E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary Previous Current 23-Jun-2011 24-Jun-2011 Change Change % Previous Week Open 1,280.00 1,277.50 -2.50 -0.2% 1,265.00 High 1,280.75 1,286.00 5.25 0.4% 1,293.75 Low 1,257.00 1,261.25 4.25 0.3% 1,256.25 Close 1,277.00 1,264.00 -13.00 -1.0% 1,264.00 Range 23.75 24.75 1.00 4.2% 37.50 ATR 18.22 18.69 0.47 2.6% 0.00 Volume 3,315,380 1,699,703 -1,615,677 -48.7% 10,634,050
Daily Pivots for day following 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1,344.75 1,329.00 1,277.50 R3 1,320.00 1,304.25 1,270.75 R2 1,295.25 1,295.25 1,268.50 R1 1,279.50 1,279.50 1,266.25 1,275.00 PP 1,270.50 1,270.50 1,270.50 1,268.00 S1 1,254.75 1,254.75 1,261.75 1,250.25 S2 1,245.75 1,245.75 1,259.50 S3 1,221.00 1,230.00 1,257.25 S4 1,196.25 1,205.25 1,250.50	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1,383.75 1,361.50 1,284.50 R3 1,346.25 1,324.00 1,274.25 R2 1,308.75 1,308.75 1,271.00 R1 1,286.50 1,286.50 1,267.50 1,279.00 PP 1,271.25 1,271.25 1,271.25 1,267.50 S1 1,249.00 1,249.00 1,260.50 1,241.50 S2 1,233.75 1,233.75 1,257.00 S3 1,196.25 1,211.50 1,253.75 S4 1,158.75 1,174.00 1,243.50
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 3.0% 20.50 1.6% 21% False False 2,126,810 10 1,293.75 1,252.25 41.50 3.3% 20.00 1.6% 28% False False 2,520,954 20 1,342.50 1,252.25 90.25 7.1% 18.75 1.5% 13% False False 1,452,255 40 1,367.50 1,252.25 115.25 9.1% 17.75 1.4% 10% False False 727,391 60 1,367.50 1,252.25 115.25 9.1% 16.25 1.3% 10% False False 485,468 80 1,367.50 1,237.25 130.25 10.3% 17.25 1.4% 21% False False 364,229 100 1,367.50 1,237.25 130.25 10.3% 16.50 1.3% 21% False False 291,393 120 1,367.50 1,237.25 130.25 10.3% 16.00 1.3% 21% False False 242,840
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 4.65 Widest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 1,391.25 2.618 1,350.75 1.618 1,326.00 1.000 1,310.75 0.618 1,301.25 HIGH 1,286.00 0.618 1,276.50 0.500 1,273.50 0.382 1,270.75 LOW 1,261.25 0.618 1,246.00 1.000 1,236.50 1.618 1,221.25 2.618 1,196.50 4.250 1,156.00
Fisher Pivots for day following 24-Jun-2011 Pivot 1 day 3 day R1 1,273.50 1,275.50 PP 1,270.50 1,271.50 S1 1,267.25 1,267.75

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