E-mini S&P 500 Future September 2011

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

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	1,168.25	1,179.75	11.50	1.0%	1,167.25
High	1,186.75	1,201.75	15.00	1.3%	1,189.00
Low	1,146.75	1,176.25	29.50	2.6%	1,077.00
Close	1,176.75	1,198.50	21.75	1.8%	1,176.75
Range	40.00	25.50	-14.50	-36.3%	112.00
ATR	42.30	41.10	-1.20	-2.8%	0.00
Volume	2,715,118	1,989,756	-725,362	-26.7%	24,524,566

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,268.75	1,259.00	1,212.50
R3	1,243.25	1,233.50	1,205.50
R2	1,217.75	1,217.75	1,203.25
R1	1,208.00	1,208.00	1,200.75	1,213.00
PP	1,192.25	1,192.25	1,192.25	1,194.50
S1	1,182.50	1,182.50	1,196.25	1,187.50
S2	1,166.75	1,166.75	1,193.75
S3	1,141.25	1,157.00	1,191.50
S4	1,115.75	1,131.50	1,184.50

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,483.50	1,442.25	1,238.25
R3	1,371.50	1,330.25	1,207.50
R2	1,259.50	1,259.50	1,197.25
R1	1,218.25	1,218.25	1,187.00	1,239.00
PP	1,147.50	1,147.50	1,147.50	1,158.00
S1	1,106.25	1,106.25	1,166.50	1,127.00
S2	1,035.50	1,035.50	1,156.25
S3	923.50	994.25	1,146.00
S4	811.50	882.25	1,115.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,201.75	1,077.00	124.75	10.4%	62.00	5.2%	97%	True	False	4,068,555
10	1,285.00	1,077.00	208.00	17.4%	58.25	4.9%	58%	False	False	4,373,993
20	1,347.75	1,077.00	270.75	22.6%	40.00	3.3%	45%	False	False	3,251,173
40	1,354.50	1,077.00	277.50	23.2%	30.25	2.5%	44%	False	False	2,704,564
60	1,354.50	1,077.00	277.50	23.2%	26.00	2.2%	44%	False	False	2,110,117
80	1,367.50	1,077.00	290.50	24.2%	23.25	1.9%	42%	False	False	1,583,164
100	1,367.50	1,077.00	290.50	24.2%	21.50	1.8%	42%	False	False	1,266,830
120	1,367.50	1,077.00	290.50	24.2%	21.50	1.8%	42%	False	False	1,055,730

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.20
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,310.00
2.618	1,268.50
1.618	1,243.00
1.000	1,227.25
0.618	1,217.50
HIGH	1,201.75
0.618	1,192.00
0.500	1,189.00
0.382	1,186.00
LOW	1,176.25
0.618	1,160.50
1.000	1,150.75
1.618	1,135.00
2.618	1,109.50
4.250	1,068.00

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	1,195.25	1,183.00
PP	1,192.25	1,167.75
S1	1,189.00	1,152.50

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

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