E-mini S&P 500 Future March 2011

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Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary Previous Current 04-Jan-2011 05-Jan-2011 Change Change % Previous Week Open 1,264.75 1,265.50 0.75 0.1% 1,249.50 High 1,270.00 1,273.75 3.75 0.3% 1,258.50 Low 1,258.25 1,255.75 -2.50 -0.2% 1,245.50 Close 1,265.25 1,271.75 6.50 0.5% 1,253.00 Range 11.75 18.00 6.25 53.2% 13.00 ATR 11.41 11.88 0.47 4.1% 0.00 Volume 1,769,443 1,781,256 11,813 0.7% 3,115,129
Daily Pivots for day following 05-Jan-2011 Classic Woodie Camarilla DeMark R4 1,321.00 1,314.50 1,281.75 R3 1,303.00 1,296.50 1,276.75 R2 1,285.00 1,285.00 1,275.00 R1 1,278.50 1,278.50 1,273.50 1,281.75 PP 1,267.00 1,267.00 1,267.00 1,268.75 S1 1,260.50 1,260.50 1,270.00 1,263.75 S2 1,249.00 1,249.00 1,268.50 S3 1,231.00 1,242.50 1,266.75 S4 1,213.00 1,224.50 1,261.75	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 1,273.75 1,249.50 24.25 1.9% 12.25 1.0% 92% True False 1,304,065 10 1,273.75 1,245.50 28.25 2.2% 9.25 0.7% 93% True False 951,201 20 1,273.75 1,212.50 61.25 4.8% 9.75 0.8% 97% True False 1,169,905 40 1,273.75 1,165.75 108.00 8.5% 13.75 1.1% 98% True False 593,488 60 1,273.75 1,146.75 127.00 10.0% 14.25 1.1% 98% True False 396,171 80 1,273.75 1,104.50 169.25 13.3% 14.50 1.1% 99% True False 297,347 100 1,273.75 1,028.25 245.50 19.3% 15.00 1.2% 99% True False 237,885 120 1,273.75 1,028.25 245.50 19.3% 15.00 1.2% 99% True False 198,241
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.85 Widest range in 23 trading days	Fibonacci Retracements and Extensions 4.250 1,350.25 2.618 1,320.75 1.618 1,302.75 1.000 1,291.75 0.618 1,284.75 HIGH 1,273.75 0.618 1,266.75 0.500 1,264.75 0.382 1,262.75 LOW 1,255.75 0.618 1,244.75 1.000 1,237.75 1.618 1,226.75 2.618 1,208.75 4.250 1,179.25
Fisher Pivots for day following 05-Jan-2011 Pivot 1 day 3 day R1 1,269.50 1,269.25 PP 1,267.00 1,267.00 S1 1,264.75 1,264.50

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