E-mini S&P 500 Future March 2011

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Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary Previous Current 03-Jan-2011 04-Jan-2011 Change Change % Previous Week Open 1,256.00 1,264.75 8.75 0.7% 1,249.50 High 1,272.50 1,270.00 -2.50 -0.2% 1,258.50 Low 1,255.25 1,258.25 3.00 0.2% 1,245.50 Close 1,265.25 1,265.25 0.00 0.0% 1,253.00 Range 17.25 11.75 -5.50 -31.9% 13.00 ATR 11.38 11.41 0.03 0.2% 0.00 Volume 1,589,787 1,769,443 179,656 11.3% 3,115,129
Daily Pivots for day following 04-Jan-2011 Classic Woodie Camarilla DeMark R4 1,299.75 1,294.25 1,271.75 R3 1,288.00 1,282.50 1,268.50 R2 1,276.25 1,276.25 1,267.50 R1 1,270.75 1,270.75 1,266.25 1,273.50 PP 1,264.50 1,264.50 1,264.50 1,266.00 S1 1,259.00 1,259.00 1,264.25 1,261.75 S2 1,252.75 1,252.75 1,263.00 S3 1,241.00 1,247.25 1,262.00 S4 1,229.25 1,235.50 1,258.75	Weekly Pivots for week ending 31-Dec-2010 Classic Woodie Camarilla DeMark R4 1,291.25 1,285.25 1,260.25 R3 1,278.25 1,272.25 1,256.50 R2 1,265.25 1,265.25 1,255.50 R1 1,259.25 1,259.25 1,254.25 1,262.25 PP 1,252.25 1,252.25 1,252.25 1,254.00 S1 1,246.25 1,246.25 1,251.75 1,249.25 S2 1,239.25 1,239.25 1,250.50 S3 1,226.25 1,233.25 1,249.50 S4 1,213.25 1,220.25 1,245.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,272.50 1,249.50 23.00 1.8% 9.75 0.8% 68% False False 1,065,302 10 1,272.50 1,240.75 31.75 2.5% 8.50 0.7% 77% False False 866,962 20 1,272.50 1,212.50 60.00 4.7% 9.75 0.8% 88% False False 1,087,614 40 1,272.50 1,165.75 106.75 8.4% 13.50 1.1% 93% False False 549,050 60 1,272.50 1,146.75 125.75 9.9% 14.00 1.1% 94% False False 366,497 80 1,272.50 1,102.75 169.75 13.4% 14.25 1.1% 96% False False 275,083 100 1,272.50 1,028.25 244.25 19.3% 15.00 1.2% 97% False False 220,072 120 1,272.50 1,028.25 244.25 19.3% 15.25 1.2% 97% False False 183,397
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.05 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,320.00 2.618 1,300.75 1.618 1,289.00 1.000 1,281.75 0.618 1,277.25 HIGH 1,270.00 0.618 1,265.50 0.500 1,264.00 0.382 1,262.75 LOW 1,258.25 0.618 1,251.00 1.000 1,246.50 1.618 1,239.25 2.618 1,227.50 4.250 1,208.25
Fisher Pivots for day following 04-Jan-2011 Pivot 1 day 3 day R1 1,265.00 1,263.75 PP 1,264.50 1,262.50 S1 1,264.00 1,261.00

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