E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary Previous Current 19-Oct-2011 20-Oct-2011 Change Change % Previous Week Open 1,222.75 1,206.75 -16.00 -1.3% 1,157.75 High 1,227.25 1,216.25 -11.00 -0.9% 1,221.50 Low 1,201.50 1,192.50 -9.00 -0.7% 1,156.50 Close 1,206.50 1,210.00 3.50 0.3% 1,219.25 Range 25.75 23.75 -2.00 -7.8% 65.00 ATR 34.33 33.57 -0.76 -2.2% 0.00 Volume 2,426,086 2,898,123 472,037 19.5% 10,794,485
Daily Pivots for day following 20-Oct-2011 Classic Woodie Camarilla DeMark R4 1,277.50 1,267.50 1,223.00 R3 1,253.75 1,243.75 1,216.50 R2 1,230.00 1,230.00 1,214.25 R1 1,220.00 1,220.00 1,212.25 1,225.00 PP 1,206.25 1,206.25 1,206.25 1,208.75 S1 1,196.25 1,196.25 1,207.75 1,201.25 S2 1,182.50 1,182.50 1,205.75 S3 1,158.75 1,172.50 1,203.50 S4 1,135.00 1,148.75 1,197.00	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 1,185.50 45.25 3.7% 32.00 2.6% 54% False False 2,576,721 10 1,230.75 1,144.75 86.00 7.1% 29.25 2.4% 76% False False 2,434,863 20 1,230.75 1,068.00 162.75 13.5% 34.50 2.8% 87% False False 2,818,236 40 1,230.75 1,068.00 162.75 13.5% 34.25 2.8% 87% False False 2,271,582 60 1,307.00 1,068.00 239.00 19.8% 38.00 3.1% 59% False False 1,516,609 80 1,348.75 1,068.00 280.75 23.2% 33.25 2.8% 51% False False 1,137,852 100 1,348.75 1,068.00 280.75 23.2% 30.25 2.5% 51% False False 910,419 120 1,348.75 1,068.00 280.75 23.2% 27.75 2.3% 51% False False 758,706
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 7.00 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,317.25 2.618 1,278.50 1.618 1,254.75 1.000 1,240.00 0.618 1,231.00 HIGH 1,216.25 0.618 1,207.25 0.500 1,204.50 0.382 1,201.50 LOW 1,192.50 0.618 1,177.75 1.000 1,168.75 1.618 1,154.00 2.618 1,130.25 4.250 1,091.50
Fisher Pivots for day following 20-Oct-2011 Pivot 1 day 3 day R1 1,208.00 1,209.25 PP 1,206.25 1,208.50 S1 1,204.50 1,207.50

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