E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary Previous Current 29-Jun-2011 30-Jun-2011 Change Change % Previous Week Open 1,293.50 1,304.00 10.50 0.8% 1,265.00 High 1,305.50 1,317.50 12.00 0.9% 1,293.75 Low 1,291.50 1,302.25 10.75 0.8% 1,256.25 Close 1,304.25 1,315.50 11.25 0.9% 1,264.00 Range 14.00 15.25 1.25 8.9% 37.50 ATR 18.94 18.68 -0.26 -1.4% 0.00 Volume 2,488,363 1,866,887 -621,476 -25.0% 10,634,050
Daily Pivots for day following 30-Jun-2011 Classic Woodie Camarilla DeMark R4 1,357.50 1,351.75 1,324.00 R3 1,342.25 1,336.50 1,319.75 R2 1,327.00 1,327.00 1,318.25 R1 1,321.25 1,321.25 1,317.00 1,324.00 PP 1,311.75 1,311.75 1,311.75 1,313.25 S1 1,306.00 1,306.00 1,314.00 1,309.00 S2 1,296.50 1,296.50 1,312.75 S3 1,281.25 1,290.75 1,311.25 S4 1,266.00 1,275.50 1,307.00	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 1,317.50 1,257.00 60.50 4.6% 20.00 1.5% 97% True False 1,991,641 10 1,317.50 1,256.25 61.25 4.7% 19.75 1.5% 97% True False 2,122,743 20 1,317.50 1,252.25 65.25 5.0% 18.75 1.4% 97% True False 1,864,196 40 1,352.75 1,252.25 100.50 7.6% 18.00 1.4% 63% False False 933,717 60 1,367.50 1,252.25 115.25 8.8% 16.75 1.3% 55% False False 623,026 80 1,367.50 1,237.25 130.25 9.9% 17.25 1.3% 60% False False 467,457 100 1,367.50 1,237.25 130.25 9.9% 16.75 1.3% 60% False False 373,977 120 1,367.50 1,237.25 130.25 9.9% 16.25 1.2% 60% False False 311,661
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 4.80 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,382.25 2.618 1,357.50 1.618 1,342.25 1.000 1,332.75 0.618 1,327.00 HIGH 1,317.50 0.618 1,311.75 0.500 1,310.00 0.382 1,308.00 LOW 1,302.25 0.618 1,292.75 1.000 1,287.00 1.618 1,277.50 2.618 1,262.25 4.250 1,237.50
Fisher Pivots for day following 30-Jun-2011 Pivot 1 day 3 day R1 1,313.50 1,308.50 PP 1,311.75 1,301.50 S1 1,310.00 1,294.50

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