E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary Previous Current 23-Aug-2011 24-Aug-2011 Change Change % Previous Week Open 1,123.50 1,159.00 35.50 3.2% 1,179.75 High 1,160.75 1,176.75 16.00 1.4% 1,206.50 Low 1,118.50 1,142.50 24.00 2.1% 1,117.50 Close 1,158.50 1,172.00 13.50 1.2% 1,124.00 Range 42.25 34.25 -8.00 -18.9% 89.00 ATR 39.95 39.54 -0.41 -1.0% 0.00 Volume 3,338,118 2,604,968 -733,150 -22.0% 13,992,956
Daily Pivots for day following 24-Aug-2011 Classic Woodie Camarilla DeMark R4 1,266.50 1,253.50 1,190.75 R3 1,232.25 1,219.25 1,181.50 R2 1,198.00 1,198.00 1,178.25 R1 1,185.00 1,185.00 1,175.25 1,191.50 PP 1,163.75 1,163.75 1,163.75 1,167.00 S1 1,150.75 1,150.75 1,168.75 1,157.25 S2 1,129.50 1,129.50 1,165.75 S3 1,095.25 1,116.50 1,162.50 S4 1,061.00 1,082.25 1,153.25	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 1,190.00 1,111.25 78.75 6.7% 41.75 3.6% 77% False False 3,199,145 10 1,206.50 1,103.00 103.50 8.8% 40.50 3.5% 67% False False 2,981,688 20 1,313.00 1,077.00 236.00 20.1% 46.00 3.9% 40% False False 3,631,412 40 1,354.50 1,077.00 277.50 23.7% 33.00 2.8% 34% False False 2,857,240 60 1,354.50 1,077.00 277.50 23.7% 28.50 2.4% 34% False False 2,453,810 80 1,354.50 1,077.00 277.50 23.7% 25.50 2.2% 34% False False 1,841,084 100 1,367.50 1,077.00 290.50 24.8% 23.25 2.0% 33% False False 1,473,185 120 1,367.50 1,077.00 290.50 24.8% 22.50 1.9% 33% False False 1,227,759
Crabel Price Patterns NR True NR4 True NR5 True 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 9.95 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,322.25 2.618 1,266.50 1.618 1,232.25 1.000 1,211.00 0.618 1,198.00 HIGH 1,176.75 0.618 1,163.75 0.500 1,159.50 0.382 1,155.50 LOW 1,142.50 0.618 1,121.25 1.000 1,108.25 1.618 1,087.00 2.618 1,052.75 4.250 997.00
Fisher Pivots for day following 24-Aug-2011 Pivot 1 day 3 day R1 1,168.00 1,162.75 PP 1,163.75 1,153.25 S1 1,159.50 1,144.00

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