E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary Previous Current 09-Sep-2011 12-Sep-2011 Change Change % Previous Week Open 1,185.75 1,143.50 -42.25 -3.6% 1,165.00 High 1,194.00 1,164.00 -30.00 -2.5% 1,203.75 Low 1,146.75 1,129.50 -17.25 -1.5% 1,136.00 Close 1,158.00 1,163.25 5.25 0.5% 1,158.00 Range 47.25 34.50 -12.75 -27.0% 67.75 ATR 36.40 36.26 -0.14 -0.4% 0.00 Volume 1,612,129 1,148,718 -463,411 -28.7% 8,753,350
Daily Pivots for day following 12-Sep-2011 Classic Woodie Camarilla DeMark R4 1,255.75 1,244.00 1,182.25 R3 1,221.25 1,209.50 1,172.75 R2 1,186.75 1,186.75 1,169.50 R1 1,175.00 1,175.00 1,166.50 1,181.00 PP 1,152.25 1,152.25 1,152.25 1,155.25 S1 1,140.50 1,140.50 1,160.00 1,146.50 S2 1,117.75 1,117.75 1,157.00 S3 1,083.25 1,106.00 1,153.75 S4 1,048.75 1,071.50 1,144.25	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1,369.25 1,331.25 1,195.25 R3 1,301.50 1,263.50 1,176.75 R2 1,233.75 1,233.75 1,170.50 R1 1,195.75 1,195.75 1,164.25 1,181.00 PP 1,166.00 1,166.00 1,166.00 1,158.50 S1 1,128.00 1,128.00 1,151.75 1,113.00 S2 1,098.25 1,098.25 1,145.50 S3 1,030.50 1,060.25 1,139.25 S4 962.75 992.50 1,120.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,203.75 1,129.50 74.25 6.4% 34.00 2.9% 45% False True 1,980,413 10 1,229.75 1,129.50 100.25 8.6% 32.25 2.8% 34% False True 2,254,423 20 1,229.75 1,111.25 118.50 10.2% 34.50 3.0% 44% False False 2,571,515 40 1,347.75 1,077.00 270.75 23.3% 37.25 3.2% 32% False False 2,906,726 60 1,354.50 1,077.00 277.50 23.9% 31.50 2.7% 31% False False 2,665,967 80 1,354.50 1,077.00 277.50 23.9% 28.00 2.4% 31% False False 2,200,650 100 1,367.50 1,077.00 290.50 25.0% 25.50 2.2% 30% False False 1,760,942 120 1,367.50 1,077.00 290.50 25.0% 23.50 2.0% 30% False False 1,467,698
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 True Bull Hook False Stretch 5.90 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,310.50 2.618 1,254.25 1.618 1,219.75 1.000 1,198.50 0.618 1,185.25 HIGH 1,164.00 0.618 1,150.75 0.500 1,146.75 0.382 1,142.75 LOW 1,129.50 0.618 1,108.25 1.000 1,095.00 1.618 1,073.75 2.618 1,039.25 4.250 983.00
Fisher Pivots for day following 12-Sep-2011 Pivot 1 day 3 day R1 1,157.75 1,166.50 PP 1,152.25 1,165.50 S1 1,146.75 1,164.50

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