E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary Previous Current 12-Oct-2011 13-Oct-2011 Change Change % Previous Week Open 1,187.50 1,198.50 11.00 0.9% 1,123.00 High 1,216.00 1,204.25 -11.75 -1.0% 1,173.75 Low 1,180.75 1,185.25 4.50 0.4% 1,068.00 Close 1,198.25 1,198.00 -0.25 0.0% 1,155.00 Range 35.25 19.00 -16.25 -46.1% 105.75 ATR 35.67 34.48 -1.19 -3.3% 0.00 Volume 2,558,741 2,316,227 -242,514 -9.5% 16,455,417
Daily Pivots for day following 13-Oct-2011 Classic Woodie Camarilla DeMark R4 1,252.75 1,244.50 1,208.50 R3 1,233.75 1,225.50 1,203.25 R2 1,214.75 1,214.75 1,201.50 R1 1,206.50 1,206.50 1,199.75 1,201.00 PP 1,195.75 1,195.75 1,195.75 1,193.25 S1 1,187.50 1,187.50 1,196.25 1,182.00 S2 1,176.75 1,176.75 1,194.50 S3 1,157.75 1,168.50 1,192.75 S4 1,138.75 1,149.50 1,187.50	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 1,144.75 71.25 5.9% 26.50 2.2% 75% False False 2,293,004 10 1,216.00 1,068.00 148.00 12.4% 33.75 2.8% 88% False False 2,803,323 20 1,216.00 1,068.00 148.00 12.4% 35.00 2.9% 88% False False 2,958,543 40 1,223.75 1,068.00 155.75 13.0% 35.50 3.0% 83% False False 1,950,463 60 1,342.00 1,068.00 274.00 22.9% 37.00 3.1% 47% False False 1,302,077 80 1,348.75 1,068.00 280.75 23.4% 32.75 2.7% 46% False False 976,892 100 1,348.75 1,068.00 280.75 23.4% 29.25 2.5% 46% False False 781,584 120 1,361.00 1,068.00 293.00 24.5% 27.00 2.2% 44% False False 651,348
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 7.70 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,285.00 2.618 1,254.00 1.618 1,235.00 1.000 1,223.25 0.618 1,216.00 HIGH 1,204.25 0.618 1,197.00 0.500 1,194.75 0.382 1,192.50 LOW 1,185.25 0.618 1,173.50 1.000 1,166.25 1.618 1,154.50 2.618 1,135.50 4.250 1,104.50
Fisher Pivots for day following 13-Oct-2011 Pivot 1 day 3 day R1 1,197.00 1,198.50 PP 1,195.75 1,198.25 S1 1,194.75 1,198.00

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