E-mini S&P 500 Future December 2011

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

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