E-mini S&P 500 Future December 2011

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

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	1,158.50	1,193.75	35.25	3.0%	1,170.25
High	1,194.00	1,198.00	4.00	0.3%	1,223.75
Low	1,158.50	1,176.25	17.75	1.5%	1,163.00
Close	1,193.25	1,180.00	-13.25	-1.1%	1,163.50
Range	35.50	21.75	-13.75	-38.7%	60.75
ATR	36.17	35.14	-1.03	-2.8%	0.00
Volume	246,217	1,326,103	1,079,886	438.6%	114,222

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,250.00	1,236.75	1,192.00
R3	1,228.25	1,215.00	1,186.00
R2	1,206.50	1,206.50	1,184.00
R1	1,193.25	1,193.25	1,182.00	1,189.00
PP	1,184.75	1,184.75	1,184.75	1,182.50
S1	1,171.50	1,171.50	1,178.00	1,167.25
S2	1,163.00	1,163.00	1,176.00
S3	1,141.25	1,149.75	1,174.00
S4	1,119.50	1,128.00	1,168.00

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,365.75	1,325.25	1,197.00
R3	1,305.00	1,264.50	1,180.25
R2	1,244.25	1,244.25	1,174.75
R1	1,203.75	1,203.75	1,169.00	1,193.50
PP	1,183.50	1,183.50	1,183.50	1,178.25
S1	1,143.00	1,143.00	1,158.00	1,133.00
S2	1,122.75	1,122.75	1,152.25
S3	1,062.00	1,082.25	1,146.75
S4	1,001.25	1,021.50	1,130.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,222.00	1,130.50	91.50	7.8%	30.00	2.5%	54%	False	False	339,401
10	1,223.75	1,126.75	97.00	8.2%	32.00	2.7%	55%	False	False	178,185
20	1,223.75	1,097.50	126.25	10.7%	36.00	3.0%	65%	False	False	92,462
40	1,342.00	1,071.50	270.50	22.9%	35.50	3.0%	40%	False	False	48,363
60	1,348.75	1,071.50	277.25	23.5%	30.25	2.6%	39%	False	False	32,642
80	1,348.75	1,071.50	277.25	23.5%	26.50	2.2%	39%	False	False	24,524
100	1,361.00	1,071.50	289.50	24.5%	24.00	2.0%	37%	False	False	19,658
120	1,361.00	1,071.50	289.50	24.5%	22.00	1.9%	37%	False	False	16,407

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	7.38
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,290.50
2.618	1,255.00
1.618	1,233.25
1.000	1,219.75
0.618	1,211.50
HIGH	1,198.00
0.618	1,189.75
0.500	1,187.00
0.382	1,184.50
LOW	1,176.25
0.618	1,162.75
1.000	1,154.50
1.618	1,141.00
2.618	1,119.25
4.250	1,083.75

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	1,187.00	1,174.75
PP	1,184.75	1,169.50
S1	1,182.50	1,164.25

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

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