E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	1,785.25	1,768.75	-16.50	-0.9%	1,763.00
High	1,789.75	1,792.75	3.00	0.2%	1,816.25
Low	1,760.00	1,758.75	-1.25	-0.1%	1,750.25
Close	1,768.50	1,792.50	24.00	1.4%	1,795.00
Range	29.75	34.00	4.25	14.3%	66.00
ATR	30.29	30.55	0.27	0.9%	0.00
Volume	239,154	350,189	111,035	46.4%	1,363,223

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,883.25	1,872.00	1,811.25
R3	1,849.25	1,838.00	1,801.75
R2	1,815.25	1,815.25	1,798.75
R1	1,804.00	1,804.00	1,795.50	1,809.50
PP	1,781.25	1,781.25	1,781.25	1,784.25
S1	1,770.00	1,770.00	1,789.50	1,775.50
S2	1,747.25	1,747.25	1,786.25
S3	1,713.25	1,736.00	1,783.25
S4	1,679.25	1,702.00	1,773.75

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	1,758.75	57.50	3.2%	31.25	1.7%	59%	False	True	305,508
10	1,816.25	1,722.25	94.00	5.2%	31.50	1.8%	75%	False	False	275,272
20	1,816.25	1,722.25	94.00	5.2%	28.50	1.6%	75%	False	False	271,927
40	1,816.25	1,650.25	166.00	9.3%	31.00	1.7%	86%	False	False	305,341
60	1,816.25	1,649.75	166.50	9.3%	30.00	1.7%	86%	False	False	302,778
80	1,816.25	1,562.75	253.50	14.1%	29.75	1.7%	91%	False	False	237,378
100	1,816.25	1,527.00	289.25	16.1%	29.50	1.7%	92%	False	False	189,965
120	1,816.25	1,391.25	425.00	23.7%	29.00	1.6%	94%	False	False	158,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,937.25
2.618	1,881.75
1.618	1,847.75
1.000	1,826.75
0.618	1,813.75
HIGH	1,792.75
0.618	1,779.75
0.500	1,775.75
0.382	1,771.75
LOW	1,758.75
0.618	1,737.75
1.000	1,724.75
1.618	1,703.75
2.618	1,669.75
4.250	1,614.25

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	1,787.00	1,788.00
PP	1,781.25	1,783.50
S1	1,775.75	1,779.00

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

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