E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	1,850.50	1,874.25	23.75	1.3%	1,800.50
High	1,876.25	1,888.25	12.00	0.6%	1,876.25
Low	1,844.25	1,866.00	21.75	1.2%	1,781.75
Close	1,873.75	1,887.50	13.75	0.7%	1,873.75
Range	32.00	22.25	-9.75	-30.5%	94.50
ATR	43.97	42.42	-1.55	-3.5%	0.00
Volume	349,001	326,684	-22,317	-6.4%	1,800,645

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,947.25	1,939.75	1,899.75
R3	1,925.00	1,917.50	1,893.50
R2	1,902.75	1,902.75	1,891.50
R1	1,895.25	1,895.25	1,889.50	1,899.00
PP	1,880.50	1,880.50	1,880.50	1,882.50
S1	1,873.00	1,873.00	1,885.50	1,876.75
S2	1,858.25	1,858.25	1,883.50
S3	1,836.00	1,850.75	1,881.50
S4	1,813.75	1,828.50	1,875.25

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,127.50	2,095.00	1,925.75
R3	2,033.00	2,000.50	1,899.75
R2	1,938.50	1,938.50	1,891.00
R1	1,906.00	1,906.00	1,882.50	1,922.25
PP	1,844.00	1,844.00	1,844.00	1,852.00
S1	1,811.50	1,811.50	1,865.00	1,827.75
S2	1,749.50	1,749.50	1,856.50
S3	1,655.00	1,717.00	1,847.75
S4	1,560.50	1,622.50	1,821.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,888.25	1,781.75	106.50	5.6%	44.00	2.3%	99%	True	False	345,919
10	1,888.25	1,781.75	106.50	5.6%	41.00	2.2%	99%	True	False	337,949
20	1,888.25	1,698.00	190.25	10.1%	43.25	2.3%	100%	True	False	341,888
40	1,941.00	1,698.00	243.00	12.9%	43.00	2.3%	78%	False	False	257,889
60	2,044.50	1,698.00	346.50	18.4%	51.50	2.7%	55%	False	False	172,019
80	2,056.00	1,698.00	358.00	19.0%	44.75	2.4%	53%	False	False	129,060
100	2,056.00	1,698.00	358.00	19.0%	38.50	2.0%	53%	False	False	103,255
120	2,056.00	1,698.00	358.00	19.0%	32.50	1.7%	53%	False	False	86,050

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.73
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,982.75
2.618	1,946.50
1.618	1,924.25
1.000	1,910.50
0.618	1,902.00
HIGH	1,888.25
0.618	1,879.75
0.500	1,877.00
0.382	1,874.50
LOW	1,866.00
0.618	1,852.25
1.000	1,843.75
1.618	1,830.00
2.618	1,807.75
4.250	1,771.50

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	1,884.00	1,875.00
PP	1,880.50	1,862.75
S1	1,877.00	1,850.50

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

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