E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary Previous Current 24-Jun-2011 27-Jun-2011 Change Change % Previous Week Open 1,272.50 1,260.00 -12.50 -1.0% 1,262.00 High 1,280.25 1,274.50 -5.75 -0.4% 1,288.00 Low 1,256.25 1,252.00 -4.25 -0.3% 1,251.25 Close 1,258.50 1,271.00 12.50 1.0% 1,258.50 Range 24.00 22.50 -1.50 -6.3% 36.75 ATR 17.72 18.06 0.34 1.9% 0.00 Volume 2,130 2,489 359 16.9% 3,863
Daily Pivots for day following 27-Jun-2011 Classic Woodie Camarilla DeMark R4 1,333.25 1,324.75 1,283.50 R3 1,310.75 1,302.25 1,277.25 R2 1,288.25 1,288.25 1,275.00 R1 1,279.75 1,279.75 1,273.00 1,284.00 PP 1,265.75 1,265.75 1,265.75 1,268.00 S1 1,257.25 1,257.25 1,269.00 1,261.50 S2 1,243.25 1,243.25 1,267.00 S3 1,220.75 1,234.75 1,264.75 S4 1,198.25 1,212.25 1,258.50	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1,376.25 1,354.00 1,278.75 R3 1,339.50 1,317.25 1,268.50 R2 1,302.75 1,302.75 1,265.25 R1 1,280.50 1,280.50 1,261.75 1,273.25 PP 1,266.00 1,266.00 1,266.00 1,262.25 S1 1,243.75 1,243.75 1,255.25 1,236.50 S2 1,229.25 1,229.25 1,251.75 S3 1,192.50 1,207.00 1,248.50 S4 1,155.75 1,170.25 1,238.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,288.00 1,252.00 36.00 2.8% 20.75 1.6% 53% False True 1,206 10 1,288.00 1,247.50 40.50 3.2% 20.50 1.6% 58% False False 1,157 20 1,336.25 1,247.50 88.75 7.0% 17.75 1.4% 26% False False 629 40 1,361.00 1,247.50 113.50 8.9% 16.75 1.3% 21% False False 389 60 1,361.00 1,247.50 113.50 8.9% 15.00 1.2% 21% False False 334 80 1,361.00 1,232.00 129.00 10.1% 14.25 1.1% 30% False False 278 100 1,361.00 1,232.00 129.00 10.1% 11.50 0.9% 30% False False 225
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 4.93 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,370.00 2.618 1,333.50 1.618 1,311.00 1.000 1,297.00 0.618 1,288.50 HIGH 1,274.50 0.618 1,266.00 0.500 1,263.25 0.382 1,260.50 LOW 1,252.00 0.618 1,238.00 1.000 1,229.50 1.618 1,215.50 2.618 1,193.00 4.250 1,156.50
Fisher Pivots for day following 27-Jun-2011 Pivot 1 day 3 day R1 1,268.50 1,269.50 PP 1,265.75 1,267.75 S1 1,263.25 1,266.00

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