E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	2,085.00	2,080.50	-4.50	-0.2%	2,095.00
High	2,104.50	2,104.50	0.00	0.0%	2,104.75
Low	2,066.75	2,077.00	10.25	0.5%	2,051.50
Close	2,080.00	2,104.00	24.00	1.2%	2,104.00
Range	37.75	27.50	-10.25	-27.2%	53.25
ATR	34.24	33.75	-0.48	-1.4%	0.00
Volume	327,967	206,996	-120,971	-36.9%	1,552,360

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,177.75	2,168.25	2,119.00
R3	2,150.25	2,140.75	2,111.50
R2	2,122.75	2,122.75	2,109.00
R1	2,113.25	2,113.25	2,106.50	2,118.00
PP	2,095.25	2,095.25	2,095.25	2,097.50
S1	2,085.75	2,085.75	2,101.50	2,090.50
S2	2,067.75	2,067.75	2,099.00
S3	2,040.25	2,058.25	2,096.50
S4	2,012.75	2,030.75	2,089.00

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,246.50	2,228.50	2,133.25
R3	2,193.25	2,175.25	2,118.75
R2	2,140.00	2,140.00	2,113.75
R1	2,122.00	2,122.00	2,109.00	2,131.00
PP	2,086.75	2,086.75	2,086.75	2,091.25
S1	2,068.75	2,068.75	2,099.00	2,077.75
S2	2,033.50	2,033.50	2,094.25
S3	1,980.25	2,015.50	2,089.25
S4	1,927.00	1,962.25	2,074.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,104.75	2,051.50	53.25	2.5%	35.00	1.7%	99%	False	False	310,472
10	2,104.75	2,004.25	100.50	4.8%	32.25	1.5%	99%	False	False	303,513
20	2,104.75	1,961.00	143.75	6.8%	34.25	1.6%	99%	False	False	316,836
40	2,104.75	1,741.00	363.75	17.3%	32.75	1.6%	100%	False	False	251,916
60	2,104.75	1,741.00	363.75	17.3%	32.75	1.6%	100%	False	False	168,033
80	2,104.75	1,696.25	408.50	19.4%	34.25	1.6%	100%	False	False	126,050
100	2,104.75	1,696.25	408.50	19.4%	34.50	1.6%	100%	False	False	100,850
120	2,104.75	1,696.25	408.50	19.4%	36.00	1.7%	100%	False	False	84,043

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,221.50
2.618	2,176.50
1.618	2,149.00
1.000	2,132.00
0.618	2,121.50
HIGH	2,104.50
0.618	2,094.00
0.500	2,090.75
0.382	2,087.50
LOW	2,077.00
0.618	2,060.00
1.000	2,049.50
1.618	2,032.50
2.618	2,005.00
4.250	1,960.00

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	2,099.50	2,097.25
PP	2,095.25	2,090.25
S1	2,090.75	2,083.50

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

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