E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary Previous Current 27-Oct-2011 28-Oct-2011 Change Change % Previous Week Open 1,238.00 1,282.25 44.25 3.6% 1,229.75 High 1,289.25 1,284.25 -5.00 -0.4% 1,289.25 Low 1,237.50 1,272.75 35.25 2.8% 1,216.50 Close 1,282.50 1,281.00 -1.50 -0.1% 1,281.00 Range 51.75 11.50 -40.25 -77.8% 72.75 ATR 33.53 31.96 -1.57 -4.7% 0.00 Volume 3,276,168 1,912,116 -1,364,052 -41.6% 12,513,307
Daily Pivots for day following 28-Oct-2011 Classic Woodie Camarilla DeMark R4 1,313.75 1,309.00 1,287.25 R3 1,302.25 1,297.50 1,284.25 R2 1,290.75 1,290.75 1,283.00 R1 1,286.00 1,286.00 1,282.00 1,282.50 PP 1,279.25 1,279.25 1,279.25 1,277.75 S1 1,274.50 1,274.50 1,280.00 1,271.00 S2 1,267.75 1,267.75 1,279.00 S3 1,256.25 1,263.00 1,277.75 S4 1,244.75 1,251.50 1,274.75	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 1,480.50 1,453.50 1,321.00 R3 1,407.75 1,380.75 1,301.00 R2 1,335.00 1,335.00 1,294.25 R1 1,308.00 1,308.00 1,287.75 1,321.50 PP 1,262.25 1,262.25 1,262.25 1,269.00 S1 1,235.25 1,235.25 1,274.25 1,248.75 S2 1,189.50 1,189.50 1,267.75 S3 1,116.75 1,162.50 1,261.00 S4 1,044.00 1,089.75 1,241.00
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 1,216.50 72.75 5.7% 29.50 2.3% 89% False False 2,502,661 10 1,289.25 1,185.50 103.75 8.1% 30.50 2.4% 92% False False 2,531,053 20 1,289.25 1,068.00 221.25 17.3% 31.75 2.5% 96% False False 2,628,021 40 1,289.25 1,068.00 221.25 17.3% 33.75 2.6% 96% False False 2,634,292 60 1,289.25 1,068.00 221.25 17.3% 37.25 2.9% 96% False False 1,760,060 80 1,348.75 1,068.00 280.75 21.9% 34.25 2.7% 76% False False 1,320,563 100 1,348.75 1,068.00 280.75 21.9% 31.25 2.4% 76% False False 1,056,634 120 1,348.75 1,068.00 280.75 21.9% 28.50 2.2% 76% False False 880,545
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.73 Narrowest range in 71 trading days	Fibonacci Retracements and Extensions 4.250 1,333.00 2.618 1,314.25 1.618 1,302.75 1.000 1,295.75 0.618 1,291.25 HIGH 1,284.25 0.618 1,279.75 0.500 1,278.50 0.382 1,277.25 LOW 1,272.75 0.618 1,265.75 1.000 1,261.25 1.618 1,254.25 2.618 1,242.75 4.250 1,224.00
Fisher Pivots for day following 28-Oct-2011 Pivot 1 day 3 day R1 1,280.25 1,271.50 PP 1,279.25 1,262.25 S1 1,278.50 1,253.00

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