E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary Previous Current 18-Oct-2011 19-Oct-2011 Change Change % Previous Week Open 1,194.00 1,222.75 28.75 2.4% 1,157.75 High 1,229.75 1,227.25 -2.50 -0.2% 1,221.50 Low 1,185.50 1,201.50 16.00 1.3% 1,156.50 Close 1,223.00 1,206.50 -16.50 -1.3% 1,219.25 Range 44.25 25.75 -18.50 -41.8% 65.00 ATR 34.99 34.33 -0.66 -1.9% 0.00 Volume 2,979,505 2,426,086 -553,419 -18.6% 10,794,485
Daily Pivots for day following 19-Oct-2011 Classic Woodie Camarilla DeMark R4 1,289.00 1,273.50 1,220.75 R3 1,263.25 1,247.75 1,213.50 R2 1,237.50 1,237.50 1,211.25 R1 1,222.00 1,222.00 1,208.75 1,217.00 PP 1,211.75 1,211.75 1,211.75 1,209.25 S1 1,196.25 1,196.25 1,204.25 1,191.00 S2 1,186.00 1,186.00 1,201.75 S3 1,160.25 1,170.50 1,199.50 S4 1,134.50 1,144.75 1,192.25	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 1,185.25 45.50 3.8% 31.00 2.6% 47% False False 2,460,342 10 1,230.75 1,129.00 101.75 8.4% 30.00 2.5% 76% False False 2,435,425 20 1,230.75 1,068.00 162.75 13.5% 35.75 3.0% 85% False False 2,909,995 40 1,230.75 1,068.00 162.75 13.5% 34.50 2.9% 85% False False 2,199,527 60 1,322.75 1,068.00 254.75 21.1% 38.00 3.2% 54% False False 1,468,330 80 1,348.75 1,068.00 280.75 23.3% 33.25 2.8% 49% False False 1,101,640 100 1,348.75 1,068.00 280.75 23.3% 30.25 2.5% 49% False False 881,438 120 1,361.00 1,068.00 293.00 24.3% 27.75 2.3% 47% False False 734,557
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 6.65 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,336.75 2.618 1,294.75 1.618 1,269.00 1.000 1,253.00 0.618 1,243.25 HIGH 1,227.25 0.618 1,217.50 0.500 1,214.50 0.382 1,211.25 LOW 1,201.50 0.618 1,185.50 1.000 1,175.75 1.618 1,159.75 2.618 1,134.00 4.250 1,092.00
Fisher Pivots for day following 19-Oct-2011 Pivot 1 day 3 day R1 1,214.50 1,208.00 PP 1,211.75 1,207.50 S1 1,209.00 1,207.00

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