E-mini S&P 500 Future June 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 1,260.50 1,266.50 6.00 0.5% 1,243.00 High 1,268.75 1,271.75 3.00 0.2% 1,253.25 Low 1,251.25 1,261.50 10.25 0.8% 1,241.00 Close 1,266.75 1,265.25 -1.50 -0.1% 1,248.00 Range 17.50 10.25 -7.25 -41.4% 12.25 ATR 11.07 11.01 -0.06 -0.5% 0.00 Volume 1,528 630 -898 -58.8% 1,303
Daily Pivots for day following 06-Jan-2011 Classic Woodie Camarilla DeMark R4 1,297.00 1,291.25 1,271.00 R3 1,286.75 1,281.00 1,268.00 R2 1,276.50 1,276.50 1,267.25 R1 1,270.75 1,270.75 1,266.25 1,268.50 PP 1,266.25 1,266.25 1,266.25 1,265.00 S1 1,260.50 1,260.50 1,264.25 1,258.25 S2 1,256.00 1,256.00 1,263.25 S3 1,245.75 1,250.25 1,262.50 S4 1,235.50 1,240.00 1,259.50	Weekly Pivots for week ending 31-Dec-2010 Classic Woodie Camarilla DeMark R4 1,284.25 1,278.25 1,254.75 R3 1,272.00 1,266.00 1,251.25 R2 1,259.75 1,259.75 1,250.25 R1 1,253.75 1,253.75 1,249.00 1,256.75 PP 1,247.50 1,247.50 1,247.50 1,249.00 S1 1,241.50 1,241.50 1,247.00 1,244.50 S2 1,235.25 1,235.25 1,245.75 S3 1,223.00 1,229.25 1,244.75 S4 1,210.75 1,217.00 1,241.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,271.75 1,244.75 27.00 2.1% 12.50 1.0% 76% True False 697 10 1,271.75 1,241.00 30.75 2.4% 9.00 0.7% 79% True False 462 20 1,271.75 1,217.25 54.50 4.3% 9.00 0.7% 88% True False 441 40 1,271.75 1,161.50 110.25 8.7% 12.25 1.0% 94% True False 233 60 1,271.75 1,145.75 126.00 10.0% 12.75 1.0% 95% True False 160 80 1,271.75 1,100.00 171.75 13.6% 13.00 1.0% 96% True False 123 100 1,271.75 1,030.50 241.25 19.1% 11.00 0.9% 97% True False 101
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 2.63 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,315.25 2.618 1,298.50 1.618 1,288.25 1.000 1,282.00 0.618 1,278.00 HIGH 1,271.75 0.618 1,267.75 0.500 1,266.50 0.382 1,265.50 LOW 1,261.50 0.618 1,255.25 1.000 1,251.25 1.618 1,245.00 2.618 1,234.75 4.250 1,218.00
Fisher Pivots for day following 06-Jan-2011 Pivot 1 day 3 day R1 1,266.50 1,264.00 PP 1,266.25 1,262.75 S1 1,265.75 1,261.50

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