E-mini S&P 500 Future December 2011

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Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary Previous Current 02-Nov-2011 03-Nov-2011 Change Change % Previous Week Open 1,223.50 1,234.25 10.75 0.9% 1,229.75 High 1,238.75 1,259.75 21.00 1.7% 1,289.25 Low 1,216.50 1,213.50 -3.00 -0.2% 1,216.50 Close 1,234.25 1,255.75 21.50 1.7% 1,281.00 Range 22.25 46.25 24.00 107.9% 72.75 ATR 32.08 33.09 1.01 3.2% 0.00 Volume 2,238,819 2,822,944 584,125 26.1% 12,513,307
Daily Pivots for day following 03-Nov-2011 Classic Woodie Camarilla DeMark R4 1,381.75 1,365.00 1,281.25 R3 1,335.50 1,318.75 1,268.50 R2 1,289.25 1,289.25 1,264.25 R1 1,272.50 1,272.50 1,260.00 1,281.00 PP 1,243.00 1,243.00 1,243.00 1,247.25 S1 1,226.25 1,226.25 1,251.50 1,234.50 S2 1,196.75 1,196.75 1,247.25 S3 1,150.50 1,180.00 1,243.00 S4 1,104.25 1,133.75 1,230.25	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 1,284.25 1,208.50 75.75 6.0% 31.00 2.5% 62% False False 2,575,647 10 1,289.25 1,208.00 81.25 6.5% 31.75 2.5% 59% False False 2,558,804 20 1,289.25 1,144.75 144.50 11.5% 30.50 2.4% 77% False False 2,496,833 40 1,289.25 1,068.00 221.25 17.6% 34.25 2.7% 85% False False 2,866,737 60 1,289.25 1,068.00 221.25 17.6% 34.75 2.8% 85% False False 1,941,978 80 1,342.00 1,068.00 274.00 21.8% 35.00 2.8% 69% False False 1,457,550 100 1,348.75 1,068.00 280.75 22.4% 32.00 2.5% 67% False False 1,166,280 120 1,348.75 1,068.00 280.75 22.4% 29.00 2.3% 67% False False 971,928
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.13 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,456.25 2.618 1,380.75 1.618 1,334.50 1.000 1,306.00 0.618 1,288.25 HIGH 1,259.75 0.618 1,242.00 0.500 1,236.50 0.382 1,231.25 LOW 1,213.50 0.618 1,185.00 1.000 1,167.25 1.618 1,138.75 2.618 1,092.50 4.250 1,017.00
Fisher Pivots for day following 03-Nov-2011 Pivot 1 day 3 day R1 1,249.50 1,248.50 PP 1,243.00 1,241.25 S1 1,236.50 1,234.00

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