ESB CNDR (1183.00 - 1189.00)

Strike	QTY	Invested	Payout	Net
ES BIN < 1183.00	1	88.00	(100.00)	(12.00)
ES BIN > 1189.00	1	(84.00)	100.0	16.00
		Net Gain/(Loss)		4.00
		Commissions		2.80
		AC Gain/(Loss)		1.20
Risked Capital				96.00
Return on Risked Capital				1.25%

ESB CNDR (1225.00 - 1237.00)

Strike	QTY	Invested	Payout	Net
ES BIN < 1225.00	1	15.00	(100.00)	(85.00)
ES BIN > 1237.00	1	(5.00)	100.00	95.00
		Net Gain/(Loss)		10.00
		Commissions		2.80
		AC Gain/(Loss)		7.20
		RC		90.00
		RRC		8.00%

S&P 500 (ES) EP(n) for 8/30/2011

EOD DATA
DATE	OPEN	HIGH	LOW	CLOSE	VOLUME
8/25/2011	1,171.50	1,188.50	1,153.00	1,157.50	3,198,280
8/26/2011	1,157.00	1,179.75	1,132.75	1,176.00	3,053,686
8/29/2011	1,175.50	1,208.75	1,172.25	1,208.25	1,832,857
HISTORICAL PREDICTED CLOSE (EP(n)) vs. ACTUAL CLOSE (P(n))
DATE	EP(n)	P(n)	ABS EP(n) – P(n)
8/25/2011	1,171.75	1,157.50	14.25
8/26/2011	1,163.50	1,176.00	12.50
8/29/2011	1,173.25	1,208.25	35.00
HISTORICAL PREDICTED CLOSE (EP(n) WSD) vs. ACTUAL CLOSE (P(n))
DATE	EP(n)	P(n)	W/L
8/25/2011	< 1,195.00	1,157.50	W
8/26/2011	< 1,185.00	1,176.00	W
8/29/2011	< 1,200.00	1,208.25	L
TRADING RANGE FOR 8/30/2011
Resistance Level 3				1,257.09
Resistance Level 2				1,232.92
Resistance Level 3				1,220.59
Piviot Point P(n-1)				1,196.42
Support Level 1				1,184.09
Support Level 2				1,159.92
Support Level 3				1,147.59
PREDICTED CLOSE & POSITION
EP(n)				1,204.25
EP(n) WSD				> 1,175.00