E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	1,779.50	1,795.00	15.50	0.9%	1,763.00
High	1,816.25	1,799.00	-17.25	-0.9%	1,816.25
Low	1,772.75	1,779.00	6.25	0.4%	1,750.25
Close	1,795.00	1,784.00	-11.00	-0.6%	1,795.00
Range	43.50	20.00	-23.50	-54.0%	66.00
ATR	31.13	30.33	-0.79	-2.6%	0.00
Volume	282,247	409,656	127,409	45.1%	1,363,223

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,847.25	1,835.75	1,795.00
R3	1,827.25	1,815.75	1,789.50
R2	1,807.25	1,807.25	1,787.75
R1	1,795.75	1,795.75	1,785.75	1,791.50
PP	1,787.25	1,787.25	1,787.25	1,785.25
S1	1,775.75	1,775.75	1,782.25	1,771.50
S2	1,767.25	1,767.25	1,780.25
S3	1,747.25	1,755.75	1,778.50
S4	1,727.25	1,735.75	1,773.00

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,985.25	1,956.00	1,831.25
R3	1,919.25	1,890.00	1,813.25
R2	1,853.25	1,853.25	1,807.00
R1	1,824.00	1,824.00	1,801.00	1,838.50
PP	1,787.25	1,787.25	1,787.25	1,794.50
S1	1,758.00	1,758.00	1,789.00	1,772.50
S2	1,721.25	1,721.25	1,783.00
S3	1,655.25	1,692.00	1,776.75
S4	1,589.25	1,626.00	1,758.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,816.25	1,765.00	51.25	2.9%	29.50	1.6%	37%	False	False	303,243
10	1,816.25	1,722.25	94.00	5.3%	30.75	1.7%	66%	False	False	265,053
20	1,816.25	1,722.25	94.00	5.3%	28.25	1.6%	66%	False	False	270,949
40	1,816.25	1,650.25	166.00	9.3%	30.25	1.7%	81%	False	False	300,261
60	1,816.25	1,649.75	166.50	9.3%	29.75	1.7%	81%	False	False	301,834
80	1,816.25	1,559.25	257.00	14.4%	30.00	1.7%	87%	False	False	230,019
100	1,816.25	1,503.50	312.75	17.5%	29.50	1.6%	90%	False	False	184,072

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.00
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,884.00
2.618	1,851.25
1.618	1,831.25
1.000	1,819.00
0.618	1,811.25
HIGH	1,799.00
0.618	1,791.25
0.500	1,789.00
0.382	1,786.75
LOW	1,779.00
0.618	1,766.75
1.000	1,759.00
1.618	1,746.75
2.618	1,726.75
4.250	1,694.00

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	1,789.00	1,794.50
PP	1,787.25	1,791.00
S1	1,785.75	1,787.50

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

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