E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary Previous Current 15-Sep-2011 16-Sep-2011 Change Change % Previous Week Open 1,189.00 1,210.00 21.00 1.8% 1,143.50 High 1,212.00 1,216.74 4.74 0.4% 1,216.74 Low 1,182.25 1,201.50 19.25 1.6% 1,129.50 Close 1,210.75 1,216.74 5.99 0.5% 1,216.74 Range 29.75 15.24 -14.51 -48.8% 87.24 ATR 36.32 34.81 -1.51 -4.1% 0.00 Volume 457,742 112,953 -344,789 -75.3% 3,716,683
Daily Pivots for day following 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1,257.50 1,252.25 1,225.00 R3 1,242.25 1,237.00 1,221.00 R2 1,227.00 1,227.00 1,219.50 R1 1,221.75 1,221.75 1,218.25 1,224.25 PP 1,211.75 1,211.75 1,211.75 1,213.00 S1 1,206.50 1,206.50 1,215.25 1,209.00 S2 1,196.50 1,196.50 1,214.00 S3 1,181.25 1,191.25 1,212.50 S4 1,166.00 1,176.00 1,208.25	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1,449.50 1,420.25 1,264.75 R3 1,362.25 1,333.00 1,240.75 R2 1,275.00 1,275.00 1,232.75 R1 1,245.75 1,245.75 1,224.75 1,260.25 PP 1,187.75 1,187.75 1,187.75 1,195.00 S1 1,158.50 1,158.50 1,208.75 1,173.00 S2 1,100.50 1,100.50 1,200.75 S3 1,013.25 1,071.25 1,192.75 S4 926.00 984.00 1,168.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,216.74 1,129.50 87.24 7.2% 32.00 2.6% 100% True False 743,336 10 1,216.74 1,129.50 87.24 7.2% 33.00 2.7% 100% True False 1,489,690 20 1,229.75 1,111.25 118.50 9.7% 34.00 2.8% 89% False False 2,178,194 40 1,347.75 1,077.00 270.75 22.3% 38.25 3.1% 52% False False 2,774,619 60 1,354.50 1,077.00 277.50 22.8% 32.25 2.7% 50% False False 2,576,202 80 1,354.50 1,077.00 277.50 22.8% 28.75 2.4% 50% False False 2,232,623 100 1,367.50 1,077.00 290.50 23.9% 26.25 2.2% 48% False False 1,786,547 120 1,367.50 1,077.00 290.50 23.9% 24.00 2.0% 48% False False 1,489,072
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 7.60 Narrowest range in 37 trading days	Fibonacci Retracements and Extensions 4.250 1,281.50 2.618 1,256.75 1.618 1,241.50 1.000 1,232.00 0.618 1,226.25 HIGH 1,216.75 0.618 1,211.00 0.500 1,209.00 0.382 1,207.25 LOW 1,201.50 0.618 1,192.00 1.000 1,186.25 1.618 1,176.75 2.618 1,161.50 4.250 1,136.75
Fisher Pivots for day following 16-Sep-2011 Pivot 1 day 3 day R1 1,214.25 1,206.25 PP 1,211.75 1,196.00 S1 1,209.00 1,185.50

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