E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary Previous Current 31-Oct-2011 01-Nov-2011 Change Change % Previous Week Open 1,280.00 1,247.50 -32.50 -2.5% 1,229.75 High 1,280.75 1,248.00 -32.75 -2.6% 1,289.25 Low 1,245.25 1,208.50 -36.75 -3.0% 1,216.50 Close 1,249.25 1,224.50 -24.75 -2.0% 1,281.00 Range 35.50 39.50 4.00 11.3% 72.75 ATR 32.23 32.84 0.61 1.9% 0.00 Volume 2,238,350 3,666,010 1,427,660 63.8% 12,513,307
Daily Pivots for day following 01-Nov-2011 Classic Woodie Camarilla DeMark R4 1,345.50 1,324.50 1,246.25 R3 1,306.00 1,285.00 1,235.25 R2 1,266.50 1,266.50 1,231.75 R1 1,245.50 1,245.50 1,228.00 1,236.25 PP 1,227.00 1,227.00 1,227.00 1,222.50 S1 1,206.00 1,206.00 1,221.00 1,196.75 S2 1,187.50 1,187.50 1,217.25 S3 1,148.00 1,166.50 1,213.75 S4 1,108.50 1,127.00 1,202.75	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 1,480.50 1,453.50 1,321.00 R3 1,407.75 1,380.75 1,301.00 R2 1,335.00 1,335.00 1,294.25 R1 1,308.00 1,308.00 1,287.75 1,321.50 PP 1,262.25 1,262.25 1,262.25 1,269.00 S1 1,235.25 1,235.25 1,274.25 1,248.75 S2 1,189.50 1,189.50 1,267.75 S3 1,116.75 1,162.50 1,261.00 S4 1,044.00 1,089.75 1,241.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,289.25 1,208.50 80.75 6.6% 32.75 2.7% 20% False True 2,757,690 10 1,289.25 1,192.50 96.75 7.9% 30.00 2.4% 33% False False 2,585,048 20 1,289.25 1,106.50 182.75 14.9% 30.50 2.5% 65% False False 2,539,840 40 1,289.25 1,068.00 221.25 18.1% 34.00 2.8% 71% False False 2,779,501 60 1,289.25 1,068.00 221.25 18.1% 36.50 3.0% 71% False False 1,858,056 80 1,342.00 1,068.00 274.00 22.4% 34.75 2.8% 57% False False 1,394,343 100 1,348.75 1,068.00 280.75 22.9% 31.50 2.6% 56% False False 1,115,673 120 1,348.75 1,068.00 280.75 22.9% 28.75 2.3% 56% False False 929,748
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 3.75 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,416.00 2.618 1,351.50 1.618 1,312.00 1.000 1,287.50 0.618 1,272.50 HIGH 1,248.00 0.618 1,233.00 0.500 1,228.25 0.382 1,223.50 LOW 1,208.50 0.618 1,184.00 1.000 1,169.00 1.618 1,144.50 2.618 1,105.00 4.250 1,040.50
Fisher Pivots for day following 01-Nov-2011 Pivot 1 day 3 day R1 1,228.25 1,246.50 PP 1,227.00 1,239.00 S1 1,225.75 1,231.75

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