E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	1,781.50	1,799.25	17.75	1.0%	1,747.25
High	1,801.50	1,812.50	11.00	0.6%	1,783.50
Low	1,775.25	1,797.50	22.25	1.3%	1,730.50
Close	1,799.25	1,811.75	12.50	0.7%	1,783.25
Range	26.25	15.00	-11.25	-42.9%	53.00
ATR	33.44	32.12	-1.32	-3.9%	0.00
Volume	328,637	259,717	-68,920	-21.0%	1,868,659

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,852.25	1,847.00	1,820.00
R3	1,837.25	1,832.00	1,816.00
R2	1,822.25	1,822.25	1,814.50
R1	1,817.00	1,817.00	1,813.00	1,819.50
PP	1,807.25	1,807.25	1,807.25	1,808.50
S1	1,802.00	1,802.00	1,810.50	1,804.50
S2	1,792.25	1,792.25	1,809.00
S3	1,777.25	1,787.00	1,807.50
S4	1,762.25	1,772.00	1,803.50

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,924.75	1,907.00	1,812.50
R3	1,871.75	1,854.00	1,797.75
R2	1,818.75	1,818.75	1,793.00
R1	1,801.00	1,801.00	1,788.00	1,810.00
PP	1,765.75	1,765.75	1,765.75	1,770.25
S1	1,748.00	1,748.00	1,778.50	1,757.00
S2	1,712.75	1,712.75	1,773.50
S3	1,659.75	1,695.00	1,768.75
S4	1,606.75	1,642.00	1,754.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,812.50	1,736.00	76.50	4.2%	28.00	1.5%	99%	True	False	321,036
10	1,812.50	1,710.75	101.75	5.6%	31.75	1.8%	99%	True	False	358,748
20	1,892.25	1,710.75	181.50	10.0%	36.50	2.0%	56%	False	False	400,451
40	1,900.00	1,710.75	189.25	10.4%	30.00	1.7%	53%	False	False	307,312
60	1,900.00	1,710.75	189.25	10.4%	29.75	1.6%	53%	False	False	225,509
80	1,900.00	1,648.50	251.50	13.9%	30.00	1.7%	65%	False	False	169,220
100	1,900.00	1,648.25	251.75	13.9%	29.50	1.6%	65%	False	False	135,405

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	7.15
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,876.25
2.618	1,851.75
1.618	1,836.75
1.000	1,827.50
0.618	1,821.75
HIGH	1,812.50
0.618	1,806.75
0.500	1,805.00
0.382	1,803.25
LOW	1,797.50
0.618	1,788.25
1.000	1,782.50
1.618	1,773.25
2.618	1,758.25
4.250	1,733.75

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	1,809.50	1,802.25
PP	1,807.25	1,792.75
S1	1,805.00	1,783.25

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

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