E-mini S&P 500 Future September 2011

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

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	1,280.00	1,277.50	-2.50	-0.2%	1,265.00
High	1,280.75	1,286.00	5.25	0.4%	1,293.75
Low	1,257.00	1,261.25	4.25	0.3%	1,256.25
Close	1,277.00	1,264.00	-13.00	-1.0%	1,264.00
Range	23.75	24.75	1.00	4.2%	37.50
ATR	18.22	18.69	0.47	2.6%	0.00
Volume	3,315,380	1,699,703	-1,615,677	-48.7%	10,634,050

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,344.75	1,329.00	1,277.50
R3	1,320.00	1,304.25	1,270.75
R2	1,295.25	1,295.25	1,268.50
R1	1,279.50	1,279.50	1,266.25	1,275.00
PP	1,270.50	1,270.50	1,270.50	1,268.00
S1	1,254.75	1,254.75	1,261.75	1,250.25
S2	1,245.75	1,245.75	1,259.50
S3	1,221.00	1,230.00	1,257.25
S4	1,196.25	1,205.25	1,250.50

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,383.75	1,361.50	1,284.50
R3	1,346.25	1,324.00	1,274.25
R2	1,308.75	1,308.75	1,271.00
R1	1,286.50	1,286.50	1,267.50	1,279.00
PP	1,271.25	1,271.25	1,271.25	1,267.50
S1	1,249.00	1,249.00	1,260.50	1,241.50
S2	1,233.75	1,233.75	1,257.00
S3	1,196.25	1,211.50	1,253.75
S4	1,158.75	1,174.00	1,243.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,293.75	1,256.25	37.50	3.0%	20.50	1.6%	21%	False	False	2,126,810
10	1,293.75	1,252.25	41.50	3.3%	20.00	1.6%	28%	False	False	2,520,954
20	1,342.50	1,252.25	90.25	7.1%	18.75	1.5%	13%	False	False	1,452,255
40	1,367.50	1,252.25	115.25	9.1%	17.75	1.4%	10%	False	False	727,391
60	1,367.50	1,252.25	115.25	9.1%	16.25	1.3%	10%	False	False	485,468
80	1,367.50	1,237.25	130.25	10.3%	17.25	1.4%	21%	False	False	364,229
100	1,367.50	1,237.25	130.25	10.3%	16.50	1.3%	21%	False	False	291,393
120	1,367.50	1,237.25	130.25	10.3%	16.00	1.3%	21%	False	False	242,840

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	4.65
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,391.25
2.618	1,350.75
1.618	1,326.00
1.000	1,310.75
0.618	1,301.25
HIGH	1,286.00
0.618	1,276.50
0.500	1,273.50
0.382	1,270.75
LOW	1,261.25
0.618	1,246.00
1.000	1,236.50
1.618	1,221.25
2.618	1,196.50
4.250	1,156.00

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	1,273.50	1,275.50
PP	1,270.50	1,271.50
S1	1,267.25	1,267.75

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

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