E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary Previous Current 27-Jun-2011 28-Jun-2011 Change Change % Previous Week Open 1,265.00 1,277.00 12.00 0.9% 1,265.00 High 1,280.00 1,295.00 15.00 1.2% 1,293.75 Low 1,257.00 1,271.50 14.50 1.2% 1,256.25 Close 1,276.25 1,294.50 18.25 1.4% 1,264.00 Range 23.00 23.50 0.50 2.2% 37.50 ATR 19.00 19.32 0.32 1.7% 0.00 Volume 1,990,372 1,912,881 -77,491 -3.9% 10,634,050
Daily Pivots for day following 28-Jun-2011 Classic Woodie Camarilla DeMark R4 1,357.50 1,349.50 1,307.50 R3 1,334.00 1,326.00 1,301.00 R2 1,310.50 1,310.50 1,298.75 R1 1,302.50 1,302.50 1,296.75 1,306.50 PP 1,287.00 1,287.00 1,287.00 1,289.00 S1 1,279.00 1,279.00 1,292.25 1,283.00 S2 1,263.50 1,263.50 1,290.25 S3 1,240.00 1,255.50 1,288.00 S4 1,216.50 1,232.00 1,281.50	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 1,295.00 1,257.00 38.00 2.9% 21.75 1.7% 99% True False 2,157,551 10 1,295.00 1,252.25 42.75 3.3% 21.25 1.6% 99% True False 2,376,547 20 1,342.50 1,252.25 90.25 7.0% 19.75 1.5% 47% False False 1,646,949 40 1,352.75 1,252.25 100.50 7.8% 18.00 1.4% 42% False False 824,927 60 1,367.50 1,252.25 115.25 8.9% 16.75 1.3% 37% False False 550,481 80 1,367.50 1,237.25 130.25 10.1% 17.25 1.3% 44% False False 413,018 100 1,367.50 1,237.25 130.25 10.1% 16.75 1.3% 44% False False 330,425 120 1,367.50 1,237.25 130.25 10.1% 16.25 1.3% 44% False False 275,367
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 5.23 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,395.00 2.618 1,356.50 1.618 1,333.00 1.000 1,318.50 0.618 1,309.50 HIGH 1,295.00 0.618 1,286.00 0.500 1,283.25 0.382 1,280.50 LOW 1,271.50 0.618 1,257.00 1.000 1,248.00 1.618 1,233.50 2.618 1,210.00 4.250 1,171.50
Fisher Pivots for day following 28-Jun-2011 Pivot 1 day 3 day R1 1,290.75 1,288.25 PP 1,287.00 1,282.25 S1 1,283.25 1,276.00

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