E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary Previous Current 01-Jul-2011 05-Jul-2011 Change Change % Previous Week Open 1,314.75 1,334.50 19.75 1.5% 1,265.00 High 1,336.50 1,337.75 1.25 0.1% 1,336.50 Low 1,312.50 1,328.25 15.75 1.2% 1,257.00 Close 1,334.75 1,336.75 2.00 0.1% 1,334.75 Range 24.00 9.50 -14.50 -60.4% 79.50 ATR 19.06 18.37 -0.68 -3.6% 0.00 Volume 1,954,616 1,955,127 511 0.0% 10,213,119
Daily Pivots for day following 05-Jul-2011 Classic Woodie Camarilla DeMark R4 1,362.75 1,359.25 1,342.00 R3 1,353.25 1,349.75 1,339.25 R2 1,343.75 1,343.75 1,338.50 R1 1,340.25 1,340.25 1,337.50 1,342.00 PP 1,334.25 1,334.25 1,334.25 1,335.00 S1 1,330.75 1,330.75 1,336.00 1,332.50 S2 1,324.75 1,324.75 1,335.00 S3 1,315.25 1,321.25 1,334.25 S4 1,305.75 1,311.75 1,331.50	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 1,337.75 1,271.50 66.25 5.0% 17.25 1.3% 98% True False 2,035,574 10 1,337.75 1,257.00 80.75 6.0% 19.25 1.4% 99% True False 2,112,728 20 1,337.75 1,252.25 85.50 6.4% 18.75 1.4% 99% True False 2,054,141 40 1,352.75 1,252.25 100.50 7.5% 18.00 1.3% 84% False False 1,031,375 60 1,367.50 1,252.25 115.25 8.6% 17.00 1.3% 73% False False 688,170 80 1,367.50 1,237.25 130.25 9.7% 17.00 1.3% 76% False False 516,327 100 1,367.50 1,237.25 130.25 9.7% 17.00 1.3% 76% False False 413,075 120 1,367.50 1,237.25 130.25 9.7% 16.25 1.2% 76% False False 344,237
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False 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 3.95 Narrowest range in 25 trading days	Fibonacci Retracements and Extensions 4.250 1,378.00 2.618 1,362.50 1.618 1,353.00 1.000 1,347.25 0.618 1,343.50 HIGH 1,337.75 0.618 1,334.00 0.500 1,333.00 0.382 1,332.00 LOW 1,328.25 0.618 1,322.50 1.000 1,318.75 1.618 1,313.00 2.618 1,303.50 4.250 1,288.00
Fisher Pivots for day following 05-Jul-2011 Pivot 1 day 3 day R1 1,335.50 1,331.25 PP 1,334.25 1,325.50 S1 1,333.00 1,320.00

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