E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary Previous Current 22-Aug-2011 23-Aug-2011 Change Change % Previous Week Open 1,122.00 1,123.50 1.50 0.1% 1,179.75 High 1,146.50 1,160.75 14.25 1.2% 1,206.50 Low 1,111.25 1,118.50 7.25 0.7% 1,117.50 Close 1,123.25 1,158.50 35.25 3.1% 1,124.00 Range 35.25 42.25 7.00 19.9% 89.00 ATR 39.77 39.95 0.18 0.4% 0.00 Volume 2,698,067 3,338,118 640,051 23.7% 13,992,956
Daily Pivots for day following 23-Aug-2011 Classic Woodie Camarilla DeMark R4 1,272.75 1,257.75 1,181.75 R3 1,230.50 1,215.50 1,170.00 R2 1,188.25 1,188.25 1,166.25 R1 1,173.25 1,173.25 1,162.25 1,180.75 PP 1,146.00 1,146.00 1,146.00 1,149.50 S1 1,131.00 1,131.00 1,154.75 1,138.50 S2 1,103.75 1,103.75 1,150.75 S3 1,061.50 1,088.75 1,147.00 S4 1,019.25 1,046.50 1,135.25	Weekly Pivots for week ending 19-Aug-2011 Classic Woodie Camarilla DeMark R4 1,416.25 1,359.25 1,173.00 R3 1,327.25 1,270.25 1,148.50 R2 1,238.25 1,238.25 1,140.25 R1 1,181.25 1,181.25 1,132.25 1,165.25 PP 1,149.25 1,149.25 1,149.25 1,141.50 S1 1,092.25 1,092.25 1,115.75 1,076.25 S2 1,060.25 1,060.25 1,107.75 S3 971.25 1,003.25 1,099.50 S4 882.25 914.25 1,075.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,206.50 1,111.25 95.25 8.2% 40.00 3.5% 50% False False 3,098,523 10 1,206.50 1,103.00 103.50 8.9% 43.50 3.8% 54% False False 3,210,312 20 1,328.50 1,077.00 251.50 21.7% 45.75 4.0% 32% False False 3,627,948 40 1,354.50 1,077.00 277.50 24.0% 32.75 2.8% 29% False False 2,839,938 60 1,354.50 1,077.00 277.50 24.0% 28.25 2.4% 29% False False 2,410,447 80 1,367.50 1,077.00 290.50 25.1% 25.25 2.2% 28% False False 1,808,532 100 1,367.50 1,077.00 290.50 25.1% 23.00 2.0% 28% False False 1,447,143 120 1,367.50 1,077.00 290.50 25.1% 22.50 1.9% 28% False False 1,206,051
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 9.08 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,340.25 2.618 1,271.25 1.618 1,229.00 1.000 1,203.00 0.618 1,186.75 HIGH 1,160.75 0.618 1,144.50 0.500 1,139.50 0.382 1,134.75 LOW 1,118.50 0.618 1,092.50 1.000 1,076.25 1.618 1,050.25 2.618 1,008.00 4.250 939.00
Fisher Pivots for day following 23-Aug-2011 Pivot 1 day 3 day R1 1,152.25 1,151.00 PP 1,146.00 1,143.50 S1 1,139.50 1,136.00

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