E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary Previous Current 30-Sep-2011 03-Oct-2011 Change Change % Previous Week Open 1,157.25 1,123.00 -34.25 -3.0% 1,122.00 High 1,159.75 1,133.50 -26.25 -2.3% 1,190.00 Low 1,121.50 1,085.25 -36.25 -3.2% 1,115.00 Close 1,126.00 1,086.25 -39.75 -3.5% 1,126.00 Range 38.25 48.25 10.00 26.1% 75.00 ATR 37.01 37.82 0.80 2.2% 0.00 Volume 2,978,324 3,496,634 518,310 17.4% 15,078,962
Daily Pivots for day following 03-Oct-2011 Classic Woodie Camarilla DeMark R4 1,246.50 1,214.50 1,112.75 R3 1,198.25 1,166.25 1,099.50 R2 1,150.00 1,150.00 1,095.00 R1 1,118.00 1,118.00 1,090.75 1,110.00 PP 1,101.75 1,101.75 1,101.75 1,097.50 S1 1,069.75 1,069.75 1,081.75 1,061.50 S2 1,053.50 1,053.50 1,077.50 S3 1,005.25 1,021.50 1,073.00 S4 957.00 973.25 1,059.75	Weekly Pivots for week ending 30-Sep-2011 Classic Woodie Camarilla DeMark R4 1,368.75 1,322.25 1,167.25 R3 1,293.75 1,247.25 1,146.50 R2 1,218.75 1,218.75 1,139.75 R1 1,172.25 1,172.25 1,133.00 1,195.50 PP 1,143.75 1,143.75 1,143.75 1,155.25 S1 1,097.25 1,097.25 1,119.00 1,120.50 S2 1,068.75 1,068.75 1,112.25 S3 993.75 1,022.25 1,105.50 S4 918.75 947.25 1,084.75
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 1,085.25 104.75 9.6% 39.50 3.6% 1% False True 3,098,111 10 1,214.50 1,085.25 129.25 11.9% 40.75 3.8% 1% False True 3,250,632 20 1,214.50 1,085.25 129.25 11.9% 36.50 3.4% 1% False True 2,813,711 40 1,223.75 1,071.50 152.25 14.0% 40.00 3.7% 10% False False 1,413,173 60 1,342.00 1,071.50 270.50 24.9% 35.50 3.3% 5% False False 943,002 80 1,348.75 1,071.50 277.25 25.5% 31.50 2.9% 5% False False 707,494 100 1,348.75 1,071.50 277.25 25.5% 28.00 2.6% 5% False False 566,016 120 1,361.00 1,071.50 289.50 26.7% 25.75 2.4% 5% False False 471,721
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 8.65 Widest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 1,338.50 2.618 1,259.75 1.618 1,211.50 1.000 1,181.75 0.618 1,163.25 HIGH 1,133.50 0.618 1,115.00 0.500 1,109.50 0.382 1,103.75 LOW 1,085.25 0.618 1,055.50 1.000 1,037.00 1.618 1,007.25 2.618 959.00 4.250 880.25
Fisher Pivots for day following 03-Oct-2011 Pivot 1 day 3 day R1 1,109.50 1,128.00 PP 1,101.75 1,114.00 S1 1,094.00 1,100.25

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