E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary Previous Current 25-Oct-2011 26-Oct-2011 Change Change % Previous Week Open 1,247.00 1,225.00 -22.00 -1.8% 1,218.25 High 1,254.50 1,242.50 -12.00 -1.0% 1,235.75 Low 1,222.25 1,216.50 -5.75 -0.5% 1,185.50 Close 1,224.50 1,237.50 13.00 1.1% 1,235.25 Range 32.25 26.00 -6.25 -19.4% 50.25 ATR 32.60 32.13 -0.47 -1.4% 0.00 Volume 2,627,710 2,695,810 68,100 2.6% 12,797,227
Daily Pivots for day following 26-Oct-2011 Classic Woodie Camarilla DeMark R4 1,310.25 1,299.75 1,251.75 R3 1,284.25 1,273.75 1,244.75 R2 1,258.25 1,258.25 1,242.25 R1 1,247.75 1,247.75 1,240.00 1,253.00 PP 1,232.25 1,232.25 1,232.25 1,234.75 S1 1,221.75 1,221.75 1,235.00 1,227.00 S2 1,206.25 1,206.25 1,232.75 S3 1,180.25 1,195.75 1,230.25 S4 1,154.25 1,169.75 1,223.25	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 1,254.50 1,192.50 62.00 5.0% 27.00 2.2% 73% False False 2,466,351 10 1,254.50 1,185.25 69.25 5.6% 29.00 2.3% 75% False False 2,463,346 20 1,254.50 1,068.00 186.50 15.1% 32.25 2.6% 91% False False 2,666,053 40 1,254.50 1,068.00 186.50 15.1% 33.50 2.7% 91% False False 2,505,593 60 1,258.25 1,068.00 190.25 15.4% 38.00 3.1% 89% False False 1,673,695 80 1,348.75 1,068.00 280.75 22.7% 34.00 2.7% 60% False False 1,255,728 100 1,348.75 1,068.00 280.75 22.7% 30.75 2.5% 60% False False 1,004,753 120 1,348.75 1,068.00 280.75 22.7% 28.25 2.3% 60% False False 837,312
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 6.50 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,353.00 2.618 1,310.50 1.618 1,284.50 1.000 1,268.50 0.618 1,258.50 HIGH 1,242.50 0.618 1,232.50 0.500 1,229.50 0.382 1,226.50 LOW 1,216.50 0.618 1,200.50 1.000 1,190.50 1.618 1,174.50 2.618 1,148.50 4.250 1,106.00
Fisher Pivots for day following 26-Oct-2011 Pivot 1 day 3 day R1 1,234.75 1,236.75 PP 1,232.25 1,236.25 S1 1,229.50 1,235.50

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