E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary Previous Current 10-Aug-2011 11-Aug-2011 Change Change % Previous Week Open 1,166.25 1,116.75 -49.50 -4.2% 1,295.25 High 1,173.00 1,178.00 5.00 0.4% 1,304.00 Low 1,108.50 1,097.50 -11.00 -1.0% 1,158.00 Close 1,117.75 1,162.75 45.00 4.0% 1,192.00 Range 64.50 80.50 16.00 24.8% 146.00 ATR 39.02 41.99 2.96 7.6% 0.00 Volume 14,195 9,963 -4,232 -29.8% 23,592
Daily Pivots for day following 11-Aug-2011 Classic Woodie Camarilla DeMark R4 1,387.50 1,355.75 1,207.00 R3 1,307.00 1,275.25 1,185.00 R2 1,226.50 1,226.50 1,177.50 R1 1,194.75 1,194.75 1,170.25 1,210.50 PP 1,146.00 1,146.00 1,146.00 1,154.00 S1 1,114.25 1,114.25 1,155.25 1,130.00 S2 1,065.50 1,065.50 1,148.00 S3 985.00 1,033.75 1,140.50 S4 904.50 953.25 1,118.50	Weekly Pivots for week ending 05-Aug-2011 Classic Woodie Camarilla DeMark R4 1,656.00 1,570.00 1,272.25 R3 1,510.00 1,424.00 1,232.25 R2 1,364.00 1,364.00 1,218.75 R1 1,278.00 1,278.00 1,205.50 1,248.00 PP 1,218.00 1,218.00 1,218.00 1,203.00 S1 1,132.00 1,132.00 1,178.50 1,102.00 S2 1,072.00 1,072.00 1,165.25 S3 926.00 986.00 1,151.75 S4 780.00 840.00 1,111.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,213.00 1,071.50 141.50 12.2% 75.50 6.5% 64% False False 12,193 10 1,304.00 1,071.50 232.50 20.0% 57.25 4.9% 39% False False 7,366 20 1,342.00 1,071.50 270.50 23.3% 38.25 3.3% 34% False False 4,696 40 1,348.75 1,071.50 277.25 23.8% 28.75 2.5% 33% False False 2,902 60 1,348.75 1,071.50 277.25 23.8% 24.25 2.1% 33% False False 2,041 80 1,361.00 1,071.50 289.50 24.9% 22.00 1.9% 32% False False 1,581 100 1,361.00 1,071.50 289.50 24.9% 19.75 1.7% 32% False False 1,290 120 1,361.00 1,071.50 289.50 24.9% 18.00 1.5% 32% False False 1,092
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 13.73 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,520.00 2.618 1,388.75 1.618 1,308.25 1.000 1,258.50 0.618 1,227.75 HIGH 1,178.00 0.618 1,147.25 0.500 1,137.75 0.382 1,128.25 LOW 1,097.50 0.618 1,047.75 1.000 1,017.00 1.618 967.25 2.618 886.75 4.250 755.50
Fisher Pivots for day following 11-Aug-2011 Pivot 1 day 3 day R1 1,154.50 1,150.00 PP 1,146.00 1,137.50 S1 1,137.75 1,124.75

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