E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	1,318.50	1,316.00	-2.50	-0.2%	1,332.00
High	1,324.00	1,337.75	13.75	1.0%	1,332.00
Low	1,313.75	1,309.75	-4.00	-0.3%	1,290.25
Close	1,315.75	1,337.00	21.25	1.6%	1,309.50
Range	10.25	28.00	17.75	173.2%	41.75
ATR	19.05	19.69	0.64	3.4%	0.00
Volume	2,153	321	-1,832	-85.1%	8,940

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,412.25	1,402.50	1,352.50
R3	1,384.25	1,374.50	1,344.75
R2	1,356.25	1,356.25	1,342.25
R1	1,346.50	1,346.50	1,339.50	1,351.50
PP	1,328.25	1,328.25	1,328.25	1,330.50
S1	1,318.50	1,318.50	1,334.50	1,323.50
S2	1,300.25	1,300.25	1,331.75
S3	1,272.25	1,290.50	1,329.25
S4	1,244.25	1,262.50	1,321.50

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,435.75	1,414.50	1,332.50
R3	1,394.00	1,372.75	1,321.00
R2	1,352.25	1,352.25	1,317.25
R1	1,331.00	1,331.00	1,313.25	1,320.75
PP	1,310.50	1,310.50	1,310.50	1,305.50
S1	1,289.25	1,289.25	1,305.75	1,279.00
S2	1,268.75	1,268.75	1,301.75
S3	1,227.00	1,247.50	1,298.00
S4	1,185.25	1,205.75	1,286.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,337.75	1,285.75	52.00	3.9%	19.75	1.5%	99%	True	False	1,340
10	1,348.75	1,285.75	63.00	4.7%	21.50	1.6%	81%	False	False	1,521
20	1,348.75	1,252.00	96.75	7.2%	20.00	1.5%	88%	False	False	1,338
40	1,348.75	1,247.50	101.25	7.6%	18.25	1.4%	88%	False	False	852
60	1,361.00	1,247.50	113.50	8.5%	17.00	1.3%	79%	False	False	622
80	1,361.00	1,247.50	113.50	8.5%	15.75	1.2%	79%	False	False	522
100	1,361.00	1,232.00	129.00	9.6%	14.75	1.1%	81%	False	False	438
120	1,361.00	1,232.00	129.00	9.6%	12.50	0.9%	81%	False	False	366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.83
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1,456.75
2.618	1,411.00
1.618	1,383.00
1.000	1,365.75
0.618	1,355.00
HIGH	1,337.75
0.618	1,327.00
0.500	1,323.75
0.382	1,320.50
LOW	1,309.75
0.618	1,292.50
1.000	1,281.75
1.618	1,264.50
2.618	1,236.50
4.250	1,190.75

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	1,332.50	1,330.00
PP	1,328.25	1,323.25
S1	1,323.75	1,316.50

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

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