	1,283.75
0.618	1,273.00
0.500	1,269.75
0.382	1,266.50
LOW	1,255.75
0.618	1,238.50
1.000	1,227.75
1.618	1,210.50
2.618	1,182.50
4.250	1,136.75

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	1,269.75	1,271.50
PP	1,266.50	1,267.50
S1	1,263.25	1,263.75

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

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