E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	1,114.50	1,135.00	20.50	1.8%	1,122.00
High	1,141.25	1,160.50	19.25	1.7%	1,190.00
Low	1,106.50	1,129.00	22.50	2.0%	1,115.00
Close	1,135.00	1,157.50	22.50	2.0%	1,126.00
Range	34.75	31.50	-3.25	-9.4%	75.00
ATR	38.52	38.02	-0.50	-1.3%	0.00
Volume	3,018,143	2,903,749	-114,394	-3.8%	15,078,962

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,243.50	1,232.00	1,174.75
R3	1,212.00	1,200.50	1,166.25
R2	1,180.50	1,180.50	1,163.25
R1	1,169.00	1,169.00	1,160.50	1,174.75
PP	1,149.00	1,149.00	1,149.00	1,152.00
S1	1,137.50	1,137.50	1,154.50	1,143.25
S2	1,117.50	1,117.50	1,151.75
S3	1,086.00	1,106.00	1,148.75
S4	1,054.50	1,074.50	1,140.25

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	1,160.50	1,068.00	92.50	8.0%	41.00	3.5%	97%	True	False	3,313,642
10	1,190.00	1,068.00	122.00	10.5%	39.50	3.4%	73%	False	False	3,201,610
20	1,214.50	1,068.00	146.50	12.7%	38.00	3.3%	61%	False	False	3,236,640
40	1,223.75	1,068.00	155.75	13.5%	37.00	3.2%	57%	False	False	1,664,551
60	1,342.00	1,068.00	274.00	23.7%	36.50	3.1%	33%	False	False	1,111,122
80	1,348.75	1,068.00	280.75	24.3%	32.25	2.8%	32%	False	False	833,642
100	1,348.75	1,068.00	280.75	24.3%	28.75	2.5%	32%	False	False	666,947
120	1,361.00	1,068.00	293.00	25.3%	26.25	2.3%	31%	False	False	555,821

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	9.78
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,294.50
2.618	1,243.00
1.618	1,211.50
1.000	1,192.00
0.618	1,180.00
HIGH	1,160.50
0.618	1,148.50
0.500	1,144.75
0.382	1,141.00
LOW	1,129.00
0.618	1,109.50
1.000	1,097.50
1.618	1,078.00
2.618	1,046.50
4.250	995.00

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	1,153.25	1,143.00
PP	1,149.00	1,128.75
S1	1,144.75	1,114.25

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

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