E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary Previous Current 20-Oct-2011 21-Oct-2011 Change Change % Previous Week Open 1,206.75 1,208.75 2.00 0.2% 1,218.25 High 1,216.25 1,235.75 19.50 1.6% 1,235.75 Low 1,192.50 1,208.00 15.50 1.3% 1,185.50 Close 1,210.00 1,235.25 25.25 2.1% 1,235.25 Range 23.75 27.75 4.00 16.8% 50.25 ATR 33.57 33.16 -0.42 -1.2% 0.00 Volume 2,898,123 2,108,610 -789,513 -27.2% 12,797,227
Daily Pivots for day following 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1,309.50 1,300.25 1,250.50 R3 1,281.75 1,272.50 1,243.00 R2 1,254.00 1,254.00 1,240.25 R1 1,244.75 1,244.75 1,237.75 1,249.50 PP 1,226.25 1,226.25 1,226.25 1,228.75 S1 1,217.00 1,217.00 1,232.75 1,221.50 S2 1,198.50 1,198.50 1,230.25 S3 1,170.75 1,189.25 1,227.50 S4 1,143.00 1,161.50 1,220.00	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1,369.50 1,352.75 1,263.00 R3 1,319.25 1,302.50 1,249.00 R2 1,269.00 1,269.00 1,244.50 R1 1,252.25 1,252.25 1,239.75 1,260.50 PP 1,218.75 1,218.75 1,218.75 1,223.00 S1 1,202.00 1,202.00 1,230.75 1,210.50 S2 1,168.50 1,168.50 1,226.00 S3 1,118.25 1,151.75 1,221.50 S4 1,068.00 1,101.50 1,207.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,235.75 1,185.50 50.25 4.1% 31.75 2.6% 99% True False 2,559,445 10 1,235.75 1,156.50 79.25 6.4% 29.00 2.4% 99% True False 2,359,171 20 1,235.75 1,068.00 167.75 13.6% 34.00 2.7% 100% True False 2,756,304 40 1,235.75 1,068.00 167.75 13.6% 34.00 2.8% 100% True False 2,323,864 60 1,304.00 1,068.00 236.00 19.1% 38.25 3.1% 71% False False 1,551,716 80 1,348.75 1,068.00 280.75 22.7% 33.50 2.7% 60% False False 1,164,195 100 1,348.75 1,068.00 280.75 22.7% 30.25 2.5% 60% False False 931,505 120 1,348.75 1,068.00 280.75 22.7% 28.00 2.3% 60% False False 776,278
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 5.83 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,353.75 2.618 1,308.50 1.618 1,280.75 1.000 1,263.50 0.618 1,253.00 HIGH 1,235.75 0.618 1,225.25 0.500 1,222.00 0.382 1,218.50 LOW 1,208.00 0.618 1,190.75 1.000 1,180.25 1.618 1,163.00 2.618 1,135.25 4.250 1,090.00
Fisher Pivots for day following 21-Oct-2011 Pivot 1 day 3 day R1 1,230.75 1,228.25 PP 1,226.25 1,221.25 S1 1,222.00 1,214.00

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