E-mini S&P 500 Future March 2011

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Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary Previous Current 05-Jan-2011 06-Jan-2011 Change Change % Previous Week Open 1,265.50 1,271.75 6.25 0.5% 1,249.50 High 1,273.75 1,277.00 3.25 0.3% 1,258.50 Low 1,255.75 1,266.25 10.50 0.8% 1,245.50 Close 1,271.75 1,270.25 -1.50 -0.1% 1,253.00 Range 18.00 10.75 -7.25 -40.3% 13.00 ATR 11.88 11.80 -0.08 -0.7% 0.00 Volume 1,781,256 1,601,075 -180,181 -10.1% 3,115,129
Daily Pivots for day following 06-Jan-2011 Classic Woodie Camarilla DeMark R4 1,303.50 1,297.50 1,276.25 R3 1,292.75 1,286.75 1,273.25 R2 1,282.00 1,282.00 1,272.25 R1 1,276.00 1,276.00 1,271.25 1,273.50 PP 1,271.25 1,271.25 1,271.25 1,270.00 S1 1,265.25 1,265.25 1,269.25 1,263.00 S2 1,260.50 1,260.50 1,268.25 S3 1,249.75 1,254.50 1,267.25 S4 1,239.00 1,243.75 1,264.25	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 1,277.00 1,249.50 27.50 2.2% 13.25 1.0% 75% True False 1,481,721 10 1,277.00 1,245.50 31.50 2.5% 9.75 0.8% 79% True False 1,044,873 20 1,277.00 1,221.25 55.75 4.4% 9.75 0.8% 88% True False 1,234,986 40 1,277.00 1,165.75 111.25 8.8% 13.50 1.1% 94% True False 633,361 60 1,277.00 1,150.50 126.50 10.0% 14.00 1.1% 95% True False 422,846 80 1,277.00 1,104.50 172.50 13.6% 14.50 1.1% 96% True False 317,359 100 1,277.00 1,028.25 248.75 19.6% 15.00 1.2% 97% True False 253,895 120 1,277.00 1,028.25 248.75 19.6% 15.00 1.2% 97% True False 211,583
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.28 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,322.75 2.618 1,305.25 1.618 1,294.50 1.000 1,287.75 0.618 1,283.75 HIGH 1,277.00 0.618 1,273.00 0.500 1,271.50 0.382 1,270.25 LOW 1,266.25 0.618 1,259.50 1.000 1,255.50 1.618 1,248.75 2.618 1,238.00 4.250 1,220.50
Fisher Pivots for day following 06-Jan-2011 Pivot 1 day 3 day R1 1,271.50 1,269.00 PP 1,271.25 1,267.75 S1 1,270.75 1,266.50

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