E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	1,763.00	1,790.25	27.25	1.5%	1,789.50
High	1,801.75	1,793.75	-8.00	-0.4%	1,813.75
Low	1,762.25	1,775.75	13.50	0.8%	1,755.00
Close	1,791.25	1,786.50	-4.75	-0.3%	1,763.50
Range	39.50	18.00	-21.50	-54.4%	58.75
ATR	30.04	29.18	-0.86	-2.9%	0.00
Volume	225,734	261,423	35,689	15.8%	1,375,143

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,839.25	1,831.00	1,796.50
R3	1,821.25	1,813.00	1,791.50
R2	1,803.25	1,803.25	1,789.75
R1	1,795.00	1,795.00	1,788.25	1,790.00
PP	1,785.25	1,785.25	1,785.25	1,783.00
S1	1,777.00	1,777.00	1,784.75	1,772.00
S2	1,767.25	1,767.25	1,783.25
S3	1,749.25	1,759.00	1,781.50
S4	1,731.25	1,741.00	1,776.50

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,953.75	1,917.25	1,795.75
R3	1,895.00	1,858.50	1,779.75
R2	1,836.25	1,836.25	1,774.25
R1	1,799.75	1,799.75	1,769.00	1,788.50
PP	1,777.50	1,777.50	1,777.50	1,771.75
S1	1,741.00	1,741.00	1,758.00	1,730.00
S2	1,718.75	1,718.75	1,752.75
S3	1,660.00	1,682.25	1,747.25
S4	1,601.25	1,623.50	1,731.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,813.25	1,755.00	58.25	3.3%	28.75	1.6%	54%	False	False	262,854
10	1,813.75	1,755.00	58.75	3.3%	25.50	1.4%	54%	False	False	268,582
20	1,813.75	1,650.25	163.50	9.2%	31.00	1.7%	83%	False	False	317,727
40	1,813.75	1,649.75	164.00	9.2%	30.25	1.7%	83%	False	False	311,705
60	1,813.75	1,582.50	231.25	12.9%	29.50	1.6%	88%	False	False	270,421
80	1,813.75	1,559.25	254.50	14.2%	29.75	1.7%	89%	False	False	203,000
100	1,813.75	1,391.25	422.50	23.6%	29.00	1.6%	94%	False	False	162,444

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,870.25
2.618	1,840.75
1.618	1,822.75
1.000	1,811.75
0.618	1,804.75
HIGH	1,793.75
0.618	1,786.75
0.500	1,784.75
0.382	1,782.75
LOW	1,775.75
0.618	1,764.75
1.000	1,757.75
1.618	1,746.75
2.618	1,728.75
4.250	1,699.25

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	1,786.00	1,783.75
PP	1,785.25	1,781.00
S1	1,784.75	1,778.50

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

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