E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	2,014.00	2,023.00	9.00	0.4%	1,997.75
High	2,029.25	2,035.00	5.75	0.3%	2,029.25
Low	1,982.00	2,018.75	36.75	1.9%	1,961.00
Close	2,020.75	2,025.50	4.75	0.2%	2,020.75
Range	47.25	16.25	-31.00	-65.6%	68.25
ATR	34.63	33.32	-1.31	-3.8%	0.00
Volume	313,502	175,827	-137,675	-43.9%	1,587,125

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,075.25	2,066.50	2,034.50
R3	2,059.00	2,050.25	2,030.00
R2	2,042.75	2,042.75	2,028.50
R1	2,034.00	2,034.00	2,027.00	2,038.50
PP	2,026.50	2,026.50	2,026.50	2,028.50
S1	2,017.75	2,017.75	2,024.00	2,022.00
S2	2,010.25	2,010.25	2,022.50
S3	1,994.00	2,001.50	2,021.00
S4	1,977.75	1,985.25	2,016.50

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,208.50	2,182.75	2,058.25
R3	2,140.25	2,114.50	2,039.50
R2	2,072.00	2,072.00	2,033.25
R1	2,046.25	2,046.25	2,027.00	2,059.00
PP	2,003.75	2,003.75	2,003.75	2,010.00
S1	1,978.00	1,978.00	2,014.50	1,991.00
S2	1,935.50	1,935.50	2,008.25
S3	1,867.25	1,909.75	2,002.00
S4	1,799.00	1,841.50	1,983.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,035.00	1,975.50	59.50	2.9%	34.75	1.7%	84%	True	False	292,800
10	2,035.00	1,961.00	74.00	3.7%	35.25	1.7%	87%	True	False	324,379
20	2,035.00	1,909.75	125.25	6.2%	32.75	1.6%	92%	True	False	321,582
40	2,035.00	1,741.00	294.00	14.5%	33.25	1.6%	97%	True	False	180,522
60	2,035.00	1,741.00	294.00	14.5%	33.25	1.6%	97%	True	False	120,388
80	2,035.00	1,696.25	338.75	16.7%	35.00	1.7%	97%	True	False	90,321
100	2,035.00	1,696.25	338.75	16.7%	35.00	1.7%	97%	True	False	72,258
120	2,045.50	1,696.25	349.25	17.2%	34.25	1.7%	94%	False	False	60,216

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	9.23
Narrowest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	2,104.00
2.618	2,077.50
1.618	2,061.25
1.000	2,051.25
0.618	2,045.00
HIGH	2,035.00
0.618	2,028.75
0.500	2,027.00
0.382	2,025.00
LOW	2,018.75
0.618	2,008.75
1.000	2,002.50
1.618	1,992.50
2.618	1,976.25
4.250	1,949.75

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	2,027.00	2,019.75
PP	2,026.50	2,014.25
S1	2,026.00	2,008.50

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

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