E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary Previous Current 21-Oct-2011 24-Oct-2011 Change Change % Previous Week Open 1,208.75 1,229.75 21.00 1.7% 1,218.25 High 1,235.75 1,252.50 16.75 1.4% 1,235.75 Low 1,208.00 1,226.75 18.75 1.6% 1,185.50 Close 1,235.25 1,247.00 11.75 1.0% 1,235.25 Range 27.75 25.75 -2.00 -7.2% 50.25 ATR 33.16 32.63 -0.53 -1.6% 0.00 Volume 2,108,610 2,001,503 -107,107 -5.1% 12,797,227
Daily Pivots for day following 24-Oct-2011 Classic Woodie Camarilla DeMark R4 1,319.25 1,309.00 1,261.25 R3 1,293.50 1,283.25 1,254.00 R2 1,267.75 1,267.75 1,251.75 R1 1,257.50 1,257.50 1,249.25 1,262.50 PP 1,242.00 1,242.00 1,242.00 1,244.75 S1 1,231.75 1,231.75 1,244.75 1,237.00 S2 1,216.25 1,216.25 1,242.25 S3 1,190.50 1,206.00 1,240.00 S4 1,164.75 1,180.25 1,232.75	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 1,252.50 1,185.50 67.00 5.4% 29.50 2.4% 92% True False 2,482,765 10 1,252.50 1,180.75 71.75 5.8% 28.00 2.3% 92% True False 2,381,774 20 1,252.50 1,068.00 184.50 14.8% 33.00 2.7% 97% True False 2,702,127 40 1,252.50 1,068.00 184.50 14.8% 33.50 2.7% 97% True False 2,373,511 60 1,304.00 1,068.00 236.00 18.9% 38.25 3.1% 76% False False 1,585,041 80 1,348.75 1,068.00 280.75 22.5% 33.50 2.7% 64% False False 1,189,203 100 1,348.75 1,068.00 280.75 22.5% 30.50 2.4% 64% False False 951,519 120 1,348.75 1,068.00 280.75 22.5% 28.00 2.3% 64% False False 792,956
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 6.00 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,362.00 2.618 1,320.00 1.618 1,294.25 1.000 1,278.25 0.618 1,268.50 HIGH 1,252.50 0.618 1,242.75 0.500 1,239.50 0.382 1,236.50 LOW 1,226.75 0.618 1,210.75 1.000 1,201.00 1.618 1,185.00 2.618 1,159.25 4.250 1,117.25
Fisher Pivots for day following 24-Oct-2011 Pivot 1 day 3 day R1 1,244.50 1,238.75 PP 1,242.00 1,230.75 S1 1,239.50 1,222.50

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