E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary Previous Current 05-Aug-2011 08-Aug-2011 Change Change % Previous Week Open 1,199.50 1,167.25 -32.25 -2.7% 1,306.00 High 1,219.00 1,189.00 -30.00 -2.5% 1,309.75 Low 1,163.25 1,109.50 -53.75 -4.6% 1,163.25 Close 1,197.75 1,111.25 -86.50 -7.2% 1,197.75 Range 55.75 79.50 23.75 42.6% 146.50 ATR 28.60 32.86 4.26 14.9% 0.00 Volume 5,085,610 6,171,543 1,085,933 21.4% 20,245,725
Daily Pivots for day following 08-Aug-2011 Classic Woodie Camarilla DeMark R4 1,375.00 1,322.75 1,155.00 R3 1,295.50 1,243.25 1,133.00 R2 1,216.00 1,216.00 1,125.75 R1 1,163.75 1,163.75 1,118.50 1,150.00 PP 1,136.50 1,136.50 1,136.50 1,129.75 S1 1,084.25 1,084.25 1,104.00 1,070.50 S2 1,057.00 1,057.00 1,096.75 S3 977.50 1,004.75 1,089.50 S4 898.00 925.25 1,067.50	Weekly Pivots for week ending 05-Aug-2011 Classic Woodie Camarilla DeMark R4 1,663.00 1,577.00 1,278.25 R3 1,516.50 1,430.50 1,238.00 R2 1,370.00 1,370.00 1,224.50 R1 1,284.00 1,284.00 1,211.25 1,253.75 PP 1,223.50 1,223.50 1,223.50 1,208.50 S1 1,137.50 1,137.50 1,184.25 1,107.25 S2 1,077.00 1,077.00 1,171.00 S3 930.50 991.00 1,157.50 S4 784.00 844.50 1,117.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,285.00 1,109.50 175.50 15.8% 54.50 4.9% 1% False True 4,679,430 10 1,339.75 1,109.50 230.25 20.7% 39.50 3.6% 1% False True 3,587,438 20 1,347.75 1,109.50 238.25 21.4% 30.00 2.7% 1% False True 2,843,180 40 1,354.50 1,109.50 245.00 22.0% 24.75 2.2% 1% False True 2,560,382 60 1,354.50 1,109.50 245.00 22.0% 22.25 2.0% 1% False True 1,771,408 80 1,367.50 1,109.50 258.00 23.2% 20.50 1.9% 1% False True 1,329,013 100 1,367.50 1,109.50 258.00 23.2% 19.25 1.7% 1% False True 1,063,433 120 1,367.50 1,109.50 258.00 23.2% 19.50 1.8% 1% False True 886,208
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 8.58 Widest range in 200 trading days	Fibonacci Retracements and Extensions 4.250 1,527.00 2.618 1,397.25 1.618 1,317.75 1.000 1,268.50 0.618 1,238.25 HIGH 1,189.00 0.618 1,158.75 0.500 1,149.25 0.382 1,139.75 LOW 1,109.50 0.618 1,060.25 1.000 1,030.00 1.618 980.75 2.618 901.25 4.250 771.50
Fisher Pivots for day following 08-Aug-2011 Pivot 1 day 3 day R1 1,149.25 1,187.00 PP 1,136.50 1,161.75 S1 1,124.00 1,136.50

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