E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary Previous Current 03-Oct-2011 04-Oct-2011 Change Change % Previous Week Open 1,123.00 1,087.50 -35.50 -3.2% 1,122.00 High 1,133.50 1,119.75 -13.75 -1.2% 1,190.00 Low 1,085.25 1,068.00 -17.25 -1.6% 1,115.00 Close 1,086.25 1,113.50 27.25 2.5% 1,126.00 Range 48.25 51.75 3.50 7.3% 75.00 ATR 37.82 38.81 1.00 2.6% 0.00 Volume 3,496,634 4,171,362 674,728 19.3% 15,078,962
Daily Pivots for day following 04-Oct-2011 Classic Woodie Camarilla DeMark R4 1,255.75 1,236.25 1,142.00 R3 1,204.00 1,184.50 1,127.75 R2 1,152.25 1,152.25 1,123.00 R1 1,132.75 1,132.75 1,118.25 1,142.50 PP 1,100.50 1,100.50 1,100.50 1,105.25 S1 1,081.00 1,081.00 1,108.75 1,090.75 S2 1,048.75 1,048.75 1,104.00 S3 997.00 1,029.25 1,099.25 S4 945.25 977.50 1,085.00	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 1,181.75 1,068.00 113.75 10.2% 42.75 3.8% 40% False True 3,283,085 10 1,203.75 1,068.00 135.75 12.2% 43.00 3.9% 34% False True 3,408,228 20 1,214.50 1,068.00 146.50 13.2% 37.50 3.4% 31% False True 3,019,162 40 1,223.75 1,068.00 155.75 14.0% 39.25 3.5% 29% False True 1,517,165 60 1,342.00 1,068.00 274.00 24.6% 36.00 3.2% 17% False True 1,012,510 80 1,348.75 1,068.00 280.75 25.2% 31.75 2.9% 16% False True 759,631 100 1,348.75 1,068.00 280.75 25.2% 28.50 2.6% 16% False True 607,729 120 1,361.00 1,068.00 293.00 26.3% 26.00 2.3% 16% False True 506,482
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 9.45 Widest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1,339.75 2.618 1,255.25 1.618 1,203.50 1.000 1,171.50 0.618 1,151.75 HIGH 1,119.75 0.618 1,100.00 0.500 1,094.00 0.382 1,087.75 LOW 1,068.00 0.618 1,036.00 1.000 1,016.25 1.618 984.25 2.618 932.50 4.250 848.00
Fisher Pivots for day following 04-Oct-2011 Pivot 1 day 3 day R1 1,107.00 1,114.00 PP 1,100.50 1,113.75 S1 1,094.00 1,113.50

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