E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	2,252.25	2,217.25	-35.00	-1.6%	2,288.00
High	2,275.75	2,259.75	-16.00	-0.7%	2,332.50
Low	2,212.00	2,152.50	-59.50	-2.7%	2,134.00
Close	2,218.50	2,189.50	-29.00	-1.3%	2,202.00
Range	63.75	107.25	43.50	68.2%	198.50
ATR	66.30	69.23	2.92	4.4%	0.00
Volume	325,688	405,111	79,423	24.4%	1,976,624

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,522.25	2,463.25	2,248.50
R3	2,415.00	2,356.00	2,219.00
R2	2,307.75	2,307.75	2,209.25
R1	2,248.75	2,248.75	2,199.25	2,224.50
PP	2,200.50	2,200.50	2,200.50	2,188.50
S1	2,141.50	2,141.50	2,179.75	2,117.50
S2	2,093.25	2,093.25	2,169.75
S3	1,986.00	2,034.25	2,160.00
S4	1,878.75	1,927.00	2,130.50

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,818.25	2,708.75	2,311.25
R3	2,619.75	2,510.25	2,256.50
R2	2,421.25	2,421.25	2,238.50
R1	2,311.75	2,311.75	2,220.25	2,267.25
PP	2,222.75	2,222.75	2,222.75	2,200.50
S1	2,113.25	2,113.25	2,183.75	2,068.75
S2	2,024.25	2,024.25	2,165.50
S3	1,825.75	1,914.75	2,147.50
S4	1,627.25	1,716.25	2,092.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,285.25	2,134.00	151.25	6.9%	76.25	3.5%	37%	False	False	374,182
10	2,332.50	2,134.00	198.50	9.1%	70.75	3.2%	28%	False	False	376,073
20	2,332.50	2,103.25	229.25	10.5%	66.00	3.0%	38%	False	False	285,722
40	2,332.50	1,964.00	368.50	16.8%	74.75	3.4%	61%	False	False	143,183
60	2,429.50	1,964.00	465.50	21.3%	65.00	3.0%	48%	False	False	95,592
80	2,429.50	1,964.00	465.50	21.3%	55.75	2.5%	48%	False	False	71,706
100	2,429.50	1,964.00	465.50	21.3%	45.25	2.1%	48%	False	False	57,365
120	2,429.50	1,964.00	465.50	21.3%	38.25	1.7%	48%	False	False	47,805

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	21.03
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	2,715.50
2.618	2,540.50
1.618	2,433.25
1.000	2,367.00
0.618	2,326.00
HIGH	2,259.75
0.618	2,218.75
0.500	2,206.00
0.382	2,193.50
LOW	2,152.50
0.618	2,086.25
1.000	2,045.25
1.618	1,979.00
2.618	1,871.75
4.250	1,696.75

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	2,206.00	2,219.00
PP	2,200.50	2,209.00
S1	2,195.00	2,199.25

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

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