E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary Previous Current 28-Sep-2011 29-Sep-2011 Change Change % Previous Week Open 1,169.00 1,148.25 -20.75 -1.8% 1,199.25 High 1,181.75 1,170.75 -11.00 -0.9% 1,214.50 Low 1,143.50 1,133.50 -10.00 -0.9% 1,102.00 Close 1,148.75 1,156.25 7.50 0.7% 1,129.75 Range 38.25 37.25 -1.00 -2.6% 112.50 ATR 36.89 36.92 0.03 0.1% 0.00 Volume 2,798,516 2,970,593 172,077 6.1% 16,377,344
Daily Pivots for day following 29-Sep-2011 Classic Woodie Camarilla DeMark R4 1,265.25 1,248.00 1,176.75 R3 1,228.00 1,210.75 1,166.50 R2 1,190.75 1,190.75 1,163.00 R1 1,173.50 1,173.50 1,159.75 1,182.00 PP 1,153.50 1,153.50 1,153.50 1,157.75 S1 1,136.25 1,136.25 1,152.75 1,145.00 S2 1,116.25 1,116.25 1,149.50 S3 1,079.00 1,099.00 1,146.00 S4 1,041.75 1,061.75 1,135.75	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 7.6% 38.25 3.3% 62% False False 3,089,578 10 1,214.50 1,102.00 112.50 9.7% 36.25 3.1% 48% False False 3,113,763 20 1,222.00 1,102.00 120.00 10.4% 35.25 3.0% 45% False False 2,493,080 40 1,258.25 1,071.50 186.75 16.2% 41.00 3.5% 45% False False 1,251,733 60 1,348.75 1,071.50 277.25 24.0% 34.75 3.0% 31% False False 835,118 80 1,348.75 1,071.50 277.25 24.0% 30.75 2.7% 31% False False 626,560 100 1,348.75 1,071.50 277.25 24.0% 27.75 2.4% 31% False False 501,266 120 1,361.00 1,071.50 289.50 25.0% 25.25 2.2% 29% False False 417,763
Crabel Price Patterns NR True NR4 False NR5 False 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 8.63 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,329.00 2.618 1,268.25 1.618 1,231.00 1.000 1,208.00 0.618 1,193.75 HIGH 1,170.75 0.618 1,156.50 0.500 1,152.00 0.382 1,147.75 LOW 1,133.50 0.618 1,110.50 1.000 1,096.25 1.618 1,073.25 2.618 1,036.00 4.250 975.25
Fisher Pivots for day following 29-Sep-2011 Pivot 1 day 3 day R1 1,155.00 1,161.75 PP 1,153.50 1,160.00 S1 1,152.00 1,158.00

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