E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary Previous Current 05-Oct-2011 06-Oct-2011 Change Change % Previous Week Open 1,114.50 1,135.00 20.50 1.8% 1,122.00 High 1,141.25 1,160.50 19.25 1.7% 1,190.00 Low 1,106.50 1,129.00 22.50 2.0% 1,115.00 Close 1,135.00 1,157.50 22.50 2.0% 1,126.00 Range 34.75 31.50 -3.25 -9.4% 75.00 ATR 38.52 38.02 -0.50 -1.3% 0.00 Volume 3,018,143 2,903,749 -114,394 -3.8% 15,078,962
Daily Pivots for day following 06-Oct-2011 Classic Woodie Camarilla DeMark R4 1,243.50 1,232.00 1,174.75 R3 1,212.00 1,200.50 1,166.25 R2 1,180.50 1,180.50 1,163.25 R1 1,169.00 1,169.00 1,160.50 1,174.75 PP 1,149.00 1,149.00 1,149.00 1,152.00 S1 1,137.50 1,137.50 1,154.50 1,143.25 S2 1,117.50 1,117.50 1,151.75 S3 1,086.00 1,106.00 1,148.75 S4 1,054.50 1,074.50 1,140.25	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 1,160.50 1,068.00 92.50 8.0% 41.00 3.5% 97% True False 3,313,642 10 1,190.00 1,068.00 122.00 10.5% 39.50 3.4% 73% False False 3,201,610 20 1,214.50 1,068.00 146.50 12.7% 38.00 3.3% 61% False False 3,236,640 40 1,223.75 1,068.00 155.75 13.5% 37.00 3.2% 57% False False 1,664,551 60 1,342.00 1,068.00 274.00 23.7% 36.50 3.1% 33% False False 1,111,122 80 1,348.75 1,068.00 280.75 24.3% 32.25 2.8% 32% False False 833,642 100 1,348.75 1,068.00 280.75 24.3% 28.75 2.5% 32% False False 666,947 120 1,361.00 1,068.00 293.00 25.3% 26.25 2.3% 31% False False 555,821
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 9.78 Narrowest range in 12 trading days	Fibonacci Retracements and Extensions 4.250 1,294.50 2.618 1,243.00 1.618 1,211.50 1.000 1,192.00 0.618 1,180.00 HIGH 1,160.50 0.618 1,148.50 0.500 1,144.75 0.382 1,141.00 LOW 1,129.00 0.618 1,109.50 1.000 1,097.50 1.618 1,078.00 2.618 1,046.50 4.250 995.00
Fisher Pivots for day following 06-Oct-2011 Pivot 1 day 3 day R1 1,153.25 1,143.00 PP 1,149.00 1,128.75 S1 1,144.75 1,114.25

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