E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary Previous Current 02-Sep-2011 06-Sep-2011 Change Change % Previous Week Open 1,201.00 1,165.00 -36.00 -3.0% 1,175.50 High 1,203.25 1,166.75 -36.50 -3.0% 1,229.75 Low 1,168.50 1,136.00 -32.50 -2.8% 1,168.50 Close 1,169.25 1,164.50 -4.75 -0.4% 1,169.25 Range 34.75 30.75 -4.00 -11.5% 61.25 ATR 36.94 36.68 -0.26 -0.7% 0.00 Volume 2,426,867 2,427,798 931 0.0% 12,642,167
Daily Pivots for day following 06-Sep-2011 Classic Woodie Camarilla DeMark R4 1,248.00 1,237.00 1,181.50 R3 1,217.25 1,206.25 1,173.00 R2 1,186.50 1,186.50 1,170.25 R1 1,175.50 1,175.50 1,167.25 1,165.50 PP 1,155.75 1,155.75 1,155.75 1,150.75 S1 1,144.75 1,144.75 1,161.75 1,135.00 S2 1,125.00 1,125.00 1,158.75 S3 1,094.25 1,114.00 1,156.00 S4 1,063.50 1,083.25 1,147.50	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 1,136.00 93.75 8.1% 29.50 2.5% 30% False True 2,647,421 10 1,229.75 1,118.50 111.25 9.6% 34.25 2.9% 41% False False 2,726,501 20 1,229.75 1,077.00 152.75 13.1% 41.75 3.6% 57% False False 3,115,453 40 1,347.75 1,077.00 270.75 23.3% 36.00 3.1% 32% False False 2,979,316 60 1,354.50 1,077.00 277.50 23.8% 30.50 2.6% 32% False False 2,745,406 80 1,354.50 1,077.00 277.50 23.8% 27.00 2.3% 32% False False 2,107,419 100 1,367.50 1,077.00 290.50 24.9% 24.75 2.1% 30% False False 1,686,301 120 1,367.50 1,077.00 290.50 24.9% 23.00 2.0% 30% False False 1,405,437
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 9.28 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,297.50 2.618 1,247.25 1.618 1,216.50 1.000 1,197.50 0.618 1,185.75 HIGH 1,166.75 0.618 1,155.00 0.500 1,151.50 0.382 1,147.75 LOW 1,136.00 0.618 1,117.00 1.000 1,105.25 1.618 1,086.25 2.618 1,055.50 4.250 1,005.25
Fisher Pivots for day following 06-Sep-2011 Pivot 1 day 3 day R1 1,160.00 1,182.25 PP 1,155.75 1,176.25 S1 1,151.50 1,170.50

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