E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	1,794.25	1,809.75	15.50	0.9%	1,795.00
High	1,811.00	1,813.75	2.75	0.2%	1,812.75
Low	1,788.25	1,793.25	5.00	0.3%	1,758.75
Close	1,809.75	1,796.75	-13.00	-0.7%	1,794.00
Range	22.75	20.50	-2.25	-9.9%	54.00
ATR	29.33	28.70	-0.63	-2.2%	0.00
Volume	86,820	72,978	-13,842	-15.9%	1,547,173

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,862.75	1,850.25	1,808.00
R3	1,842.25	1,829.75	1,802.50
R2	1,821.75	1,821.75	1,800.50
R1	1,809.25	1,809.25	1,798.75	1,805.25
PP	1,801.25	1,801.25	1,801.25	1,799.25
S1	1,788.75	1,788.75	1,794.75	1,784.75
S2	1,780.75	1,780.75	1,793.00
S3	1,760.25	1,768.25	1,791.00
S4	1,739.75	1,747.75	1,785.50

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,950.50	1,926.25	1,823.75
R3	1,896.50	1,872.25	1,808.75
R2	1,842.50	1,842.50	1,804.00
R1	1,818.25	1,818.25	1,799.00	1,803.50
PP	1,788.50	1,788.50	1,788.50	1,781.00
S1	1,764.25	1,764.25	1,789.00	1,749.50
S2	1,734.50	1,734.50	1,784.00
S3	1,680.50	1,710.25	1,779.25
S4	1,626.50	1,656.25	1,764.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,813.75	1,758.75	55.00	3.1%	25.50	1.4%	69%	True	False	211,632
10	1,816.25	1,758.75	57.50	3.2%	27.00	1.5%	66%	False	False	250,436
20	1,816.25	1,722.25	94.00	5.2%	28.50	1.6%	79%	False	False	253,475
40	1,816.25	1,650.25	166.00	9.2%	30.75	1.7%	88%	False	False	295,725
60	1,816.25	1,649.75	166.50	9.3%	30.00	1.7%	88%	False	False	294,039
80	1,816.25	1,582.50	233.75	13.0%	29.25	1.6%	92%	False	False	246,201
100	1,816.25	1,559.25	257.00	14.3%	29.25	1.6%	92%	False	False	197,031
120	1,816.25	1,391.25	425.00	23.7%	28.75	1.6%	95%	False	False	164,216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,901.00
2.618	1,867.50
1.618	1,847.00
1.000	1,834.25
0.618	1,826.50
HIGH	1,813.75
0.618	1,806.00
0.500	1,803.50
0.382	1,801.00
LOW	1,793.25
0.618	1,780.50
1.000	1,772.75
1.618	1,760.00
2.618	1,739.50
4.250	1,706.00

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	1,803.50	1,799.00
PP	1,801.25	1,798.25
S1	1,799.00	1,797.50

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

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