E-mini S&P 500 Future June 2010

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Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary Previous Current 17-Nov-2009 18-Nov-2009 Change Change % Previous Week Open 1,100.00 1,095.50 -4.50 -0.4% 1,063.00 High 1,100.00 1,098.50 -1.50 -0.1% 1,091.50 Low 1,092.75 1,095.00 2.25 0.2% 1,057.50 Close 1,097.75 1,098.75 1.00 0.1% 1,082.25 Range 7.25 3.50 -3.75 -51.7% 34.00 ATR 16.15 15.25 -0.90 -5.6% 0.00 Volume 6 2 -4 -66.7% 51
Daily Pivots for day following 18-Nov-2009 Classic Woodie Camarilla DeMark R4 1,108.00 1,106.75 1,100.75 R3 1,104.50 1,103.25 1,099.75 R2 1,101.00 1,101.00 1,099.50 R1 1,099.75 1,099.75 1,099.00 1,100.50 PP 1,097.50 1,097.50 1,097.50 1,097.75 S1 1,096.25 1,096.25 1,098.50 1,097.00 S2 1,094.00 1,094.00 1,098.00 S3 1,090.50 1,092.75 1,097.75 S4 1,087.00 1,089.25 1,096.75	Weekly Pivots for week ending 13-Nov-2009 Classic Woodie Camarilla DeMark R4 1,179.00 1,164.75 1,101.00 R3 1,145.00 1,130.75 1,091.50 R2 1,111.00 1,111.00 1,088.50 R1 1,096.75 1,096.75 1,085.25 1,104.00 PP 1,077.00 1,077.00 1,077.00 1,080.75 S1 1,062.75 1,062.75 1,079.25 1,070.00 S2 1,043.00 1,043.00 1,076.00 S3 1,009.00 1,028.75 1,073.00 S4 975.00 994.75 1,063.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,100.00 1,074.25 25.75 2.3% 9.75 0.9% 95% False False 6 10 1,100.00 1,031.00 69.00 6.3% 11.75 1.1% 98% False False 10
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 2.85 Narrowest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 1,113.50 2.618 1,107.75 1.618 1,104.25 1.000 1,102.00 0.618 1,100.75 HIGH 1,098.50 0.618 1,097.25 0.500 1,096.75 0.382 1,096.25 LOW 1,095.00 0.618 1,092.75 1.000 1,091.50 1.618 1,089.25 2.618 1,085.75 4.250 1,080.00
Fisher Pivots for day following 18-Nov-2009 Pivot 1 day 3 day R1 1,098.00 1,097.00 PP 1,097.50 1,095.25 S1 1,096.75 1,093.50

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