E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary Previous Current 17-Jun-2011 20-Jun-2011 Change Change % Previous Week Open 1,263.75 1,265.00 1.25 0.1% 1,265.00 High 1,277.25 1,275.25 -2.00 -0.2% 1,287.00 Low 1,258.50 1,256.25 -2.25 -0.2% 1,252.25 Close 1,266.00 1,273.75 7.75 0.6% 1,266.00 Range 18.75 19.00 0.25 1.3% 34.75 ATR 17.76 17.85 0.09 0.5% 0.00 Volume 2,334,882 1,675,015 -659,867 -28.3% 14,575,499
Daily Pivots for day following 20-Jun-2011 Classic Woodie Camarilla DeMark R4 1,325.50 1,318.50 1,284.25 R3 1,306.50 1,299.50 1,279.00 R2 1,287.50 1,287.50 1,277.25 R1 1,280.50 1,280.50 1,275.50 1,284.00 PP 1,268.50 1,268.50 1,268.50 1,270.00 S1 1,261.50 1,261.50 1,272.00 1,265.00 S2 1,249.50 1,249.50 1,270.25 S3 1,230.50 1,242.50 1,268.50 S4 1,211.50 1,223.50 1,263.25	Weekly Pivots for week ending 17-Jun-2011 Classic Woodie Camarilla DeMark R4 1,372.75 1,354.00 1,285.00 R3 1,338.00 1,319.25 1,275.50 R2 1,303.25 1,303.25 1,272.25 R1 1,284.50 1,284.50 1,269.25 1,294.00 PP 1,268.50 1,268.50 1,268.50 1,273.00 S1 1,249.75 1,249.75 1,262.75 1,259.00 S2 1,233.75 1,233.75 1,259.75 S3 1,199.00 1,215.00 1,256.50 S4 1,164.25 1,180.25 1,247.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,287.00 1,252.25 34.75 2.7% 20.75 1.6% 62% False False 2,746,671 10 1,290.00 1,252.25 37.75 3.0% 18.00 1.4% 57% False False 1,995,555 20 1,342.50 1,252.25 90.25 7.1% 17.75 1.4% 24% False False 1,004,886 40 1,367.50 1,252.25 115.25 9.0% 16.75 1.3% 19% False False 503,606 60 1,367.50 1,252.25 115.25 9.0% 15.75 1.2% 19% False False 336,237 80 1,367.50 1,237.25 130.25 10.2% 17.25 1.4% 28% False False 252,251 100 1,367.50 1,237.25 130.25 10.2% 16.50 1.3% 28% False False 201,803 120 1,367.50 1,237.25 130.25 10.2% 15.50 1.2% 28% False False 168,182
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 3.98 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,356.00 2.618 1,325.00 1.618 1,306.00 1.000 1,294.25 0.618 1,287.00 HIGH 1,275.25 0.618 1,268.00 0.500 1,265.75 0.382 1,263.50 LOW 1,256.25 0.618 1,244.50 1.000 1,237.25 1.618 1,225.50 2.618 1,206.50 4.250 1,175.50
Fisher Pivots for day following 20-Jun-2011 Pivot 1 day 3 day R1 1,271.00 1,270.75 PP 1,268.50 1,267.75 S1 1,265.75 1,264.75

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