E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	1,243.50	1,248.00	4.50	0.4%	1,172.00
High	1,262.75	1,266.25	3.50	0.3%	1,262.75
Low	1,242.00	1,248.00	6.00	0.5%	1,169.25
Close	1,243.50	1,255.00	11.50	0.9%	1,243.50
Range	20.75	18.25	-2.50	-12.0%	93.50
ATR	30.45	29.90	-0.55	-1.8%	0.00
Volume	2,177,069	2,333,706	156,637	7.2%	12,364,191

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,311.25	1,301.25	1,265.00
R3	1,293.00	1,283.00	1,260.00
R2	1,274.75	1,274.75	1,258.25
R1	1,264.75	1,264.75	1,256.75	1,269.75
PP	1,256.50	1,256.50	1,256.50	1,259.00
S1	1,246.50	1,246.50	1,253.25	1,251.50
S2	1,238.25	1,238.25	1,251.75
S3	1,220.00	1,228.25	1,250.00
S4	1,201.75	1,210.00	1,245.00

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,505.75	1,468.00	1,295.00
R3	1,412.25	1,374.50	1,269.25
R2	1,318.75	1,318.75	1,260.75
R1	1,281.00	1,281.00	1,252.00	1,300.00
PP	1,225.25	1,225.25	1,225.25	1,234.50
S1	1,187.50	1,187.50	1,235.00	1,206.50
S2	1,131.75	1,131.75	1,226.25
S3	1,038.25	1,094.00	1,217.75
S4	944.75	1,000.50	1,192.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,266.25	1,183.00	83.25	6.6%	27.50	2.2%	86%	True	False	2,466,988
10	1,266.25	1,147.50	118.75	9.5%	26.50	2.1%	91%	True	False	2,302,417
20	1,275.25	1,147.50	127.75	10.2%	28.50	2.3%	84%	False	False	2,337,905
40	1,289.25	1,147.50	141.75	11.3%	29.50	2.3%	76%	False	False	2,401,790
60	1,289.25	1,068.00	221.25	17.6%	32.00	2.5%	85%	False	False	2,675,079
80	1,289.25	1,068.00	221.25	17.6%	32.50	2.6%	85%	False	False	2,068,865
100	1,342.00	1,068.00	274.00	21.8%	33.75	2.7%	68%	False	False	1,656,031
120	1,348.75	1,068.00	280.75	22.4%	31.25	2.5%	67%	False	False	1,380,211

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,343.75
2.618	1,314.00
1.618	1,295.75
1.000	1,284.50
0.618	1,277.50
HIGH	1,266.25
0.618	1,259.25
0.500	1,257.00
0.382	1,255.00
LOW	1,248.00
0.618	1,236.75
1.000	1,229.75
1.618	1,218.50
2.618	1,200.25
4.250	1,170.50

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	1,257.00	1,253.75
PP	1,256.50	1,252.25
S1	1,255.75	1,251.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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