E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary Previous Current 01-Sep-2011 02-Sep-2011 Change Change % Previous Week Open 1,218.00 1,201.00 -17.00 -1.4% 1,175.50 High 1,228.50 1,203.25 -25.25 -2.1% 1,229.75 Low 1,200.75 1,168.50 -32.25 -2.7% 1,168.50 Close 1,201.25 1,169.25 -32.00 -2.7% 1,169.25 Range 27.75 34.75 7.00 25.2% 61.25 ATR 37.11 36.94 -0.17 -0.5% 0.00 Volume 2,656,315 2,426,867 -229,448 -8.6% 12,642,167
Daily Pivots for day following 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1,284.50 1,261.75 1,188.25 R3 1,249.75 1,227.00 1,178.75 R2 1,215.00 1,215.00 1,175.50 R1 1,192.25 1,192.25 1,172.50 1,186.25 PP 1,180.25 1,180.25 1,180.25 1,177.50 S1 1,157.50 1,157.50 1,166.00 1,151.50 S2 1,145.50 1,145.50 1,163.00 S3 1,110.75 1,122.75 1,159.75 S4 1,076.00 1,088.00 1,150.25	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1,373.00 1,332.25 1,203.00 R3 1,311.75 1,271.00 1,186.00 R2 1,250.50 1,250.50 1,180.50 R1 1,209.75 1,209.75 1,174.75 1,199.50 PP 1,189.25 1,189.25 1,189.25 1,184.00 S1 1,148.50 1,148.50 1,163.75 1,138.25 S2 1,128.00 1,128.00 1,158.00 S3 1,066.75 1,087.25 1,152.50 S4 1,005.50 1,026.00 1,135.50
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 1,168.50 61.25 5.2% 30.50 2.6% 1% False True 2,528,433 10 1,229.75 1,111.25 118.50 10.1% 34.75 3.0% 49% False False 2,753,528 20 1,229.75 1,077.00 152.75 13.1% 44.25 3.8% 60% False False 3,302,640 40 1,347.75 1,077.00 270.75 23.2% 35.75 3.1% 34% False False 2,979,303 60 1,354.50 1,077.00 277.50 23.7% 30.25 2.6% 33% False False 2,744,202 80 1,354.50 1,077.00 277.50 23.7% 27.00 2.3% 33% False False 2,077,084 100 1,367.50 1,077.00 290.50 24.8% 24.75 2.1% 32% False False 1,662,036 120 1,367.50 1,077.00 290.50 24.8% 23.00 2.0% 32% False False 1,385,206
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 10.18 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,351.00 2.618 1,294.25 1.618 1,259.50 1.000 1,238.00 0.618 1,224.75 HIGH 1,203.25 0.618 1,190.00 0.500 1,186.00 0.382 1,181.75 LOW 1,168.50 0.618 1,147.00 1.000 1,133.75 1.618 1,112.25 2.618 1,077.50 4.250 1,020.75
Fisher Pivots for day following 02-Sep-2011 Pivot 1 day 3 day R1 1,186.00 1,199.00 PP 1,180.25 1,189.25 S1 1,174.75 1,179.25

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