E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary Previous Current 26-Oct-2011 27-Oct-2011 Change Change % Previous Week Open 1,225.00 1,238.00 13.00 1.1% 1,218.25 High 1,242.50 1,289.25 46.75 3.8% 1,235.75 Low 1,216.50 1,237.50 21.00 1.7% 1,185.50 Close 1,237.50 1,282.50 45.00 3.6% 1,235.25 Range 26.00 51.75 25.75 99.0% 50.25 ATR 32.13 33.53 1.40 4.4% 0.00 Volume 2,695,810 3,276,168 580,358 21.5% 12,797,227
Daily Pivots for day following 27-Oct-2011 Classic Woodie Camarilla DeMark R4 1,425.00 1,405.50 1,311.00 R3 1,373.25 1,353.75 1,296.75 R2 1,321.50 1,321.50 1,292.00 R1 1,302.00 1,302.00 1,287.25 1,311.75 PP 1,269.75 1,269.75 1,269.75 1,274.50 S1 1,250.25 1,250.25 1,277.75 1,260.00 S2 1,218.00 1,218.00 1,273.00 S3 1,166.25 1,198.50 1,268.25 S4 1,114.50 1,146.75 1,254.00	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 1,289.25 1,208.00 81.25 6.3% 32.75 2.5% 92% True False 2,541,960 10 1,289.25 1,185.50 103.75 8.1% 32.25 2.5% 93% True False 2,559,340 20 1,289.25 1,068.00 221.25 17.3% 33.00 2.6% 97% True False 2,681,332 40 1,289.25 1,068.00 221.25 17.3% 34.00 2.7% 97% True False 2,587,206 60 1,289.25 1,068.00 221.25 17.3% 38.25 3.0% 97% True False 1,728,266 80 1,348.75 1,068.00 280.75 21.9% 34.50 2.7% 76% False False 1,296,671 100 1,348.75 1,068.00 280.75 21.9% 31.00 2.4% 76% False False 1,037,514 120 1,348.75 1,068.00 280.75 21.9% 28.50 2.2% 76% False False 864,611
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.98 Widest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 1,509.25 2.618 1,424.75 1.618 1,373.00 1.000 1,341.00 0.618 1,321.25 HIGH 1,289.25 0.618 1,269.50 0.500 1,263.50 0.382 1,257.25 LOW 1,237.50 0.618 1,205.50 1.000 1,185.75 1.618 1,153.75 2.618 1,102.00 4.250 1,017.50
Fisher Pivots for day following 27-Oct-2011 Pivot 1 day 3 day R1 1,276.00 1,272.50 PP 1,269.75 1,262.75 S1 1,263.50 1,253.00

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