E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary Previous Current 06-Jul-2011 07-Jul-2011 Change Change % Previous Week Open 1,336.00 1,336.00 0.00 0.0% 1,265.00 High 1,340.75 1,352.75 12.00 0.9% 1,336.50 Low 1,326.50 1,335.75 9.25 0.7% 1,257.00 Close 1,335.75 1,351.75 16.00 1.2% 1,334.75 Range 14.25 17.00 2.75 19.3% 79.50 ATR 18.08 18.00 -0.08 -0.4% 0.00 Volume 1,816,163 1,678,156 -138,007 -7.6% 10,213,119
Daily Pivots for day following 07-Jul-2011 Classic Woodie Camarilla DeMark R4 1,397.75 1,391.75 1,361.00 R3 1,380.75 1,374.75 1,356.50 R2 1,363.75 1,363.75 1,354.75 R1 1,357.75 1,357.75 1,353.25 1,360.75 PP 1,346.75 1,346.75 1,346.75 1,348.25 S1 1,340.75 1,340.75 1,350.25 1,343.75 S2 1,329.75 1,329.75 1,348.75 S3 1,312.75 1,323.75 1,347.00 S4 1,295.75 1,306.75 1,342.50	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 1,352.75 1,302.25 50.50 3.7% 16.00 1.2% 98% True False 1,854,189 10 1,352.75 1,257.00 95.75 7.1% 19.00 1.4% 99% True False 2,067,764 20 1,352.75 1,252.25 100.50 7.4% 19.00 1.4% 99% True False 2,210,305 40 1,352.75 1,252.25 100.50 7.4% 18.00 1.3% 99% True False 1,118,578 60 1,367.50 1,252.25 115.25 8.5% 17.00 1.3% 86% False False 746,335 80 1,367.50 1,237.25 130.25 9.6% 17.00 1.3% 88% False False 560,004 100 1,367.50 1,237.25 130.25 9.6% 17.00 1.3% 88% False False 448,018 120 1,367.50 1,237.25 130.25 9.6% 16.50 1.2% 88% False False 373,349
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 3.70 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,425.00 2.618 1,397.25 1.618 1,380.25 1.000 1,369.75 0.618 1,363.25 HIGH 1,352.75 0.618 1,346.25 0.500 1,344.25 0.382 1,342.25 LOW 1,335.75 0.618 1,325.25 1.000 1,318.75 1.618 1,308.25 2.618 1,291.25 4.250 1,263.50
Fisher Pivots for day following 07-Jul-2011 Pivot 1 day 3 day R1 1,349.25 1,347.75 PP 1,346.75 1,343.75 S1 1,344.25 1,339.50

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