E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary Previous Current 19-Sep-2011 20-Sep-2011 Change Change % Previous Week Open 1,199.25 1,196.75 -2.50 -0.2% 1,136.00 High 1,203.75 1,214.50 10.75 0.9% 1,214.00 Low 1,181.50 1,185.25 3.75 0.3% 1,123.50 Close 1,197.75 1,196.00 -1.75 -0.1% 1,211.75 Range 22.25 29.25 7.00 31.5% 90.50 ATR 34.48 34.11 -0.37 -1.1% 0.00 Volume 2,446,620 2,595,393 148,773 6.1% 16,521,446
Daily Pivots for day following 20-Sep-2011 Classic Woodie Camarilla DeMark R4 1,286.25 1,270.50 1,212.00 R3 1,257.00 1,241.25 1,204.00 R2 1,227.75 1,227.75 1,201.25 R1 1,212.00 1,212.00 1,198.75 1,205.25 PP 1,198.50 1,198.50 1,198.50 1,195.25 S1 1,182.75 1,182.75 1,193.25 1,176.00 S2 1,169.25 1,169.25 1,190.75 S3 1,140.00 1,153.50 1,188.00 S4 1,110.75 1,124.25 1,180.00	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 1,214.50 1,148.00 66.50 5.6% 29.75 2.5% 72% True False 2,852,223 10 1,214.50 1,123.50 91.00 7.6% 32.00 2.7% 80% True False 2,630,095 20 1,223.75 1,113.00 110.75 9.3% 32.75 2.7% 75% False False 1,326,457 40 1,334.00 1,071.50 262.50 21.9% 38.50 3.2% 47% False False 666,213 60 1,348.75 1,071.50 277.25 23.2% 32.00 2.7% 45% False False 444,651 80 1,348.75 1,071.50 277.25 23.2% 28.25 2.4% 45% False False 333,614 100 1,361.00 1,071.50 289.50 24.2% 25.75 2.2% 43% False False 266,925 120 1,361.00 1,071.50 289.50 24.2% 23.25 1.9% 43% False False 222,472
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 8.70 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,338.75 2.618 1,291.00 1.618 1,261.75 1.000 1,243.75 0.618 1,232.50 HIGH 1,214.50 0.618 1,203.25 0.500 1,200.00 0.382 1,196.50 LOW 1,185.25 0.618 1,167.25 1.000 1,156.00 1.618 1,138.00 2.618 1,108.75 4.250 1,061.00
Fisher Pivots for day following 20-Sep-2011 Pivot 1 day 3 day R1 1,200.00 1,198.00 PP 1,198.50 1,197.25 S1 1,197.25 1,196.75

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