E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary Previous Current 11-Oct-2011 12-Oct-2011 Change Change % Previous Week Open 1,190.50 1,187.50 -3.00 -0.3% 1,123.00 High 1,194.75 1,216.00 21.25 1.8% 1,173.75 Low 1,180.75 1,180.75 0.00 0.0% 1,068.00 Close 1,189.50 1,198.25 8.75 0.7% 1,155.00 Range 14.00 35.25 21.25 151.8% 105.75 ATR 35.70 35.67 -0.03 -0.1% 0.00 Volume 1,949,051 2,558,741 609,690 31.3% 16,455,417
Daily Pivots for day following 12-Oct-2011 Classic Woodie Camarilla DeMark R4 1,304.00 1,286.50 1,217.75 R3 1,268.75 1,251.25 1,208.00 R2 1,233.50 1,233.50 1,204.75 R1 1,216.00 1,216.00 1,201.50 1,224.75 PP 1,198.25 1,198.25 1,198.25 1,202.75 S1 1,180.75 1,180.75 1,195.00 1,189.50 S2 1,163.00 1,163.00 1,191.75 S3 1,127.75 1,145.50 1,188.50 S4 1,092.50 1,110.25 1,178.75	Weekly Pivots for week ending 07-Oct-2011 Classic Woodie Camarilla DeMark R4 1,449.50 1,408.00 1,213.25 R3 1,343.75 1,302.25 1,184.00 R2 1,238.00 1,238.00 1,174.50 R1 1,196.50 1,196.50 1,164.75 1,217.25 PP 1,132.25 1,132.25 1,132.25 1,142.50 S1 1,090.75 1,090.75 1,145.25 1,111.50 S2 1,026.50 1,026.50 1,135.50 S3 920.75 985.00 1,126.00 S4 815.00 879.25 1,096.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,216.00 1,129.00 87.00 7.3% 29.00 2.4% 80% True False 2,410,509 10 1,216.00 1,068.00 148.00 12.4% 35.50 3.0% 88% True False 2,868,760 20 1,216.00 1,068.00 148.00 12.4% 35.50 3.0% 88% True False 2,993,539 40 1,223.75 1,068.00 155.75 13.0% 35.50 3.0% 84% False False 1,892,606 60 1,342.00 1,068.00 274.00 22.9% 37.00 3.1% 48% False False 1,263,510 80 1,348.75 1,068.00 280.75 23.4% 32.75 2.7% 46% False False 947,944 100 1,348.75 1,068.00 280.75 23.4% 29.25 2.4% 46% False False 758,422 120 1,361.00 1,068.00 293.00 24.5% 26.75 2.2% 44% False False 632,050
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 8.60 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,365.75 2.618 1,308.25 1.618 1,273.00 1.000 1,251.25 0.618 1,237.75 HIGH 1,216.00 0.618 1,202.50 0.500 1,198.50 0.382 1,194.25 LOW 1,180.75 0.618 1,159.00 1.000 1,145.50 1.618 1,123.75 2.618 1,088.50 4.250 1,031.00
Fisher Pivots for day following 12-Oct-2011 Pivot 1 day 3 day R1 1,198.50 1,194.25 PP 1,198.25 1,190.25 S1 1,198.25 1,186.25

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