E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	1,666.50	1,683.25	16.75	1.0%	1,635.50
High	1,686.50	1,691.00	4.50	0.3%	1,691.00
Low	1,661.75	1,674.00	12.25	0.7%	1,633.75
Close	1,685.00	1,685.50	0.50	0.0%	1,685.50
Range	24.75	17.00	-7.75	-31.3%	57.25
ATR	31.01	30.01	-1.00	-3.2%	0.00
Volume	317,742	186,098	-131,644	-41.4%	1,007,399

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,734.50	1,727.00	1,694.75
R3	1,717.50	1,710.00	1,690.25
R2	1,700.50	1,700.50	1,688.50
R1	1,693.00	1,693.00	1,687.00	1,696.75
PP	1,683.50	1,683.50	1,683.50	1,685.50
S1	1,676.00	1,676.00	1,684.00	1,679.75
S2	1,666.50	1,666.50	1,682.50
S3	1,649.50	1,659.00	1,680.75
S4	1,632.50	1,642.00	1,676.25

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,841.75	1,821.00	1,717.00
R3	1,784.50	1,763.75	1,701.25
R2	1,727.25	1,727.25	1,696.00
R1	1,706.50	1,706.50	1,690.75	1,717.00
PP	1,670.00	1,670.00	1,670.00	1,675.25
S1	1,649.25	1,649.25	1,680.25	1,659.50
S2	1,612.75	1,612.75	1,675.00
S3	1,555.50	1,592.00	1,669.75
S4	1,498.25	1,534.75	1,654.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,691.00	1,600.50	90.50	5.4%	27.25	1.6%	94%	True	False	243,524
10	1,691.00	1,584.50	106.50	6.3%	30.50	1.8%	95%	True	False	281,421
20	1,691.00	1,561.25	129.75	7.7%	31.50	1.9%	96%	True	False	283,441
40	1,691.00	1,504.75	186.25	11.1%	30.00	1.8%	97%	True	False	284,340
60	1,691.00	1,392.50	298.50	17.7%	30.00	1.8%	98%	True	False	282,416
80	1,691.00	1,341.50	349.50	20.7%	31.00	1.8%	98%	True	False	226,523
100	1,691.00	1,314.75	376.25	22.3%	31.75	1.9%	99%	True	False	181,236
120	1,691.00	1,203.75	487.25	28.9%	32.50	1.9%	99%	True	False	151,046

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	7.93
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1,763.25
2.618	1,735.50
1.618	1,718.50
1.000	1,708.00
0.618	1,701.50
HIGH	1,691.00
0.618	1,684.50
0.500	1,682.50
0.382	1,680.50
LOW	1,674.00
0.618	1,663.50
1.000	1,657.00
1.618	1,646.50
2.618	1,629.50
4.250	1,601.75

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	1,684.50	1,679.75
PP	1,683.50	1,673.75
S1	1,682.50	1,668.00

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

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