E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary Previous Current 05-Jul-2011 06-Jul-2011 Change Change % Previous Week Open 1,334.50 1,336.00 1.50 0.1% 1,265.00 High 1,337.75 1,340.75 3.00 0.2% 1,336.50 Low 1,328.25 1,326.50 -1.75 -0.1% 1,257.00 Close 1,336.75 1,335.75 -1.00 -0.1% 1,334.75 Range 9.50 14.25 4.75 50.0% 79.50 ATR 18.37 18.08 -0.29 -1.6% 0.00 Volume 1,955,127 1,816,163 -138,964 -7.1% 10,213,119
Daily Pivots for day following 06-Jul-2011 Classic Woodie Camarilla DeMark R4 1,377.00 1,370.75 1,343.50 R3 1,362.75 1,356.50 1,339.75 R2 1,348.50 1,348.50 1,338.25 R1 1,342.25 1,342.25 1,337.00 1,338.25 PP 1,334.25 1,334.25 1,334.25 1,332.50 S1 1,328.00 1,328.00 1,334.50 1,324.00 S2 1,320.00 1,320.00 1,333.25 S3 1,305.75 1,313.75 1,331.75 S4 1,291.50 1,299.50 1,328.00	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 1,340.75 1,291.50 49.25 3.7% 15.50 1.2% 90% True False 2,016,231 10 1,340.75 1,257.00 83.75 6.3% 18.50 1.4% 94% True False 2,086,891 20 1,340.75 1,252.25 88.50 6.6% 18.75 1.4% 94% True False 2,140,332 40 1,352.75 1,252.25 100.50 7.5% 18.00 1.3% 83% False False 1,076,680 60 1,367.50 1,252.25 115.25 8.6% 17.00 1.3% 72% False False 718,421 80 1,367.50 1,237.25 130.25 9.8% 17.00 1.3% 76% False False 539,029 100 1,367.50 1,237.25 130.25 9.8% 17.00 1.3% 76% False False 431,236 120 1,367.50 1,237.25 130.25 9.8% 16.50 1.2% 76% False False 359,366
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.28 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,401.25 2.618 1,378.00 1.618 1,363.75 1.000 1,355.00 0.618 1,349.50 HIGH 1,340.75 0.618 1,335.25 0.500 1,333.50 0.382 1,332.00 LOW 1,326.50 0.618 1,317.75 1.000 1,312.25 1.618 1,303.50 2.618 1,289.25 4.250 1,266.00
Fisher Pivots for day following 06-Jul-2011 Pivot 1 day 3 day R1 1,335.00 1,332.75 PP 1,334.25 1,329.75 S1 1,333.50 1,326.50

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