E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary Previous Current 31-Aug-2011 01-Sep-2011 Change Change % Previous Week Open 1,199.00 1,212.00 13.00 1.1% 1,116.00 High 1,223.75 1,222.00 -1.75 -0.1% 1,183.00 Low 1,195.75 1,195.25 -0.50 0.0% 1,105.75 Close 1,212.00 1,195.50 -16.50 -1.4% 1,170.25 Range 28.00 26.75 -1.25 -4.5% 77.25 ATR 37.31 36.56 -0.75 -2.0% 0.00 Volume 11,650 28,654 17,004 146.0% 61,252
Daily Pivots for day following 01-Sep-2011 Classic Woodie Camarilla DeMark R4 1,284.50 1,266.75 1,210.25 R3 1,257.75 1,240.00 1,202.75 R2 1,231.00 1,231.00 1,200.50 R1 1,213.25 1,213.25 1,198.00 1,208.75 PP 1,204.25 1,204.25 1,204.25 1,202.00 S1 1,186.50 1,186.50 1,193.00 1,182.00 S2 1,177.50 1,177.50 1,190.50 S3 1,150.75 1,159.75 1,188.25 S4 1,124.00 1,133.00 1,180.75	Weekly Pivots for week ending 26-Aug-2011 Classic Woodie Camarilla DeMark R4 1,384.75 1,354.75 1,212.75 R3 1,307.50 1,277.50 1,191.50 R2 1,230.25 1,230.25 1,184.50 R1 1,200.25 1,200.25 1,177.25 1,215.25 PP 1,153.00 1,153.00 1,153.00 1,160.50 S1 1,123.00 1,123.00 1,163.25 1,138.00 S2 1,075.75 1,075.75 1,156.00 S3 998.50 1,045.75 1,149.00 S4 921.25 968.50 1,127.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,223.75 1,126.75 97.00 8.1% 32.25 2.7% 71% False False 19,233 10 1,223.75 1,105.75 118.00 9.9% 34.25 2.9% 76% False False 15,090 20 1,223.75 1,071.50 152.25 12.7% 44.75 3.7% 81% False False 11,594 40 1,348.75 1,071.50 277.25 23.2% 35.00 2.9% 45% False False 6,834 60 1,348.75 1,071.50 277.25 23.2% 29.50 2.5% 45% False False 4,861 80 1,348.75 1,071.50 277.25 23.2% 26.00 2.2% 45% False False 3,671 100 1,361.00 1,071.50 289.50 24.2% 23.25 1.9% 43% False False 2,986 120 1,361.00 1,071.50 289.50 24.2% 22.00 1.8% 43% False False 2,515
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 10.73 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,335.75 2.618 1,292.00 1.618 1,265.25 1.000 1,248.75 0.618 1,238.50 HIGH 1,222.00 0.618 1,211.75 0.500 1,208.50 0.382 1,205.50 LOW 1,195.25 0.618 1,178.75 1.000 1,168.50 1.618 1,152.00 2.618 1,125.25 4.250 1,081.50
Fisher Pivots for day following 01-Sep-2011 Pivot 1 day 3 day R1 1,208.50 1,206.00 PP 1,204.25 1,202.50 S1 1,200.00 1,199.00

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