E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 05-Oct-2010

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	1,997.75	1,977.25	-20.50	-1.0%	2,018.75
High	1,997.75	2,025.00	27.25	1.4%	2,032.00
Low	1,961.00	1,975.50	14.50	0.7%	1,977.25
Close	1,977.00	2,018.50	41.50	2.1%	1,994.50
Range	36.75	49.50	12.75	34.7%	54.75
ATR	33.07	34.25	1.17	3.5%	0.00
Volume	298,949	352,212	53,263	17.8%	1,714,476

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,154.75	2,136.25	2,045.75
R3	2,105.25	2,086.75	2,032.00
R2	2,055.75	2,055.75	2,027.50
R1	2,037.25	2,037.25	2,023.00	2,046.50
PP	2,006.25	2,006.25	2,006.25	2,011.00
S1	1,987.75	1,987.75	2,014.00	1,997.00
S2	1,956.75	1,956.75	2,009.50
S3	1,907.25	1,938.25	2,005.00
S4	1,857.75	1,888.75	1,991.25

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,165.50	2,134.75	2,024.50
R3	2,110.75	2,080.00	2,009.50
R2	2,056.00	2,056.00	2,004.50
R1	2,025.25	2,025.25	1,999.50	2,013.25
PP	2,001.25	2,001.25	2,001.25	1,995.25
S1	1,970.50	1,970.50	1,989.50	1,958.50
S2	1,946.50	1,946.50	1,984.50
S3	1,891.75	1,915.75	1,979.50
S4	1,837.00	1,861.00	1,964.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,028.25	1,961.00	67.25	3.3%	36.25	1.8%	86%	False	False	338,328
10	2,032.00	1,961.00	71.00	3.5%	36.00	1.8%	81%	False	False	338,432
20	2,032.00	1,851.25	180.75	9.0%	31.50	1.6%	93%	False	False	304,633
40	2,032.00	1,741.00	291.00	14.4%	33.75	1.7%	95%	False	False	152,743
60	2,032.00	1,741.00	291.00	14.4%	33.75	1.7%	95%	False	False	101,864
80	2,032.00	1,696.25	335.75	16.6%	35.00	1.7%	96%	False	False	76,424
100	2,032.00	1,696.25	335.75	16.6%	35.00	1.7%	96%	False	False	61,141
120	2,045.50	1,696.25	349.25	17.3%	33.25	1.6%	92%	False	False	50,951

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	9.83
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	2,235.50
2.618	2,154.50
1.618	2,105.00
1.000	2,074.50
0.618	2,055.50
HIGH	2,025.00
0.618	2,006.00
0.500	2,000.25
0.382	1,994.50
LOW	1,975.50
0.618	1,945.00
1.000	1,926.00
1.618	1,895.50
2.618	1,846.00
4.250	1,765.00

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	2,012.50	2,010.00
PP	2,006.25	2,001.50
S1	2,000.25	1,993.00

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

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