E-mini S&P 500 Future September 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	1,199.50	1,167.25	-32.25	-2.7%	1,306.00
High	1,219.00	1,189.00	-30.00	-2.5%	1,309.75
Low	1,163.25	1,109.50	-53.75	-4.6%	1,163.25
Close	1,197.75	1,111.25	-86.50	-7.2%	1,197.75
Range	55.75	79.50	23.75	42.6%	146.50
ATR	28.60	32.86	4.26	14.9%	0.00
Volume	5,085,610	6,171,543	1,085,933	21.4%	20,245,725

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,375.00	1,322.75	1,155.00
R3	1,295.50	1,243.25	1,133.00
R2	1,216.00	1,216.00	1,125.75
R1	1,163.75	1,163.75	1,118.50	1,150.00
PP	1,136.50	1,136.50	1,136.50	1,129.75
S1	1,084.25	1,084.25	1,104.00	1,070.50
S2	1,057.00	1,057.00	1,096.75
S3	977.50	1,004.75	1,089.50
S4	898.00	925.25	1,067.50

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,663.00	1,577.00	1,278.25
R3	1,516.50	1,430.50	1,238.00
R2	1,370.00	1,370.00	1,224.50
R1	1,284.00	1,284.00	1,211.25	1,253.75
PP	1,223.50	1,223.50	1,223.50	1,208.50
S1	1,137.50	1,137.50	1,184.25	1,107.25
S2	1,077.00	1,077.00	1,171.00
S3	930.50	991.00	1,157.50
S4	784.00	844.50	1,117.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,285.00	1,109.50	175.50	15.8%	54.50	4.9%	1%	False	True	4,679,430
10	1,339.75	1,109.50	230.25	20.7%	39.50	3.6%	1%	False	True	3,587,438
20	1,347.75	1,109.50	238.25	21.4%	30.00	2.7%	1%	False	True	2,843,180
40	1,354.50	1,109.50	245.00	22.0%	24.75	2.2%	1%	False	True	2,560,382
60	1,354.50	1,109.50	245.00	22.0%	22.25	2.0%	1%	False	True	1,771,408
80	1,367.50	1,109.50	258.00	23.2%	20.50	1.9%	1%	False	True	1,329,013
100	1,367.50	1,109.50	258.00	23.2%	19.25	1.7%	1%	False	True	1,063,433
120	1,367.50	1,109.50	258.00	23.2%	19.50	1.8%	1%	False	True	886,208

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	8.58
Widest range in 200 trading days

Fibonacci Retracements and Extensions
4.250	1,527.00
2.618	1,397.25
1.618	1,317.75
1.000	1,268.50
0.618	1,238.25
HIGH	1,189.00
0.618	1,158.75
0.500	1,149.25
0.382	1,139.75
LOW	1,109.50
0.618	1,060.25
1.000	1,030.00
1.618	980.75
2.618	901.25
4.250	771.50

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	1,149.25	1,187.00
PP	1,136.50	1,161.75
S1	1,124.00	1,136.50

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

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