E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary Previous Current 14-Jun-2011 15-Jun-2011 Change Change % Previous Week Open 1,267.50 1,283.75 16.25 1.3% 1,293.50 High 1,287.00 1,283.75 -3.25 -0.3% 1,295.00 Low 1,265.25 1,255.75 -9.50 -0.8% 1,261.75 Close 1,284.50 1,260.00 -24.50 -1.9% 1,263.75 Range 21.75 28.00 6.25 28.7% 33.25 ATR 16.91 17.75 0.85 5.0% 0.00 Volume 2,830,165 3,637,928 807,763 28.5% 3,787,120
Daily Pivots for day following 15-Jun-2011 Classic Woodie Camarilla DeMark R4 1,350.50 1,333.25 1,275.50 R3 1,322.50 1,305.25 1,267.75 R2 1,294.50 1,294.50 1,265.25 R1 1,277.25 1,277.25 1,262.50 1,272.00 PP 1,266.50 1,266.50 1,266.50 1,263.75 S1 1,249.25 1,249.25 1,257.50 1,244.00 S2 1,238.50 1,238.50 1,254.75 S3 1,210.50 1,221.25 1,252.25 S4 1,182.50 1,193.25 1,244.50	Weekly Pivots for week ending 10-Jun-2011 Classic Woodie Camarilla DeMark R4 1,373.25 1,351.75 1,282.00 R3 1,340.00 1,318.50 1,273.00 R2 1,306.75 1,306.75 1,269.75 R1 1,285.25 1,285.25 1,266.75 1,279.50 PP 1,273.50 1,273.50 1,273.50 1,270.50 S1 1,252.00 1,252.00 1,260.75 1,246.00 S2 1,240.25 1,240.25 1,257.75 S3 1,207.00 1,218.75 1,254.50 S4 1,173.75 1,185.50 1,245.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,288.50 1,255.75 32.75 2.6% 20.50 1.6% 13% False True 2,463,849 10 1,312.25 1,255.75 56.50 4.5% 17.50 1.4% 8% False True 1,280,782 20 1,342.50 1,255.75 86.75 6.9% 17.25 1.4% 5% False True 642,117 40 1,367.50 1,255.75 111.75 8.9% 16.50 1.3% 4% False True 322,098 60 1,367.50 1,255.75 111.75 8.9% 15.50 1.2% 4% False True 215,191 80 1,367.50 1,237.25 130.25 10.3% 17.50 1.4% 17% False False 161,436 100 1,367.50 1,237.25 130.25 10.3% 16.25 1.3% 17% False False 129,150 120 1,367.50 1,236.50 131.00 10.4% 15.25 1.2% 18% False False 107,639
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.43 Widest range in 10 trading days	Fibonacci Retracements and Extensions 4.250 1,402.75 2.618 1,357.00 1.618 1,329.00 1.000 1,311.75 0.618 1,301.00 HIGH 1,283.75 0.618 1,273.00 0.500 1,269.75 0.382 1,266.50 LOW 1,255.75 0.618 1,238.50 1.000 1,227.75 1.618 1,210.50 2.618 1,182.50 4.250 1,136.75
Fisher Pivots for day following 15-Jun-2011 Pivot 1 day 3 day R1 1,269.75 1,271.50 PP 1,266.50 1,267.50 S1 1,263.25 1,263.75

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