E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary Previous Current 31-Aug-2011 01-Sep-2011 Change Change % Previous Week Open 1,204.25 1,218.00 13.75 1.1% 1,122.00 High 1,229.75 1,228.50 -1.25 -0.1% 1,188.50 Low 1,201.25 1,200.75 -0.50 0.0% 1,111.25 Close 1,217.75 1,201.25 -16.50 -1.4% 1,176.00 Range 28.50 27.75 -0.75 -2.6% 77.25 ATR 37.83 37.11 -0.72 -1.9% 0.00 Volume 3,150,698 2,656,315 -494,383 -15.7% 14,893,119
Daily Pivots for day following 01-Sep-2011 Classic Woodie Camarilla DeMark R4 1,293.50 1,275.00 1,216.50 R3 1,265.75 1,247.25 1,209.00 R2 1,238.00 1,238.00 1,206.25 R1 1,219.50 1,219.50 1,203.75 1,215.00 PP 1,210.25 1,210.25 1,210.25 1,207.75 S1 1,191.75 1,191.75 1,198.75 1,187.00 S2 1,182.50 1,182.50 1,196.25 S3 1,154.75 1,164.00 1,193.50 S4 1,127.00 1,136.25 1,186.00	Weekly Pivots for week ending 26-Aug-2011 Classic Woodie Camarilla DeMark R4 1,390.25 1,360.50 1,218.50 R3 1,313.00 1,283.25 1,197.25 R2 1,235.75 1,235.75 1,190.25 R1 1,206.00 1,206.00 1,183.00 1,221.00 PP 1,158.50 1,158.50 1,158.50 1,166.00 S1 1,128.75 1,128.75 1,169.00 1,143.50 S2 1,081.25 1,081.25 1,161.75 S3 1,004.00 1,051.50 1,154.75 S4 926.75 974.25 1,133.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,229.75 1,132.75 97.00 8.1% 33.00 2.7% 71% False False 2,653,797 10 1,229.75 1,111.25 118.50 9.9% 34.75 2.9% 76% False False 2,866,698 20 1,229.75 1,077.00 152.75 12.7% 45.25 3.8% 81% False False 3,435,577 40 1,354.50 1,077.00 277.50 23.1% 35.50 3.0% 45% False False 2,974,939 60 1,354.50 1,077.00 277.50 23.1% 30.00 2.5% 45% False False 2,720,061 80 1,354.50 1,077.00 277.50 23.1% 26.75 2.2% 45% False False 2,046,759 100 1,367.50 1,077.00 290.50 24.2% 24.50 2.0% 43% False False 1,637,777 120 1,367.50 1,077.00 290.50 24.2% 23.25 1.9% 43% False False 1,364,983
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 10.90 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,346.50 2.618 1,301.25 1.618 1,273.50 1.000 1,256.25 0.618 1,245.75 HIGH 1,228.50 0.618 1,218.00 0.500 1,214.50 0.382 1,211.25 LOW 1,200.75 0.618 1,183.50 1.000 1,173.00 1.618 1,155.75 2.618 1,128.00 4.250 1,082.75
Fisher Pivots for day following 01-Sep-2011 Pivot 1 day 3 day R1 1,214.50 1,211.50 PP 1,210.25 1,208.25 S1 1,205.75 1,204.75

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