E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary Previous Current 20-Sep-2011 21-Sep-2011 Change Change % Previous Week Open 1,196.75 1,196.75 0.00 0.0% 1,136.00 High 1,214.50 1,203.75 -10.75 -0.9% 1,214.00 Low 1,185.25 1,155.00 -30.25 -2.6% 1,123.50 Close 1,196.00 1,155.75 -40.25 -3.4% 1,211.75 Range 29.25 48.75 19.50 66.7% 90.50 ATR 34.11 35.15 1.05 3.1% 0.00 Volume 2,595,393 3,254,771 659,378 25.4% 16,521,446
Daily Pivots for day following 21-Sep-2011 Classic Woodie Camarilla DeMark R4 1,317.75 1,285.50 1,182.50 R3 1,269.00 1,236.75 1,169.25 R2 1,220.25 1,220.25 1,164.75 R1 1,188.00 1,188.00 1,160.25 1,179.75 PP 1,171.50 1,171.50 1,171.50 1,167.50 S1 1,139.25 1,139.25 1,151.25 1,131.00 S2 1,122.75 1,122.75 1,146.75 S3 1,074.00 1,090.50 1,142.25 S4 1,025.25 1,041.75 1,129.00	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 1,214.50 1,155.00 59.50 5.1% 29.75 2.6% 1% False True 2,794,516 10 1,214.50 1,123.50 91.00 7.9% 33.25 2.9% 35% False False 2,930,950 20 1,223.75 1,123.50 100.25 8.7% 33.25 2.9% 32% False False 1,489,059 40 1,322.75 1,071.50 251.25 21.7% 39.25 3.4% 34% False False 747,497 60 1,348.75 1,071.50 277.25 24.0% 32.50 2.8% 30% False False 498,855 80 1,348.75 1,071.50 277.25 24.0% 28.75 2.5% 30% False False 374,299 100 1,361.00 1,071.50 289.50 25.0% 26.25 2.3% 29% False False 299,469 120 1,361.00 1,071.50 289.50 25.0% 23.75 2.0% 29% False False 249,595
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 9.40 Widest range in 23 trading days	Fibonacci Retracements and Extensions 4.250 1,411.00 2.618 1,331.50 1.618 1,282.75 1.000 1,252.50 0.618 1,234.00 HIGH 1,203.75 0.618 1,185.25 0.500 1,179.50 0.382 1,173.50 LOW 1,155.00 0.618 1,124.75 1.000 1,106.25 1.618 1,076.00 2.618 1,027.25 4.250 947.75
Fisher Pivots for day following 21-Sep-2011 Pivot 1 day 3 day R1 1,179.50 1,184.75 PP 1,171.50 1,175.00 S1 1,163.50 1,165.50

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