E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary Previous Current 29-Sep-2011 30-Sep-2011 Change Change % Previous Week Open 1,148.25 1,157.25 9.00 0.8% 1,122.00 High 1,170.75 1,159.75 -11.00 -0.9% 1,190.00 Low 1,133.50 1,121.50 -12.00 -1.1% 1,115.00 Close 1,156.25 1,126.00 -30.25 -2.6% 1,126.00 Range 37.25 38.25 1.00 2.7% 75.00 ATR 36.92 37.01 0.10 0.3% 0.00 Volume 2,970,593 2,978,324 7,731 0.3% 15,078,962
Daily Pivots for day following 30-Sep-2011 Classic Woodie Camarilla DeMark R4 1,250.50 1,226.50 1,147.00 R3 1,212.25 1,188.25 1,136.50 R2 1,174.00 1,174.00 1,133.00 R1 1,150.00 1,150.00 1,129.50 1,143.00 PP 1,135.75 1,135.75 1,135.75 1,132.25 S1 1,111.75 1,111.75 1,122.50 1,104.50 S2 1,097.50 1,097.50 1,119.00 S3 1,059.25 1,073.50 1,115.50 S4 1,021.00 1,035.25 1,105.00	Weekly Pivots for week ending 30-Sep-2011 Classic Woodie Camarilla DeMark R4 1,368.75 1,322.25 1,167.25 R3 1,293.75 1,247.25 1,146.50 R2 1,218.75 1,218.75 1,139.75 R1 1,172.25 1,172.25 1,133.00 1,195.50 PP 1,143.75 1,143.75 1,143.75 1,155.25 S1 1,097.25 1,097.25 1,119.00 1,120.50 S2 1,068.75 1,068.75 1,112.25 S3 993.75 1,022.25 1,105.50 S4 918.75 947.25 1,084.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,190.00 1,115.00 75.00 6.7% 38.50 3.4% 15% False False 3,015,792 10 1,214.50 1,102.00 112.50 10.0% 38.25 3.4% 21% False False 3,145,630 20 1,214.50 1,102.00 112.50 10.0% 35.75 3.2% 21% False False 2,640,564 40 1,223.75 1,071.50 152.25 13.5% 40.25 3.6% 36% False False 1,326,079 60 1,348.75 1,071.50 277.25 24.6% 35.25 3.1% 20% False False 884,744 80 1,348.75 1,071.50 277.25 24.6% 31.00 2.8% 20% False False 663,787 100 1,348.75 1,071.50 277.25 24.6% 27.75 2.5% 20% False False 531,050 120 1,361.00 1,071.50 289.50 25.7% 25.25 2.3% 19% False False 442,583
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 8.05 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,322.25 2.618 1,260.00 1.618 1,221.75 1.000 1,198.00 0.618 1,183.50 HIGH 1,159.75 0.618 1,145.25 0.500 1,140.50 0.382 1,136.00 LOW 1,121.50 0.618 1,097.75 1.000 1,083.25 1.618 1,059.50 2.618 1,021.25 4.250 959.00
Fisher Pivots for day following 30-Sep-2011 Pivot 1 day 3 day R1 1,140.50 1,151.50 PP 1,135.75 1,143.00 S1 1,131.00 1,134.50

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