E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary Previous Current 27-Sep-2011 28-Sep-2011 Change Change % Previous Week Open 1,157.50 1,169.00 11.50 1.0% 1,199.25 High 1,190.00 1,181.75 -8.25 -0.7% 1,214.50 Low 1,155.00 1,143.50 -11.50 -1.0% 1,102.00 Close 1,169.50 1,148.75 -20.75 -1.8% 1,129.75 Range 35.00 38.25 3.25 9.3% 112.50 ATR 36.79 36.89 0.10 0.3% 0.00 Volume 3,246,492 2,798,516 -447,976 -13.8% 16,377,344
Daily Pivots for day following 28-Sep-2011 Classic Woodie Camarilla DeMark R4 1,272.75 1,249.00 1,169.75 R3 1,234.50 1,210.75 1,159.25 R2 1,196.25 1,196.25 1,155.75 R1 1,172.50 1,172.50 1,152.25 1,165.25 PP 1,158.00 1,158.00 1,158.00 1,154.50 S1 1,134.25 1,134.25 1,145.25 1,127.00 S2 1,119.75 1,119.75 1,141.75 S3 1,081.50 1,096.00 1,138.25 S4 1,043.25 1,057.75 1,127.75	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1,486.25 1,420.50 1,191.50 R3 1,373.75 1,308.00 1,160.75 R2 1,261.25 1,261.25 1,150.50 R1 1,195.50 1,195.50 1,140.00 1,172.00 PP 1,148.75 1,148.75 1,148.75 1,137.00 S1 1,083.00 1,083.00 1,119.50 1,059.50 S2 1,036.25 1,036.25 1,109.00 S3 923.75 970.50 1,098.75 S4 811.25 858.00 1,068.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,190.00 1,102.00 88.00 7.7% 41.25 3.6% 53% False False 3,442,121 10 1,214.50 1,102.00 112.50 9.8% 35.50 3.1% 42% False False 3,118,318 20 1,223.75 1,102.00 121.75 10.6% 34.75 3.0% 38% False False 2,345,133 40 1,258.25 1,071.50 186.75 16.3% 40.75 3.5% 41% False False 1,177,515 60 1,348.75 1,071.50 277.25 24.1% 34.50 3.0% 28% False False 785,620 80 1,348.75 1,071.50 277.25 24.1% 30.25 2.6% 28% False False 589,428 100 1,348.75 1,071.50 277.25 24.1% 27.50 2.4% 28% False False 471,564 120 1,361.00 1,071.50 289.50 25.2% 25.00 2.2% 27% False False 393,016
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 7.80 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,344.25 2.618 1,282.00 1.618 1,243.75 1.000 1,220.00 0.618 1,205.50 HIGH 1,181.75 0.618 1,167.25 0.500 1,162.50 0.382 1,158.00 LOW 1,143.50 0.618 1,119.75 1.000 1,105.25 1.618 1,081.50 2.618 1,043.25 4.250 981.00
Fisher Pivots for day following 28-Sep-2011 Pivot 1 day 3 day R1 1,162.50 1,152.50 PP 1,158.00 1,151.25 S1 1,153.50 1,150.00

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