E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary Previous Current 22-Jun-2011 23-Jun-2011 Change Change % Previous Week Open 1,287.75 1,280.00 -7.75 -0.6% 1,265.00 High 1,293.75 1,280.75 -13.00 -1.0% 1,287.00 Low 1,279.50 1,257.00 -22.50 -1.8% 1,252.25 Close 1,279.75 1,277.00 -2.75 -0.2% 1,266.00 Range 14.25 23.75 9.50 66.7% 34.75 ATR 17.80 18.22 0.43 2.4% 0.00 Volume 1,869,419 3,315,380 1,445,961 77.3% 14,575,499
Daily Pivots for day following 23-Jun-2011 Classic Woodie Camarilla DeMark R4 1,342.75 1,333.75 1,290.00 R3 1,319.00 1,310.00 1,283.50 R2 1,295.25 1,295.25 1,281.25 R1 1,286.25 1,286.25 1,279.25 1,279.00 PP 1,271.50 1,271.50 1,271.50 1,268.00 S1 1,262.50 1,262.50 1,274.75 1,255.00 S2 1,247.75 1,247.75 1,272.75 S3 1,224.00 1,238.75 1,270.50 S4 1,200.25 1,215.00 1,264.00	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 1,293.75 1,256.25 37.50 2.9% 19.25 1.5% 55% False False 2,253,845 10 1,293.75 1,252.25 41.50 3.2% 19.75 1.5% 60% False False 2,586,539 20 1,342.50 1,252.25 90.25 7.1% 18.25 1.4% 27% False False 1,367,526 40 1,367.50 1,252.25 115.25 9.0% 17.25 1.4% 21% False False 684,926 60 1,367.50 1,252.25 115.25 9.0% 16.00 1.3% 21% False False 457,190 80 1,367.50 1,237.25 130.25 10.2% 17.25 1.3% 31% False False 342,983 100 1,367.50 1,237.25 130.25 10.2% 16.50 1.3% 31% False False 274,396 120 1,367.50 1,237.25 130.25 10.2% 16.00 1.2% 31% False False 228,676
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.93 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1,381.75 2.618 1,343.00 1.618 1,319.25 1.000 1,304.50 0.618 1,295.50 HIGH 1,280.75 0.618 1,271.75 0.500 1,269.00 0.382 1,266.00 LOW 1,257.00 0.618 1,242.25 1.000 1,233.25 1.618 1,218.50 2.618 1,194.75 4.250 1,156.00
Fisher Pivots for day following 23-Jun-2011 Pivot 1 day 3 day R1 1,274.25 1,276.50 PP 1,271.50 1,276.00 S1 1,269.00 1,275.50

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