E-mini S&P 500 Future December 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 1,182.25 1,203.00 20.75 1.8% 1,136.00 High 1,205.50 1,214.00 8.50 0.7% 1,214.00 Low 1,175.75 1,194.75 19.00 1.6% 1,123.50 Close 1,204.25 1,211.75 7.50 0.6% 1,211.75 Range 29.75 19.25 -10.50 -35.3% 90.50 ATR 36.00 34.81 -1.20 -3.3% 0.00 Volume 3,016,144 2,659,652 -356,492 -11.8% 16,521,446
Daily Pivots for day following 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1,264.50 1,257.50 1,222.25 R3 1,245.25 1,238.25 1,217.00 R2 1,226.00 1,226.00 1,215.25 R1 1,219.00 1,219.00 1,213.50 1,222.50 PP 1,206.75 1,206.75 1,206.75 1,208.50 S1 1,199.75 1,199.75 1,210.00 1,203.25 S2 1,187.50 1,187.50 1,208.25 S3 1,168.25 1,180.50 1,206.50 S4 1,149.00 1,161.25 1,201.25	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1,454.50 1,423.75 1,261.50 R3 1,364.00 1,333.25 1,236.75 R2 1,273.50 1,273.50 1,228.25 R1 1,242.75 1,242.75 1,220.00 1,258.00 PP 1,183.00 1,183.00 1,183.00 1,190.75 S1 1,152.25 1,152.25 1,203.50 1,167.50 S2 1,092.50 1,092.50 1,195.25 S3 1,002.00 1,061.75 1,186.75 S4 911.50 971.25 1,162.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,214.00 1,123.50 90.50 7.5% 32.75 2.7% 98% True False 3,304,289 10 1,214.00 1,123.50 90.50 7.5% 33.25 2.8% 98% True False 2,135,497 20 1,223.75 1,105.75 118.00 9.7% 33.75 2.8% 90% False False 1,075,293 40 1,342.00 1,071.50 270.50 22.3% 38.00 3.1% 52% False False 540,328 60 1,348.75 1,071.50 277.25 22.9% 32.00 2.6% 51% False False 360,665 80 1,348.75 1,071.50 277.25 22.9% 28.00 2.3% 51% False False 270,590 100 1,361.00 1,071.50 289.50 23.9% 25.25 2.1% 48% False False 216,505 120 1,361.00 1,071.50 289.50 23.9% 23.00 1.9% 48% False False 180,457
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 7.43 Narrowest range in 35 trading days	Fibonacci Retracements and Extensions 4.250 1,295.75 2.618 1,264.50 1.618 1,245.25 1.000 1,233.25 0.618 1,226.00 HIGH 1,214.00 0.618 1,206.75 0.500 1,204.50 0.382 1,202.00 LOW 1,194.75 0.618 1,182.75 1.000 1,175.50 1.618 1,163.50 2.618 1,144.25 4.250 1,113.00
Fisher Pivots for day following 16-Sep-2011 Pivot 1 day 3 day R1 1,209.25 1,201.50 PP 1,206.75 1,191.25 S1 1,204.50 1,181.00

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