E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary Previous Current 04-Oct-2011 05-Oct-2011 Change Change % Previous Week Open 1,087.50 1,114.50 27.00 2.5% 1,122.00 High 1,119.75 1,141.25 21.50 1.9% 1,190.00 Low 1,068.00 1,106.50 38.50 3.6% 1,115.00 Close 1,113.50 1,135.00 21.50 1.9% 1,126.00 Range 51.75 34.75 -17.00 -32.9% 75.00 ATR 38.81 38.52 -0.29 -0.7% 0.00 Volume 4,171,362 3,018,143 -1,153,219 -27.6% 15,078,962
Daily Pivots for day following 05-Oct-2011 Classic Woodie Camarilla DeMark R4 1,231.75 1,218.25 1,154.00 R3 1,197.00 1,183.50 1,144.50 R2 1,162.25 1,162.25 1,141.25 R1 1,148.75 1,148.75 1,138.25 1,155.50 PP 1,127.50 1,127.50 1,127.50 1,131.00 S1 1,114.00 1,114.00 1,131.75 1,120.75 S2 1,092.75 1,092.75 1,128.75 S3 1,058.00 1,079.25 1,125.50 S4 1,023.25 1,044.50 1,116.00	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 1,170.75 1,068.00 102.75 9.1% 42.00 3.7% 65% False False 3,327,011 10 1,190.00 1,068.00 122.00 10.7% 41.50 3.7% 55% False False 3,384,566 20 1,214.50 1,068.00 146.50 12.9% 37.50 3.3% 46% False False 3,157,758 40 1,223.75 1,068.00 155.75 13.7% 37.75 3.3% 43% False False 1,592,312 60 1,342.00 1,068.00 274.00 24.1% 36.25 3.2% 24% False False 1,062,778 80 1,348.75 1,068.00 280.75 24.7% 32.00 2.8% 24% False False 797,357 100 1,348.75 1,068.00 280.75 24.7% 28.50 2.5% 24% False False 637,910 120 1,361.00 1,068.00 293.00 25.8% 26.25 2.3% 23% False False 531,628
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 9.55 Narrowest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 1,289.00 2.618 1,232.25 1.618 1,197.50 1.000 1,176.00 0.618 1,162.75 HIGH 1,141.25 0.618 1,128.00 0.500 1,124.00 0.382 1,119.75 LOW 1,106.50 0.618 1,085.00 1.000 1,071.75 1.618 1,050.25 2.618 1,015.50 4.250 958.75
Fisher Pivots for day following 05-Oct-2011 Pivot 1 day 3 day R1 1,131.25 1,125.00 PP 1,127.50 1,114.75 S1 1,124.00 1,104.50

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