E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary Previous Current 07-Jul-2011 08-Jul-2011 Change Change % Previous Week Open 1,336.00 1,351.50 15.50 1.2% 1,334.50 High 1,352.75 1,354.50 1.75 0.1% 1,354.50 Low 1,335.75 1,329.25 -6.50 -0.5% 1,326.50 Close 1,351.75 1,341.75 -10.00 -0.7% 1,341.75 Range 17.00 25.25 8.25 48.5% 28.00 ATR 18.00 18.52 0.52 2.9% 0.00 Volume 1,678,156 2,252,331 574,175 34.2% 7,701,777
Daily Pivots for day following 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1,417.50 1,405.00 1,355.75 R3 1,392.25 1,379.75 1,348.75 R2 1,367.00 1,367.00 1,346.50 R1 1,354.50 1,354.50 1,344.00 1,348.00 PP 1,341.75 1,341.75 1,341.75 1,338.75 S1 1,329.25 1,329.25 1,339.50 1,323.00 S2 1,316.50 1,316.50 1,337.00 S3 1,291.25 1,304.00 1,334.75 S4 1,266.00 1,278.75 1,327.75	Weekly Pivots for week ending 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1,425.00 1,411.25 1,357.25 R3 1,397.00 1,383.25 1,349.50 R2 1,369.00 1,369.00 1,347.00 R1 1,355.25 1,355.25 1,344.25 1,362.00 PP 1,341.00 1,341.00 1,341.00 1,344.25 S1 1,327.25 1,327.25 1,339.25 1,334.00 S2 1,313.00 1,313.00 1,336.50 S3 1,285.00 1,299.25 1,334.00 S4 1,257.00 1,271.25 1,326.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,354.50 1,312.50 42.00 3.1% 18.00 1.3% 70% True False 1,931,278 10 1,354.50 1,257.00 97.50 7.3% 19.00 1.4% 87% True False 1,961,459 20 1,354.50 1,252.25 102.25 7.6% 19.50 1.4% 88% True False 2,273,999 40 1,354.50 1,252.25 102.25 7.6% 18.00 1.3% 88% True False 1,174,865 60 1,367.50 1,252.25 115.25 8.6% 17.25 1.3% 78% False False 783,858 80 1,367.50 1,237.25 130.25 9.7% 16.75 1.2% 80% False False 588,158 100 1,367.50 1,237.25 130.25 9.7% 17.25 1.3% 80% False False 470,541 120 1,367.50 1,237.25 130.25 9.7% 16.50 1.2% 80% False False 392,119
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.93 Widest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 1,461.75 2.618 1,420.50 1.618 1,395.25 1.000 1,379.75 0.618 1,370.00 HIGH 1,354.50 0.618 1,344.75 0.500 1,342.00 0.382 1,339.00 LOW 1,329.25 0.618 1,313.75 1.000 1,304.00 1.618 1,288.50 2.618 1,263.25 4.250 1,222.00
Fisher Pivots for day following 08-Jul-2011 Pivot 1 day 3 day R1 1,342.00 1,341.25 PP 1,341.75 1,341.00 S1 1,341.75 1,340.50

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