E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary Previous Current 08-Jul-2011 11-Jul-2011 Change Change % Previous Week Open 1,351.50 1,339.25 -12.25 -0.9% 1,334.50 High 1,354.50 1,339.50 -15.00 -1.1% 1,354.50 Low 1,329.25 1,311.75 -17.50 -1.3% 1,326.50 Close 1,341.75 1,318.50 -23.25 -1.7% 1,341.75 Range 25.25 27.75 2.50 9.9% 28.00 ATR 18.52 19.34 0.82 4.4% 0.00 Volume 2,252,331 2,427,261 174,930 7.8% 7,701,777
Daily Pivots for day following 11-Jul-2011 Classic Woodie Camarilla DeMark R4 1,406.50 1,390.25 1,333.75 R3 1,378.75 1,362.50 1,326.25 R2 1,351.00 1,351.00 1,323.50 R1 1,334.75 1,334.75 1,321.00 1,329.00 PP 1,323.25 1,323.25 1,323.25 1,320.50 S1 1,307.00 1,307.00 1,316.00 1,301.25 S2 1,295.50 1,295.50 1,313.50 S3 1,267.75 1,279.25 1,310.75 S4 1,240.00 1,251.50 1,303.25	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 1,311.75 42.75 3.2% 18.75 1.4% 16% False True 2,025,807 10 1,354.50 1,257.00 97.50 7.4% 19.25 1.5% 63% False False 2,034,215 20 1,354.50 1,252.25 102.25 7.8% 19.75 1.5% 65% False False 2,277,585 40 1,354.50 1,252.25 102.25 7.8% 18.25 1.4% 65% False False 1,235,522 60 1,367.50 1,252.25 115.25 8.7% 17.50 1.3% 57% False False 824,290 80 1,367.50 1,237.25 130.25 9.9% 16.75 1.3% 62% False False 618,497 100 1,367.50 1,237.25 130.25 9.9% 17.50 1.3% 62% False False 494,813 120 1,367.50 1,237.25 130.25 9.9% 16.75 1.3% 62% False False 412,346
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.10 Widest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 1,457.50 2.618 1,412.25 1.618 1,384.50 1.000 1,367.25 0.618 1,356.75 HIGH 1,339.50 0.618 1,329.00 0.500 1,325.50 0.382 1,322.25 LOW 1,311.75 0.618 1,294.50 1.000 1,284.00 1.618 1,266.75 2.618 1,239.00 4.250 1,193.75
Fisher Pivots for day following 11-Jul-2011 Pivot 1 day 3 day R1 1,325.50 1,333.00 PP 1,323.25 1,328.25 S1 1,321.00 1,323.50

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