E-mini S&P 500 Future March 2012

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Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary Previous Current 19-Oct-2011 20-Oct-2011 Change Change % Previous Week Open 1,216.00 1,200.25 -15.75 -1.3% 1,150.50 High 1,221.00 1,209.75 -11.25 -0.9% 1,215.00 Low 1,195.75 1,186.50 -9.25 -0.8% 1,150.50 Close 1,200.50 1,204.00 3.50 0.3% 1,213.00 Range 25.25 23.25 -2.00 -7.9% 64.50 ATR 33.48 32.75 -0.73 -2.2% 0.00 Volume 3,504 1,369 -2,135 -60.9% 8,927
Daily Pivots for day following 20-Oct-2011 Classic Woodie Camarilla DeMark R4 1,269.75 1,260.25 1,216.75 R3 1,246.50 1,237.00 1,210.50 R2 1,223.25 1,223.25 1,208.25 R1 1,213.75 1,213.75 1,206.25 1,218.50 PP 1,200.00 1,200.00 1,200.00 1,202.50 S1 1,190.50 1,190.50 1,201.75 1,195.25 S2 1,176.75 1,176.75 1,199.75 S3 1,153.50 1,167.25 1,197.50 S4 1,130.25 1,144.00 1,191.25	Weekly Pivots for week ending 14-Oct-2011 Classic Woodie Camarilla DeMark R4 1,386.25 1,364.25 1,248.50 R3 1,321.75 1,299.75 1,230.75 R2 1,257.25 1,257.25 1,224.75 R1 1,235.25 1,235.25 1,219.00 1,246.25 PP 1,192.75 1,192.75 1,192.75 1,198.50 S1 1,170.75 1,170.75 1,207.00 1,181.75 S2 1,128.25 1,128.25 1,201.25 S3 1,063.75 1,106.25 1,195.25 S4 999.25 1,041.75 1,177.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,224.50 1,179.75 44.75 3.7% 31.25 2.6% 54% False False 2,838 10 1,224.50 1,138.75 85.75 7.1% 28.50 2.4% 76% False False 2,130 20 1,224.50 1,062.00 162.50 13.5% 33.75 2.8% 87% False False 1,995 40 1,224.50 1,062.00 162.50 13.5% 33.25 2.8% 87% False False 1,144 60 1,301.00 1,062.00 239.00 19.9% 36.00 3.0% 59% False False 804 80 1,342.75 1,062.00 280.75 23.3% 31.50 2.6% 51% False False 608 100 1,342.75 1,062.00 280.75 23.3% 26.75 2.2% 51% False False 488
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 7.18 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,308.50 2.618 1,270.50 1.618 1,247.25 1.000 1,233.00 0.618 1,224.00 HIGH 1,209.75 0.618 1,200.75 0.500 1,198.00 0.382 1,195.50 LOW 1,186.50 0.618 1,172.25 1.000 1,163.25 1.618 1,149.00 2.618 1,125.75 4.250 1,087.75
Fisher Pivots for day following 20-Oct-2011 Pivot 1 day 3 day R1 1,202.00 1,203.25 PP 1,200.00 1,202.25 S1 1,198.00 1,201.50

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