E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	2,117.25	2,123.50	6.25	0.3%	2,095.00
High	2,125.00	2,136.75	11.75	0.6%	2,104.75
Low	2,102.25	2,109.25	7.00	0.3%	2,051.50
Close	2,123.75	2,125.75	2.00	0.1%	2,104.00
Range	22.75	27.50	4.75	20.9%	53.25
ATR	32.05	31.73	-0.33	-1.0%	0.00
Volume	267,310	306,514	39,204	14.7%	1,552,360

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,206.50	2,193.50	2,141.00
R3	2,179.00	2,166.00	2,133.25
R2	2,151.50	2,151.50	2,130.75
R1	2,138.50	2,138.50	2,128.25	2,145.00
PP	2,124.00	2,124.00	2,124.00	2,127.00
S1	2,111.00	2,111.00	2,123.25	2,117.50
S2	2,096.50	2,096.50	2,120.75
S3	2,069.00	2,083.50	2,118.25
S4	2,041.50	2,056.00	2,110.50

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	2,136.75	2,077.00	59.75	2.8%	26.25	1.2%	82%	True	False	255,609
10	2,136.75	2,051.50	85.25	4.0%	31.50	1.5%	87%	True	False	299,755
20	2,136.75	1,961.00	175.75	8.3%	32.50	1.5%	94%	True	False	300,730
40	2,136.75	1,811.00	325.75	15.3%	31.25	1.5%	97%	True	False	278,534
60	2,136.75	1,741.00	395.75	18.6%	32.50	1.5%	97%	True	False	185,877
80	2,136.75	1,741.00	395.75	18.6%	33.00	1.6%	97%	True	False	139,429
100	2,136.75	1,696.25	440.50	20.7%	33.75	1.6%	98%	True	False	111,561
120	2,136.75	1,696.25	440.50	20.7%	34.75	1.6%	98%	True	False	92,969

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,253.50
2.618	2,208.75
1.618	2,181.25
1.000	2,164.25
0.618	2,153.75
HIGH	2,136.75
0.618	2,126.25
0.500	2,123.00
0.382	2,119.75
LOW	2,109.25
0.618	2,092.25
1.000	2,081.75
1.618	2,064.75
2.618	2,037.25
4.250	1,992.50

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	2,124.75	2,122.00
PP	2,124.00	2,118.25
S1	2,123.00	2,114.50

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

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