E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary Previous Current 27-Jul-2011 28-Jul-2011 Change Change % Previous Week Open 1,326.00 1,299.25 -26.75 -2.0% 1,314.50 High 1,328.50 1,313.00 -15.50 -1.2% 1,347.75 Low 1,298.00 1,295.25 -2.75 -0.2% 1,291.25 Close 1,299.00 1,296.75 -2.25 -0.2% 1,341.00 Range 30.50 17.75 -12.75 -41.8% 56.50 ATR 20.19 20.02 -0.17 -0.9% 0.00 Volume 2,535,676 2,337,691 -197,985 -7.8% 8,973,146
Daily Pivots for day following 28-Jul-2011 Classic Woodie Camarilla DeMark R4 1,355.00 1,343.50 1,306.50 R3 1,337.25 1,325.75 1,301.75 R2 1,319.50 1,319.50 1,300.00 R1 1,308.00 1,308.00 1,298.50 1,305.00 PP 1,301.75 1,301.75 1,301.75 1,300.00 S1 1,290.25 1,290.25 1,295.00 1,287.00 S2 1,284.00 1,284.00 1,293.50 S3 1,266.25 1,272.50 1,291.75 S4 1,248.50 1,254.75 1,287.00	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 1,295.25 52.50 4.0% 19.25 1.5% 3% False True 1,866,009 10 1,347.75 1,291.25 56.50 4.4% 19.75 1.5% 10% False False 1,947,882 20 1,354.50 1,291.25 63.25 4.9% 20.00 1.5% 9% False False 2,075,535 40 1,354.50 1,252.25 102.25 7.9% 19.25 1.5% 44% False False 1,923,361 60 1,354.50 1,252.25 102.25 7.9% 18.75 1.4% 44% False False 1,283,240 80 1,367.50 1,252.25 115.25 8.9% 17.50 1.4% 39% False False 962,823 100 1,367.50 1,237.25 130.25 10.0% 17.75 1.4% 46% False False 770,404 120 1,367.50 1,237.25 130.25 10.0% 17.25 1.3% 46% False False 642,013
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 4.48 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,388.50 2.618 1,359.50 1.618 1,341.75 1.000 1,330.75 0.618 1,324.00 HIGH 1,313.00 0.618 1,306.25 0.500 1,304.00 0.382 1,302.00 LOW 1,295.25 0.618 1,284.25 1.000 1,277.50 1.618 1,266.50 2.618 1,248.75 4.250 1,219.75
Fisher Pivots for day following 28-Jul-2011 Pivot 1 day 3 day R1 1,304.00 1,317.50 PP 1,301.75 1,310.50 S1 1,299.25 1,303.75

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