E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary Previous Current 26-Jul-2011 27-Jul-2011 Change Change % Previous Week Open 1,333.50 1,326.00 -7.50 -0.6% 1,314.50 High 1,339.75 1,328.50 -11.25 -0.8% 1,347.75 Low 1,325.50 1,298.00 -27.50 -2.1% 1,291.25 Close 1,326.25 1,299.00 -27.25 -2.1% 1,341.00 Range 14.25 30.50 16.25 114.0% 56.50 ATR 19.40 20.19 0.79 4.1% 0.00 Volume 1,697,586 2,535,676 838,090 49.4% 8,973,146
Daily Pivots for day following 27-Jul-2011 Classic Woodie Camarilla DeMark R4 1,400.00 1,380.00 1,315.75 R3 1,369.50 1,349.50 1,307.50 R2 1,339.00 1,339.00 1,304.50 R1 1,319.00 1,319.00 1,301.75 1,313.75 PP 1,308.50 1,308.50 1,308.50 1,306.00 S1 1,288.50 1,288.50 1,296.25 1,283.25 S2 1,278.00 1,278.00 1,293.50 S3 1,247.50 1,258.00 1,290.50 S4 1,217.00 1,227.50 1,282.25	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 1,298.00 49.75 3.8% 21.25 1.6% 2% False True 1,860,725 10 1,347.75 1,291.25 56.50 4.3% 20.00 1.5% 14% False False 2,001,891 20 1,354.50 1,291.25 63.25 4.9% 19.75 1.5% 12% False False 2,083,069 40 1,354.50 1,252.25 102.25 7.9% 19.75 1.5% 46% False False 1,865,009 60 1,354.50 1,252.25 102.25 7.9% 18.75 1.4% 46% False False 1,244,308 80 1,367.50 1,252.25 115.25 8.9% 17.50 1.3% 41% False False 933,628 100 1,367.50 1,237.25 130.25 10.0% 17.75 1.4% 47% False False 747,028 120 1,367.50 1,237.25 130.25 10.0% 17.25 1.3% 47% False False 622,532
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 5.10 Widest range in 39 trading days	Fibonacci Retracements and Extensions 4.250 1,458.00 2.618 1,408.25 1.618 1,377.75 1.000 1,359.00 0.618 1,347.25 HIGH 1,328.50 0.618 1,316.75 0.500 1,313.25 0.382 1,309.75 LOW 1,298.00 0.618 1,279.25 1.000 1,267.50 1.618 1,248.75 2.618 1,218.25 4.250 1,168.50
Fisher Pivots for day following 27-Jul-2011 Pivot 1 day 3 day R1 1,313.25 1,319.00 PP 1,308.50 1,312.50 S1 1,303.75 1,305.75

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