E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary Previous Current 19-Jul-2011 20-Jul-2011 Change Change % Previous Week Open 1,301.50 1,321.25 19.75 1.5% 1,339.25 High 1,324.25 1,329.75 5.50 0.4% 1,339.50 Low 1,300.25 1,319.25 19.00 1.5% 1,295.25 Close 1,321.25 1,321.25 0.00 0.0% 1,315.00 Range 24.00 10.50 -13.50 -56.3% 44.25 ATR 20.30 19.60 -0.70 -3.4% 0.00 Volume 2,098,625 1,637,321 -461,304 -22.0% 12,805,123
Daily Pivots for day following 20-Jul-2011 Classic Woodie Camarilla DeMark R4 1,355.00 1,348.50 1,327.00 R3 1,344.50 1,338.00 1,324.25 R2 1,334.00 1,334.00 1,323.25 R1 1,327.50 1,327.50 1,322.25 1,326.50 PP 1,323.50 1,323.50 1,323.50 1,323.00 S1 1,317.00 1,317.00 1,320.25 1,316.00 S2 1,313.00 1,313.00 1,319.25 S3 1,302.50 1,306.50 1,318.25 S4 1,292.00 1,296.00 1,315.50	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1,449.25 1,426.50 1,339.25 R3 1,405.00 1,382.25 1,327.25 R2 1,360.75 1,360.75 1,323.00 R1 1,338.00 1,338.00 1,319.00 1,327.25 PP 1,316.50 1,316.50 1,316.50 1,311.25 S1 1,293.75 1,293.75 1,311.00 1,283.00 S2 1,272.25 1,272.25 1,307.00 S3 1,228.00 1,249.50 1,302.75 S4 1,183.75 1,205.25 1,290.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,329.75 1,291.25 38.50 2.9% 18.75 1.4% 78% True False 2,143,057 10 1,354.50 1,291.25 63.25 4.8% 21.25 1.6% 47% False False 2,227,660 20 1,354.50 1,257.00 97.50 7.4% 20.00 1.5% 66% False False 2,157,275 40 1,354.50 1,252.25 102.25 7.7% 19.00 1.4% 67% False False 1,632,890 60 1,367.50 1,252.25 115.25 8.7% 18.00 1.4% 60% False False 1,089,341 80 1,367.50 1,252.25 115.25 8.7% 16.75 1.3% 60% False False 817,417 100 1,367.50 1,237.25 130.25 9.9% 18.00 1.4% 64% False False 654,001 120 1,367.50 1,237.25 130.25 9.9% 17.25 1.3% 64% False False 545,003
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False 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 3.33 Narrowest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 1,374.50 2.618 1,357.25 1.618 1,346.75 1.000 1,340.25 0.618 1,336.25 HIGH 1,329.75 0.618 1,325.75 0.500 1,324.50 0.382 1,323.25 LOW 1,319.25 0.618 1,312.75 1.000 1,308.75 1.618 1,302.25 2.618 1,291.75 4.250 1,274.50
Fisher Pivots for day following 20-Jul-2011 Pivot 1 day 3 day R1 1,324.50 1,317.75 PP 1,323.50 1,314.00 S1 1,322.25 1,310.50

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