E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary Previous Current 20-Jul-2011 21-Jul-2011 Change Change % Previous Week Open 1,321.25 1,321.75 0.50 0.0% 1,339.25 High 1,329.75 1,343.50 13.75 1.0% 1,339.50 Low 1,319.25 1,315.00 -4.25 -0.3% 1,295.25 Close 1,321.25 1,342.50 21.25 1.6% 1,315.00 Range 10.50 28.50 18.00 171.4% 44.25 ATR 19.60 20.23 0.64 3.2% 0.00 Volume 1,637,321 2,311,271 673,950 41.2% 12,805,123
Daily Pivots for day following 21-Jul-2011 Classic Woodie Camarilla DeMark R4 1,419.25 1,409.25 1,358.25 R3 1,390.75 1,380.75 1,350.25 R2 1,362.25 1,362.25 1,347.75 R1 1,352.25 1,352.25 1,345.00 1,357.25 PP 1,333.75 1,333.75 1,333.75 1,336.00 S1 1,323.75 1,323.75 1,340.00 1,328.75 S2 1,305.25 1,305.25 1,337.25 S3 1,276.75 1,295.25 1,334.75 S4 1,248.25 1,266.75 1,326.75	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 1,343.50 1,291.25 52.25 3.9% 20.25 1.5% 98% True False 2,029,755 10 1,354.50 1,291.25 63.25 4.7% 22.50 1.7% 81% False False 2,290,971 20 1,354.50 1,257.00 97.50 7.3% 20.75 1.5% 88% False False 2,179,368 40 1,354.50 1,252.25 102.25 7.6% 19.50 1.4% 88% False False 1,690,626 60 1,367.50 1,252.25 115.25 8.6% 18.25 1.4% 78% False False 1,127,832 80 1,367.50 1,252.25 115.25 8.6% 17.00 1.3% 78% False False 846,299 100 1,367.50 1,237.25 130.25 9.7% 18.00 1.3% 81% False False 677,113 120 1,367.50 1,237.25 130.25 9.7% 17.25 1.3% 81% False False 564,263
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 3.98 Widest range in 35 trading days	Fibonacci Retracements and Extensions 4.250 1,464.50 2.618 1,418.00 1.618 1,389.50 1.000 1,372.00 0.618 1,361.00 HIGH 1,343.50 0.618 1,332.50 0.500 1,329.25 0.382 1,326.00 LOW 1,315.00 0.618 1,297.50 1.000 1,286.50 1.618 1,269.00 2.618 1,240.50 4.250 1,194.00
Fisher Pivots for day following 21-Jul-2011 Pivot 1 day 3 day R1 1,338.00 1,335.50 PP 1,333.75 1,328.75 S1 1,329.25 1,322.00

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