E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary Previous Current 11-Jul-2011 12-Jul-2011 Change Change % Previous Week Open 1,339.25 1,318.00 -21.25 -1.6% 1,334.50 High 1,339.50 1,323.25 -16.25 -1.2% 1,354.50 Low 1,311.75 1,295.25 -16.50 -1.3% 1,326.50 Close 1,318.50 1,310.75 -7.75 -0.6% 1,341.75 Range 27.75 28.00 0.25 0.9% 28.00 ATR 19.34 19.96 0.62 3.2% 0.00 Volume 2,427,261 2,888,474 461,213 19.0% 7,701,777
Daily Pivots for day following 12-Jul-2011 Classic Woodie Camarilla DeMark R4 1,393.75 1,380.25 1,326.25 R3 1,365.75 1,352.25 1,318.50 R2 1,337.75 1,337.75 1,316.00 R1 1,324.25 1,324.25 1,313.25 1,317.00 PP 1,309.75 1,309.75 1,309.75 1,306.00 S1 1,296.25 1,296.25 1,308.25 1,289.00 S2 1,281.75 1,281.75 1,305.50 S3 1,253.75 1,268.25 1,303.00 S4 1,225.75 1,240.25 1,295.25	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 1,295.25 59.25 4.5% 22.50 1.7% 26% False True 2,212,477 10 1,354.50 1,271.50 83.00 6.3% 19.75 1.5% 47% False False 2,124,025 20 1,354.50 1,252.25 102.25 7.8% 20.50 1.6% 57% False False 2,296,151 40 1,354.50 1,252.25 102.25 7.8% 18.25 1.4% 57% False False 1,307,713 60 1,367.50 1,252.25 115.25 8.8% 17.75 1.4% 51% False False 872,406 80 1,367.50 1,252.25 115.25 8.8% 16.75 1.3% 51% False False 654,601 100 1,367.50 1,237.25 130.25 9.9% 17.75 1.3% 56% False False 523,698 120 1,367.50 1,237.25 130.25 9.9% 16.75 1.3% 56% False False 436,416
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 2.83 Widest range in 18 trading days	Fibonacci Retracements and Extensions 4.250 1,442.25 2.618 1,396.50 1.618 1,368.50 1.000 1,351.25 0.618 1,340.50 HIGH 1,323.25 0.618 1,312.50 0.500 1,309.25 0.382 1,306.00 LOW 1,295.25 0.618 1,278.00 1.000 1,267.25 1.618 1,250.00 2.618 1,222.00 4.250 1,176.25
Fisher Pivots for day following 12-Jul-2011 Pivot 1 day 3 day R1 1,310.25 1,325.00 PP 1,309.75 1,320.25 S1 1,309.25 1,315.50

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