E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary Previous Current 10-Oct-2011 11-Oct-2011 Change Change % Previous Week Open 1,157.75 1,190.50 32.75 2.8% 1,123.00 High 1,192.25 1,194.75 2.50 0.2% 1,173.75 Low 1,156.50 1,180.75 24.25 2.1% 1,068.00 Close 1,191.00 1,189.50 -1.50 -0.1% 1,155.00 Range 35.75 14.00 -21.75 -60.8% 105.75 ATR 37.37 35.70 -1.67 -4.5% 0.00 Volume 1,775,475 1,949,051 173,576 9.8% 16,455,417
Daily Pivots for day following 11-Oct-2011 Classic Woodie Camarilla DeMark R4 1,230.25 1,224.00 1,197.25 R3 1,216.25 1,210.00 1,193.25 R2 1,202.25 1,202.25 1,192.00 R1 1,196.00 1,196.00 1,190.75 1,192.00 PP 1,188.25 1,188.25 1,188.25 1,186.50 S1 1,182.00 1,182.00 1,188.25 1,178.00 S2 1,174.25 1,174.25 1,187.00 S3 1,160.25 1,168.00 1,185.75 S4 1,146.25 1,154.00 1,181.75	Weekly Pivots for week ending 07-Oct-2011 Classic Woodie Camarilla DeMark R4 1,449.50 1,408.00 1,213.25 R3 1,343.75 1,302.25 1,184.00 R2 1,238.00 1,238.00 1,174.50 R1 1,196.50 1,196.50 1,164.75 1,217.25 PP 1,132.25 1,132.25 1,132.25 1,142.50 S1 1,090.75 1,090.75 1,145.25 1,111.50 S2 1,026.50 1,026.50 1,135.50 S3 920.75 985.00 1,126.00 S4 815.00 879.25 1,096.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,194.75 1,106.50 88.25 7.4% 29.00 2.4% 94% True False 2,502,389 10 1,194.75 1,068.00 126.75 10.7% 36.00 3.0% 96% True False 2,892,737 20 1,214.50 1,068.00 146.50 12.3% 36.25 3.0% 83% False False 3,042,767 40 1,223.75 1,068.00 155.75 13.1% 35.25 3.0% 78% False False 1,828,692 60 1,342.00 1,068.00 274.00 23.0% 36.75 3.1% 44% False False 1,220,887 80 1,348.75 1,068.00 280.75 23.6% 32.50 2.7% 43% False False 915,964 100 1,348.75 1,068.00 280.75 23.6% 29.25 2.4% 43% False False 732,835 120 1,361.00 1,068.00 293.00 24.6% 26.50 2.2% 41% False False 610,730
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 9.20 Narrowest range in 54 trading days	Fibonacci Retracements and Extensions 4.250 1,254.25 2.618 1,231.50 1.618 1,217.50 1.000 1,208.75 0.618 1,203.50 HIGH 1,194.75 0.618 1,189.50 0.500 1,187.75 0.382 1,186.00 LOW 1,180.75 0.618 1,172.00 1.000 1,166.75 1.618 1,158.00 2.618 1,144.00 4.250 1,121.25
Fisher Pivots for day following 11-Oct-2011 Pivot 1 day 3 day R1 1,189.00 1,183.00 PP 1,188.25 1,176.25 S1 1,187.75 1,169.75

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