E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary Previous Current 03-Aug-2011 04-Aug-2011 Change Change % Previous Week Open 1,248.25 1,254.25 6.00 0.5% 1,330.00 High 1,258.00 1,264.25 6.25 0.5% 1,340.25 Low 1,230.25 1,193.25 -37.00 -3.0% 1,278.75 Close 1,254.50 1,198.75 -55.75 -4.4% 1,288.50 Range 27.75 71.00 43.25 155.9% 61.50 ATR 23.09 26.52 3.42 14.8% 0.00 Volume 3,814,875 5,031,371 1,216,496 31.9% 11,095,327
Daily Pivots for day following 04-Aug-2011 Classic Woodie Camarilla DeMark R4 1,431.75 1,386.25 1,237.75 R3 1,360.75 1,315.25 1,218.25 R2 1,289.75 1,289.75 1,211.75 R1 1,244.25 1,244.25 1,205.25 1,231.50 PP 1,218.75 1,218.75 1,218.75 1,212.50 S1 1,173.25 1,173.25 1,192.25 1,160.50 S2 1,147.75 1,147.75 1,185.75 S3 1,076.75 1,102.25 1,179.25 S4 1,005.75 1,031.25 1,159.75	Weekly Pivots for week ending 29-Jul-2011 Classic Woodie Camarilla DeMark R4 1,487.00 1,449.25 1,322.25 R3 1,425.50 1,387.75 1,305.50 R2 1,364.00 1,364.00 1,299.75 R1 1,326.25 1,326.25 1,294.25 1,314.50 PP 1,302.50 1,302.50 1,302.50 1,296.50 S1 1,264.75 1,264.75 1,282.75 1,253.00 S2 1,241.00 1,241.00 1,277.25 S3 1,179.50 1,203.25 1,271.50 S4 1,118.00 1,141.75 1,254.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,309.75 1,193.25 116.50 9.7% 39.75 3.3% 5% False True 3,609,255 10 1,347.75 1,193.25 154.50 12.9% 29.50 2.5% 4% False True 2,737,632 20 1,354.50 1,193.25 161.25 13.5% 26.00 2.2% 3% False True 2,514,302 40 1,354.50 1,193.25 161.25 13.5% 22.50 1.9% 3% False True 2,362,303 60 1,354.50 1,193.25 161.25 13.5% 20.50 1.7% 3% False True 1,583,819 80 1,367.50 1,193.25 174.25 14.5% 19.25 1.6% 3% False True 1,188,327 100 1,367.50 1,193.25 174.25 14.5% 18.75 1.6% 3% False True 950,864 120 1,367.50 1,193.25 174.25 14.5% 18.50 1.5% 3% False True 792,398
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 5.90 Widest range in 198 trading days	Fibonacci Retracements and Extensions 4.250 1,566.00 2.618 1,450.25 1.618 1,379.25 1.000 1,335.25 0.618 1,308.25 HIGH 1,264.25 0.618 1,237.25 0.500 1,228.75 0.382 1,220.25 LOW 1,193.25 0.618 1,149.25 1.000 1,122.25 1.618 1,078.25 2.618 1,007.25 4.250 891.50
Fisher Pivots for day following 04-Aug-2011 Pivot 1 day 3 day R1 1,228.75 1,239.00 PP 1,218.75 1,225.75 S1 1,208.75 1,212.25

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