E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary Previous Current 16-Sep-2011 19-Sep-2011 Change Change % Previous Week Open 1,203.00 1,199.25 -3.75 -0.3% 1,136.00 High 1,214.00 1,203.75 -10.25 -0.8% 1,214.00 Low 1,194.75 1,181.50 -13.25 -1.1% 1,123.50 Close 1,211.75 1,197.75 -14.00 -1.2% 1,211.75 Range 19.25 22.25 3.00 15.6% 90.50 ATR 34.81 34.48 -0.33 -0.9% 0.00 Volume 2,659,652 2,446,620 -213,032 -8.0% 16,521,446
Daily Pivots for day following 19-Sep-2011 Classic Woodie Camarilla DeMark R4 1,261.00 1,251.75 1,210.00 R3 1,238.75 1,229.50 1,203.75 R2 1,216.50 1,216.50 1,201.75 R1 1,207.25 1,207.25 1,199.75 1,200.75 PP 1,194.25 1,194.25 1,194.25 1,191.00 S1 1,185.00 1,185.00 1,195.75 1,178.50 S2 1,172.00 1,172.00 1,193.75 S3 1,149.75 1,162.75 1,191.75 S4 1,127.50 1,140.50 1,185.50	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1,454.50 1,423.75 1,261.50 R3 1,364.00 1,333.25 1,236.75 R2 1,273.50 1,273.50 1,228.25 R1 1,242.75 1,242.75 1,220.00 1,258.00 PP 1,183.00 1,183.00 1,183.00 1,190.75 S1 1,152.25 1,152.25 1,203.50 1,167.50 S2 1,092.50 1,092.50 1,195.25 S3 1,002.00 1,061.75 1,186.75 S4 911.50 971.25 1,162.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,214.00 1,139.00 75.00 6.3% 30.25 2.5% 78% False False 3,071,328 10 1,214.00 1,123.50 90.50 7.6% 32.00 2.7% 82% False False 2,376,791 20 1,223.75 1,105.75 118.00 9.9% 33.00 2.8% 78% False False 1,197,169 40 1,334.25 1,071.50 262.75 21.9% 38.00 3.2% 48% False False 601,411 60 1,348.75 1,071.50 277.25 23.1% 32.00 2.7% 46% False False 401,430 80 1,348.75 1,071.50 277.25 23.1% 28.00 2.3% 46% False False 301,172 100 1,361.00 1,071.50 289.50 24.2% 25.50 2.1% 44% False False 240,971 120 1,361.00 1,071.50 289.50 24.2% 23.25 1.9% 44% False False 200,846
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 7.55 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,298.25 2.618 1,262.00 1.618 1,239.75 1.000 1,226.00 0.618 1,217.50 HIGH 1,203.75 0.618 1,195.25 0.500 1,192.50 0.382 1,190.00 LOW 1,181.50 0.618 1,167.75 1.000 1,159.25 1.618 1,145.50 2.618 1,123.25 4.250 1,087.00
Fisher Pivots for day following 19-Sep-2011 Pivot 1 day 3 day R1 1,196.00 1,196.75 PP 1,194.25 1,195.75 S1 1,192.50 1,195.00

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