E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary Previous Current 30-Jun-2011 01-Jul-2011 Change Change % Previous Week Open 1,304.00 1,314.75 10.75 0.8% 1,265.00 High 1,317.50 1,336.50 19.00 1.4% 1,336.50 Low 1,302.25 1,312.50 10.25 0.8% 1,257.00 Close 1,315.50 1,334.75 19.25 1.5% 1,334.75 Range 15.25 24.00 8.75 57.4% 79.50 ATR 18.68 19.06 0.38 2.0% 0.00 Volume 1,866,887 1,954,616 87,729 4.7% 10,213,119
Daily Pivots for day following 01-Jul-2011 Classic Woodie Camarilla DeMark R4 1,400.00 1,391.25 1,348.00 R3 1,376.00 1,367.25 1,341.25 R2 1,352.00 1,352.00 1,339.25 R1 1,343.25 1,343.25 1,337.00 1,347.50 PP 1,328.00 1,328.00 1,328.00 1,330.00 S1 1,319.25 1,319.25 1,332.50 1,323.50 S2 1,304.00 1,304.00 1,330.25 S3 1,280.00 1,295.25 1,328.25 S4 1,256.00 1,271.25 1,321.50	Weekly Pivots for week ending 01-Jul-2011 Classic Woodie Camarilla DeMark R4 1,548.00 1,520.75 1,378.50 R3 1,468.50 1,441.25 1,356.50 R2 1,389.00 1,389.00 1,349.25 R1 1,361.75 1,361.75 1,342.00 1,375.50 PP 1,309.50 1,309.50 1,309.50 1,316.25 S1 1,282.25 1,282.25 1,327.50 1,296.00 S2 1,230.00 1,230.00 1,320.25 S3 1,150.50 1,202.75 1,313.00 S4 1,071.00 1,123.25 1,291.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,336.50 1,257.00 79.50 6.0% 20.00 1.5% 98% True False 2,042,623 10 1,336.50 1,256.25 80.25 6.0% 20.25 1.5% 98% True False 2,084,716 20 1,336.50 1,252.25 84.25 6.3% 19.00 1.4% 98% True False 1,960,489 40 1,352.75 1,252.25 100.50 7.5% 18.25 1.4% 82% False False 982,569 60 1,367.50 1,252.25 115.25 8.6% 17.00 1.3% 72% False False 655,592 80 1,367.50 1,237.25 130.25 9.8% 17.25 1.3% 75% False False 491,889 100 1,367.50 1,237.25 130.25 9.8% 17.00 1.3% 75% False False 393,523 120 1,367.50 1,237.25 130.25 9.8% 16.25 1.2% 75% False False 327,949
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 4.50 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,438.50 2.618 1,399.25 1.618 1,375.25 1.000 1,360.50 0.618 1,351.25 HIGH 1,336.50 0.618 1,327.25 0.500 1,324.50 0.382 1,321.75 LOW 1,312.50 0.618 1,297.75 1.000 1,288.50 1.618 1,273.75 2.618 1,249.75 4.250 1,210.50
Fisher Pivots for day following 01-Jul-2011 Pivot 1 day 3 day R1 1,331.25 1,327.75 PP 1,328.00 1,321.00 S1 1,324.50 1,314.00

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