E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	1,218.25	1,194.00	-24.25	-2.0%	1,157.75
High	1,230.75	1,229.75	-1.00	-0.1%	1,221.50
Low	1,193.50	1,185.50	-8.00	-0.7%	1,156.50
Close	1,194.00	1,223.00	29.00	2.4%	1,219.25
Range	37.25	44.25	7.00	18.8%	65.00
ATR	34.28	34.99	0.71	2.1%	0.00
Volume	2,384,903	2,979,505	594,602	24.9%	10,794,485

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,345.50	1,328.50	1,247.25
R3	1,301.25	1,284.25	1,235.25
R2	1,257.00	1,257.00	1,231.00
R1	1,240.00	1,240.00	1,227.00	1,248.50
PP	1,212.75	1,212.75	1,212.75	1,217.00
S1	1,195.75	1,195.75	1,219.00	1,204.25
S2	1,168.50	1,168.50	1,215.00
S3	1,124.25	1,151.50	1,210.75
S4	1,080.00	1,107.25	1,198.75

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,394.00	1,371.75	1,255.00
R3	1,329.00	1,306.75	1,237.00
R2	1,264.00	1,264.00	1,231.25
R1	1,241.75	1,241.75	1,225.25	1,253.00
PP	1,199.00	1,199.00	1,199.00	1,204.75
S1	1,176.75	1,176.75	1,213.25	1,188.00
S2	1,134.00	1,134.00	1,207.25
S3	1,069.00	1,111.75	1,201.50
S4	1,004.00	1,046.75	1,183.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,230.75	1,180.75	50.00	4.1%	32.75	2.7%	85%	False	False	2,486,873
10	1,230.75	1,106.50	124.25	10.2%	31.00	2.5%	94%	False	False	2,494,631
20	1,230.75	1,068.00	162.75	13.3%	37.00	3.0%	95%	False	False	2,951,430
40	1,230.75	1,068.00	162.75	13.3%	35.00	2.9%	95%	False	False	2,138,943
60	1,334.00	1,068.00	266.00	21.7%	38.00	3.1%	58%	False	False	1,427,952
80	1,348.75	1,068.00	280.75	23.0%	33.25	2.7%	55%	False	False	1,071,345
100	1,348.75	1,068.00	280.75	23.0%	30.00	2.5%	55%	False	False	857,177
120	1,361.00	1,068.00	293.00	24.0%	27.75	2.3%	53%	False	False	714,342

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	7.00
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,417.75
2.618	1,345.50
1.618	1,301.25
1.000	1,274.00
0.618	1,257.00
HIGH	1,229.75
0.618	1,212.75
0.500	1,207.50
0.382	1,202.50
LOW	1,185.50
0.618	1,158.25
1.000	1,141.25
1.618	1,114.00
2.618	1,069.75
4.250	997.50

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	1,218.00	1,218.00
PP	1,212.75	1,213.00
S1	1,207.50	1,208.00

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

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