E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1,842.75	1,851.00	8.25	0.4%	1,818.75
High	1,862.25	1,861.25	-1.00	-0.1%	1,833.00
Low	1,842.50	1,845.75	3.25	0.2%	1,780.50
Close	1,852.25	1,852.00	-0.25	0.0%	1,818.50
Range	19.75	15.50	-4.25	-21.5%	52.50
ATR	29.53	28.53	-1.00	-3.4%	0.00
Volume	257,074	248,834	-8,240	-3.2%	1,509,666

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,899.50	1,891.25	1,860.50
R3	1,884.00	1,875.75	1,856.25
R2	1,868.50	1,868.50	1,854.75
R1	1,860.25	1,860.25	1,853.50	1,864.50
PP	1,853.00	1,853.00	1,853.00	1,855.00
S1	1,844.75	1,844.75	1,850.50	1,849.00
S2	1,837.50	1,837.50	1,849.25
S3	1,822.00	1,829.25	1,847.75
S4	1,806.50	1,813.75	1,843.50

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,968.25	1,945.75	1,847.50
R3	1,915.75	1,893.25	1,833.00
R2	1,863.25	1,863.25	1,828.00
R1	1,840.75	1,840.75	1,823.25	1,825.75
PP	1,810.75	1,810.75	1,810.75	1,803.00
S1	1,788.25	1,788.25	1,813.75	1,773.25
S2	1,758.25	1,758.25	1,809.00
S3	1,705.75	1,735.75	1,804.00
S4	1,653.25	1,683.25	1,789.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,862.25	1,780.50	81.75	4.4%	23.25	1.3%	87%	False	False	276,345
10	1,862.25	1,780.50	81.75	4.4%	25.50	1.4%	87%	False	False	274,501
20	1,862.25	1,710.75	151.50	8.2%	28.75	1.5%	93%	False	False	316,624
40	1,900.00	1,710.75	189.25	10.2%	31.25	1.7%	75%	False	False	334,476
60	1,900.00	1,710.75	189.25	10.2%	29.00	1.6%	75%	False	False	271,123
80	1,900.00	1,670.00	230.00	12.4%	28.75	1.6%	79%	False	False	203,501
100	1,900.00	1,648.50	251.50	13.6%	29.00	1.6%	81%	False	False	162,849

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.65
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,927.00
2.618	1,901.75
1.618	1,886.25
1.000	1,876.75
0.618	1,870.75
HIGH	1,861.25
0.618	1,855.25
0.500	1,853.50
0.382	1,851.75
LOW	1,845.75
0.618	1,836.25
1.000	1,830.25
1.618	1,820.75
2.618	1,805.25
4.250	1,780.00

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1,853.50	1,848.50
PP	1,853.00	1,845.25
S1	1,852.50	1,841.75

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

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