E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary Previous Current 25-Jul-2011 26-Jul-2011 Change Change % Previous Week Open 1,330.00 1,333.50 3.50 0.3% 1,314.50 High 1,340.25 1,339.75 -0.50 0.0% 1,347.75 Low 1,322.00 1,325.50 3.50 0.3% 1,291.25 Close 1,333.50 1,326.25 -7.25 -0.5% 1,341.00 Range 18.25 14.25 -4.00 -21.9% 56.50 ATR 19.80 19.40 -0.40 -2.0% 0.00 Volume 1,638,213 1,697,586 59,373 3.6% 8,973,146
Daily Pivots for day following 26-Jul-2011 Classic Woodie Camarilla DeMark R4 1,373.25 1,364.00 1,334.00 R3 1,359.00 1,349.75 1,330.25 R2 1,344.75 1,344.75 1,328.75 R1 1,335.50 1,335.50 1,327.50 1,333.00 PP 1,330.50 1,330.50 1,330.50 1,329.25 S1 1,321.25 1,321.25 1,325.00 1,318.75 S2 1,316.25 1,316.25 1,323.75 S3 1,302.00 1,307.00 1,322.25 S4 1,287.75 1,292.75 1,318.50	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1,496.25 1,475.00 1,372.00 R3 1,439.75 1,418.50 1,356.50 R2 1,383.25 1,383.25 1,351.25 R1 1,362.00 1,362.00 1,346.25 1,372.50 PP 1,326.75 1,326.75 1,326.75 1,332.00 S1 1,305.50 1,305.50 1,335.75 1,316.00 S2 1,270.25 1,270.25 1,330.75 S3 1,213.75 1,249.00 1,325.50 S4 1,157.25 1,192.50 1,310.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,347.75 1,315.00 32.75 2.5% 17.25 1.3% 34% False False 1,681,054 10 1,347.75 1,291.25 56.50 4.3% 19.00 1.4% 62% False False 1,979,833 20 1,354.50 1,271.50 83.00 6.3% 19.50 1.5% 66% False False 2,051,929 40 1,354.50 1,252.25 102.25 7.7% 19.50 1.5% 72% False False 1,801,697 60 1,367.50 1,252.25 115.25 8.7% 18.50 1.4% 64% False False 1,202,060 80 1,367.50 1,252.25 115.25 8.7% 17.25 1.3% 64% False False 901,942 100 1,367.50 1,237.25 130.25 9.8% 17.75 1.3% 68% False False 721,672 120 1,367.50 1,237.25 130.25 9.8% 17.00 1.3% 68% False False 601,402
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.20 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,400.25 2.618 1,377.00 1.618 1,362.75 1.000 1,354.00 0.618 1,348.50 HIGH 1,339.75 0.618 1,334.25 0.500 1,332.50 0.382 1,331.00 LOW 1,325.50 0.618 1,316.75 1.000 1,311.25 1.618 1,302.50 2.618 1,288.25 4.250 1,265.00
Fisher Pivots for day following 26-Jul-2011 Pivot 1 day 3 day R1 1,332.50 1,335.00 PP 1,330.50 1,332.00 S1 1,328.50 1,329.00

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