E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	2,093.00	2,097.50	4.50	0.2%	2,180.50
High	2,109.25	2,146.75	37.50	1.8%	2,198.00
Low	2,088.00	2,095.75	7.75	0.4%	2,119.25
Close	2,097.00	2,134.25	37.25	1.8%	2,133.75
Range	21.25	51.00	29.75	140.0%	78.75
ATR	30.83	32.27	1.44	4.7%	0.00
Volume	260,007	299,550	39,543	15.2%	1,478,016

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,278.50	2,257.50	2,162.25
R3	2,227.50	2,206.50	2,148.25
R2	2,176.50	2,176.50	2,143.50
R1	2,155.50	2,155.50	2,139.00	2,166.00
PP	2,125.50	2,125.50	2,125.50	2,131.00
S1	2,104.50	2,104.50	2,129.50	2,115.00
S2	2,074.50	2,074.50	2,125.00
S3	2,023.50	2,053.50	2,120.25
S4	1,972.50	2,002.50	2,106.25

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,386.50	2,339.00	2,177.00
R3	2,307.75	2,260.25	2,155.50
R2	2,229.00	2,229.00	2,148.25
R1	2,181.50	2,181.50	2,141.00	2,166.00
PP	2,150.25	2,150.25	2,150.25	2,142.50
S1	2,102.75	2,102.75	2,126.50	2,087.00
S2	2,071.50	2,071.50	2,119.25
S3	1,992.75	2,024.00	2,112.00
S4	1,914.00	1,945.25	2,090.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,174.25	2,083.50	90.75	4.3%	39.00	1.8%	56%	False	False	324,221
10	2,198.00	2,083.50	114.50	5.4%	32.00	1.5%	44%	False	False	296,529
20	2,198.00	2,077.00	121.00	5.7%	29.75	1.4%	47%	False	False	283,101
40	2,198.00	1,961.00	237.00	11.1%	32.25	1.5%	73%	False	False	302,405
60	2,198.00	1,741.00	457.00	21.4%	32.00	1.5%	86%	False	False	258,870
80	2,198.00	1,741.00	457.00	21.4%	32.25	1.5%	86%	False	False	194,213
100	2,198.00	1,696.25	501.75	23.5%	33.50	1.6%	87%	False	False	155,393
120	2,198.00	1,696.25	501.75	23.5%	33.75	1.6%	87%	False	False	129,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.85
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,363.50
2.618	2,280.25
1.618	2,229.25
1.000	2,197.75
0.618	2,178.25
HIGH	2,146.75
0.618	2,127.25
0.500	2,121.25
0.382	2,115.25
LOW	2,095.75
0.618	2,064.25
1.000	2,044.75
1.618	2,013.25
2.618	1,962.25
4.250	1,879.00

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	2,130.00	2,128.00
PP	2,125.50	2,121.50
S1	2,121.25	2,115.00

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

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