E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary Previous Current 31-May-2011 01-Jun-2011 Change Change % Previous Week Open 1,325.00 1,339.50 14.50 1.1% 1,320.75 High 1,340.25 1,342.50 2.25 0.2% 1,328.00 Low 1,323.25 1,305.75 -17.50 -1.3% 1,297.00 Close 1,338.50 1,306.75 -31.75 -2.4% 1,324.50 Range 17.00 36.75 19.75 116.2% 31.00 ATR 15.65 17.16 1.51 9.6% 0.00 Volume 3,187 3,623 436 13.7% 17,839
Daily Pivots for day following 01-Jun-2011 Classic Woodie Camarilla DeMark R4 1,428.50 1,404.50 1,327.00 R3 1,391.75 1,367.75 1,316.75 R2 1,355.00 1,355.00 1,313.50 R1 1,331.00 1,331.00 1,310.00 1,324.50 PP 1,318.25 1,318.25 1,318.25 1,315.25 S1 1,294.25 1,294.25 1,303.50 1,288.00 S2 1,281.50 1,281.50 1,300.00 S3 1,244.75 1,257.50 1,296.75 S4 1,208.00 1,220.75 1,286.50	Weekly Pivots for week ending 27-May-2011 Classic Woodie Camarilla DeMark R4 1,409.50 1,398.00 1,341.50 R3 1,378.50 1,367.00 1,333.00 R2 1,347.50 1,347.50 1,330.25 R1 1,336.00 1,336.00 1,327.25 1,341.75 PP 1,316.50 1,316.50 1,316.50 1,319.50 S1 1,305.00 1,305.00 1,321.75 1,310.75 S2 1,285.50 1,285.50 1,318.75 S3 1,254.50 1,274.00 1,316.00 S4 1,223.50 1,243.00 1,307.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,342.50 1,297.00 45.50 3.5% 19.75 1.5% 21% True False 4,134 10 1,342.50 1,297.00 45.50 3.5% 16.75 1.3% 21% True False 3,452 20 1,352.75 1,297.00 55.75 4.3% 17.50 1.3% 17% False False 2,997 40 1,367.50 1,285.25 82.25 6.3% 15.75 1.2% 26% False False 2,286 60 1,367.50 1,237.25 130.25 10.0% 16.75 1.3% 53% False False 1,766 80 1,367.50 1,237.25 130.25 10.0% 16.25 1.2% 53% False False 1,339 100 1,367.50 1,237.25 130.25 10.0% 15.75 1.2% 53% False False 1,087 120 1,367.50 1,218.00 149.50 11.4% 13.75 1.1% 59% False False 907
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 3.10 Widest range in 54 trading days	Fibonacci Retracements and Extensions 4.250 1,498.75 2.618 1,438.75 1.618 1,402.00 1.000 1,379.25 0.618 1,365.25 HIGH 1,342.50 0.618 1,328.50 0.500 1,324.00 0.382 1,319.75 LOW 1,305.75 0.618 1,283.00 1.000 1,269.00 1.618 1,246.25 2.618 1,209.50 4.250 1,149.50
Fisher Pivots for day following 01-Jun-2011 Pivot 1 day 3 day R1 1,324.00 1,324.00 PP 1,318.25 1,318.25 S1 1,312.50 1,312.50

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