E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	1,952.00	1,950.50	-1.50	-0.1%	1,895.75
High	1,970.00	1,990.75	20.75	1.1%	1,970.00
Low	1,942.50	1,947.25	4.75	0.2%	1,895.25
Close	1,952.75	1,981.75	29.00	1.5%	1,952.75
Range	27.50	43.50	16.00	58.2%	74.75
ATR	31.42	32.28	0.86	2.7%	0.00
Volume	305,013	284,093	-20,920	-6.9%	1,651,693

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,103.75	2,086.25	2,005.75
R3	2,060.25	2,042.75	1,993.75
R2	2,016.75	2,016.75	1,989.75
R1	1,999.25	1,999.25	1,985.75	2,008.00
PP	1,973.25	1,973.25	1,973.25	1,977.50
S1	1,955.75	1,955.75	1,977.75	1,964.50
S2	1,929.75	1,929.75	1,973.75
S3	1,886.25	1,912.25	1,969.75
S4	1,842.75	1,868.75	1,957.75

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,163.50	2,133.00	1,993.75
R3	2,088.75	2,058.25	1,973.25
R2	2,014.00	2,014.00	1,966.50
R1	1,983.50	1,983.50	1,959.50	1,998.75
PP	1,939.25	1,939.25	1,939.25	1,947.00
S1	1,908.75	1,908.75	1,946.00	1,924.00
S2	1,864.50	1,864.50	1,939.00
S3	1,789.75	1,834.00	1,932.25
S4	1,715.00	1,759.25	1,911.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,990.75	1,909.75	81.00	4.1%	29.50	1.5%	89%	True	False	323,121
10	1,990.75	1,851.25	139.50	7.0%	27.00	1.4%	94%	True	False	239,272
20	1,990.75	1,741.00	249.75	12.6%	33.00	1.7%	96%	True	False	120,184
40	1,990.75	1,741.00	249.75	12.6%	32.00	1.6%	96%	True	False	60,173
60	1,990.75	1,696.25	294.50	14.9%	35.25	1.8%	97%	True	False	40,154
80	1,990.75	1,696.25	294.50	14.9%	34.50	1.7%	97%	True	False	30,122
100	2,045.50	1,696.25	349.25	17.6%	35.50	1.8%	82%	False	False	24,099
120	2,045.50	1,696.25	349.25	17.6%	30.25	1.5%	82%	False	False	20,083

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.15
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,175.50
2.618	2,104.75
1.618	2,061.25
1.000	2,034.25
0.618	2,017.75
HIGH	1,990.75
0.618	1,974.25
0.500	1,969.00
0.382	1,963.75
LOW	1,947.25
0.618	1,920.25
1.000	1,903.75
1.618	1,876.75
2.618	1,833.25
4.250	1,762.50

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	1,977.50	1,974.50
PP	1,973.25	1,967.25
S1	1,969.00	1,960.00

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

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