E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary Previous Current 14-Sep-2011 15-Sep-2011 Change Change % Previous Week Open 1,165.50 1,182.25 16.75 1.4% 1,161.00 High 1,196.25 1,205.50 9.25 0.8% 1,198.00 Low 1,148.00 1,175.75 27.75 2.4% 1,130.50 Close 1,182.25 1,204.25 22.00 1.9% 1,152.25 Range 48.25 29.75 -18.50 -38.3% 67.50 ATR 36.48 36.00 -0.48 -1.3% 0.00 Volume 3,543,308 3,016,144 -527,164 -14.9% 4,799,853
Daily Pivots for day following 15-Sep-2011 Classic Woodie Camarilla DeMark R4 1,284.50 1,274.00 1,220.50 R3 1,254.75 1,244.25 1,212.50 R2 1,225.00 1,225.00 1,209.75 R1 1,214.50 1,214.50 1,207.00 1,219.75 PP 1,195.25 1,195.25 1,195.25 1,197.75 S1 1,184.75 1,184.75 1,201.50 1,190.00 S2 1,165.50 1,165.50 1,198.75 S3 1,135.75 1,155.00 1,196.00 S4 1,106.00 1,125.25 1,188.00	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1,362.75 1,325.00 1,189.50 R3 1,295.25 1,257.50 1,170.75 R2 1,227.75 1,227.75 1,164.50 R1 1,190.00 1,190.00 1,158.50 1,175.00 PP 1,160.25 1,160.25 1,160.25 1,152.75 S1 1,122.50 1,122.50 1,146.00 1,107.50 S2 1,092.75 1,092.75 1,140.00 S3 1,025.25 1,055.00 1,133.75 S4 957.75 987.50 1,115.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,205.50 1,123.50 82.00 6.8% 38.25 3.2% 98% True False 3,405,394 10 1,222.00 1,123.50 98.50 8.2% 34.00 2.8% 82% False False 1,872,397 20 1,223.75 1,105.75 118.00 9.8% 36.00 3.0% 83% False False 942,383 40 1,342.00 1,071.50 270.50 22.5% 38.00 3.2% 49% False False 473,845 60 1,348.75 1,071.50 277.25 23.0% 31.75 2.6% 48% False False 316,342 80 1,348.75 1,071.50 277.25 23.0% 28.00 2.3% 48% False False 237,345 100 1,361.00 1,071.50 289.50 24.0% 25.25 2.1% 46% False False 189,910 120 1,361.00 1,071.50 289.50 24.0% 23.00 1.9% 46% False False 158,294
Crabel Price Patterns NR True NR4 True NR5 True 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 7.60 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,332.00 2.618 1,283.50 1.618 1,253.75 1.000 1,235.25 0.618 1,224.00 HIGH 1,205.50 0.618 1,194.25 0.500 1,190.50 0.382 1,187.00 LOW 1,175.75 0.618 1,157.25 1.000 1,146.00 1.618 1,127.50 2.618 1,097.75 4.250 1,049.25
Fisher Pivots for day following 15-Sep-2011 Pivot 1 day 3 day R1 1,199.75 1,193.50 PP 1,195.25 1,183.00 S1 1,190.50 1,172.25

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