E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary Previous Current 21-Sep-2011 22-Sep-2011 Change Change % Previous Week Open 1,196.75 1,155.25 -41.50 -3.5% 1,136.00 High 1,203.75 1,159.00 -44.75 -3.7% 1,214.00 Low 1,155.00 1,106.75 -48.25 -4.2% 1,123.50 Close 1,155.75 1,123.50 -32.25 -2.8% 1,211.75 Range 48.75 52.25 3.50 7.2% 90.50 ATR 35.15 36.37 1.22 3.5% 0.00 Volume 3,254,771 4,733,306 1,478,535 45.4% 16,521,446
Daily Pivots for day following 22-Sep-2011 Classic Woodie Camarilla DeMark R4 1,286.50 1,257.25 1,152.25 R3 1,234.25 1,205.00 1,137.75 R2 1,182.00 1,182.00 1,133.00 R1 1,152.75 1,152.75 1,128.25 1,141.25 PP 1,129.75 1,129.75 1,129.75 1,124.00 S1 1,100.50 1,100.50 1,118.75 1,089.00 S2 1,077.50 1,077.50 1,114.00 S3 1,025.25 1,048.25 1,109.25 S4 973.00 996.00 1,094.75	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 1,106.75 107.75 9.6% 34.25 3.1% 16% False True 3,137,948 10 1,214.50 1,106.75 107.75 9.6% 36.25 3.2% 16% False True 3,271,671 20 1,223.75 1,106.75 117.00 10.4% 34.25 3.0% 14% False True 1,724,928 40 1,307.00 1,071.50 235.50 21.0% 39.75 3.5% 22% False False 865,796 60 1,348.75 1,071.50 277.25 24.7% 33.00 2.9% 19% False False 577,724 80 1,348.75 1,071.50 277.25 24.7% 29.25 2.6% 19% False False 433,465 100 1,348.75 1,071.50 277.25 24.7% 26.50 2.4% 19% False False 346,800 120 1,361.00 1,071.50 289.50 25.8% 24.00 2.1% 18% False False 289,039
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 9.35 Widest range in 24 trading days	Fibonacci Retracements and Extensions 4.250 1,381.00 2.618 1,295.75 1.618 1,243.50 1.000 1,211.25 0.618 1,191.25 HIGH 1,159.00 0.618 1,139.00 0.500 1,133.00 0.382 1,126.75 LOW 1,106.75 0.618 1,074.50 1.000 1,054.50 1.618 1,022.25 2.618 970.00 4.250 884.75
Fisher Pivots for day following 22-Sep-2011 Pivot 1 day 3 day R1 1,133.00 1,160.50 PP 1,129.75 1,148.25 S1 1,126.50 1,136.00

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