E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	2,008.00	2,009.75	1.75	0.1%	1,950.50
High	2,024.50	2,018.50	-6.00	-0.3%	2,022.00
Low	1,977.25	1,998.50	21.25	1.1%	1,947.25
Close	2,008.50	2,009.00	0.50	0.0%	2,018.25
Range	47.25	20.00	-27.25	-57.7%	74.75
ATR	32.97	32.04	-0.93	-2.8%	0.00
Volume	440,359	274,660	-165,699	-37.6%	1,622,697

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,068.75	2,058.75	2,020.00
R3	2,048.75	2,038.75	2,014.50
R2	2,028.75	2,028.75	2,012.75
R1	2,018.75	2,018.75	2,010.75	2,013.75
PP	2,008.75	2,008.75	2,008.75	2,006.00
S1	1,998.75	1,998.75	2,007.25	1,993.75
S2	1,988.75	1,988.75	2,005.25
S3	1,968.75	1,978.75	2,003.50
S4	1,948.75	1,958.75	1,998.00

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,220.00	2,194.00	2,059.25
R3	2,145.25	2,119.25	2,038.75
R2	2,070.50	2,070.50	2,032.00
R1	2,044.50	2,044.50	2,025.00	2,057.50
PP	1,995.75	1,995.75	1,995.75	2,002.50
S1	1,969.75	1,969.75	2,011.50	1,982.75
S2	1,921.00	1,921.00	2,004.50
S3	1,846.25	1,895.00	1,997.75
S4	1,771.50	1,820.25	1,977.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,032.00	1,962.50	69.50	3.5%	34.50	1.7%	67%	False	False	326,237
10	2,032.00	1,929.50	102.50	5.1%	31.50	1.6%	78%	False	False	320,518
20	2,032.00	1,769.75	262.25	13.1%	30.50	1.5%	91%	False	False	234,159
40	2,032.00	1,741.00	291.00	14.5%	32.25	1.6%	92%	False	False	117,338
60	2,032.00	1,721.50	310.50	15.5%	33.50	1.7%	93%	False	False	78,256
80	2,032.00	1,696.25	335.75	16.7%	34.00	1.7%	93%	False	False	58,712
100	2,032.00	1,696.25	335.75	16.7%	34.75	1.7%	93%	False	False	46,971
120	2,045.50	1,696.25	349.25	17.4%	32.00	1.6%	90%	False	False	39,143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,103.50
2.618	2,070.75
1.618	2,050.75
1.000	2,038.50
0.618	2,030.75
HIGH	2,018.50
0.618	2,010.75
0.500	2,008.50
0.382	2,006.25
LOW	1,998.50
0.618	1,986.25
1.000	1,978.50
1.618	1,966.25
2.618	1,946.25
4.250	1,913.50

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	2,008.75	2,007.50
PP	2,008.75	2,006.00
S1	2,008.50	2,004.50

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

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