E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	1,790.25	1,786.25	-4.00	-0.2%	1,789.50
High	1,793.75	1,799.75	6.00	0.3%	1,813.75
Low	1,775.75	1,785.50	9.75	0.5%	1,755.00
Close	1,786.50	1,794.25	7.75	0.4%	1,763.50
Range	18.00	14.25	-3.75	-20.8%	58.75
ATR	29.18	28.11	-1.07	-3.7%	0.00
Volume	261,423	220,400	-41,023	-15.7%	1,375,143

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,836.00	1,829.25	1,802.00
R3	1,821.75	1,815.00	1,798.25
R2	1,807.50	1,807.50	1,796.75
R1	1,800.75	1,800.75	1,795.50	1,804.00
PP	1,793.25	1,793.25	1,793.25	1,794.75
S1	1,786.50	1,786.50	1,793.00	1,790.00
S2	1,779.00	1,779.00	1,791.75
S3	1,764.75	1,772.25	1,790.25
S4	1,750.50	1,758.00	1,786.50

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,953.75	1,917.25	1,795.75
R3	1,895.00	1,858.50	1,779.75
R2	1,836.25	1,836.25	1,774.25
R1	1,799.75	1,799.75	1,769.00	1,788.50
PP	1,777.50	1,777.50	1,777.50	1,771.75
S1	1,741.00	1,741.00	1,758.00	1,730.00
S2	1,718.75	1,718.75	1,752.75
S3	1,660.00	1,682.25	1,747.25
S4	1,601.25	1,623.50	1,731.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,802.00	1,755.00	47.00	2.6%	26.50	1.5%	84%	False	False	264,065
10	1,813.75	1,755.00	58.75	3.3%	24.75	1.4%	67%	False	False	265,026
20	1,813.75	1,650.25	163.50	9.1%	29.50	1.6%	88%	False	False	306,624
40	1,813.75	1,649.75	164.00	9.1%	29.50	1.6%	88%	False	False	310,299
60	1,813.75	1,582.50	231.25	12.9%	28.75	1.6%	92%	False	False	274,086
80	1,813.75	1,559.25	254.50	14.2%	29.50	1.7%	92%	False	False	205,748
100	1,813.75	1,391.25	422.50	23.5%	28.75	1.6%	95%	False	False	164,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.63
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1,860.25
2.618	1,837.00
1.618	1,822.75
1.000	1,814.00
0.618	1,808.50
HIGH	1,799.75
0.618	1,794.25
0.500	1,792.50
0.382	1,791.00
LOW	1,785.50
0.618	1,776.75
1.000	1,771.25
1.618	1,762.50
2.618	1,748.25
4.250	1,725.00

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	1,793.75	1,790.25
PP	1,793.25	1,786.00
S1	1,792.50	1,782.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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