E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	1,927.75	1,921.25	-6.50	-0.3%	1,884.00
High	1,927.75	1,934.50	6.75	0.4%	1,935.25
Low	1,906.50	1,919.00	12.50	0.7%	1,881.00
Close	1,919.50	1,931.00	11.50	0.6%	1,926.75
Range	21.25	15.50	-5.75	-27.1%	54.25
ATR	25.23	24.53	-0.69	-2.8%	0.00
Volume	75,098	95,292	20,194	26.9%	1,357,864

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,974.75	1,968.25	1,939.50
R3	1,959.25	1,952.75	1,935.25
R2	1,943.75	1,943.75	1,933.75
R1	1,937.25	1,937.25	1,932.50	1,940.50
PP	1,928.25	1,928.25	1,928.25	1,929.75
S1	1,921.75	1,921.75	1,929.50	1,925.00
S2	1,912.75	1,912.75	1,928.25
S3	1,897.25	1,906.25	1,926.75
S4	1,881.75	1,890.75	1,922.50

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,077.00	2,056.25	1,956.50
R3	2,022.75	2,002.00	1,941.75
R2	1,968.50	1,968.50	1,936.75
R1	1,947.75	1,947.75	1,931.75	1,958.00
PP	1,914.25	1,914.25	1,914.25	1,919.50
S1	1,893.50	1,893.50	1,921.75	1,904.00
S2	1,860.00	1,860.00	1,916.75
S3	1,805.75	1,839.25	1,911.75
S4	1,751.50	1,785.00	1,897.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,935.25	1,900.00	35.25	1.8%	18.75	1.0%	88%	False	False	208,355
10	1,935.25	1,844.25	91.00	4.7%	20.00	1.0%	95%	False	False	219,086
20	1,935.25	1,780.50	154.75	8.0%	22.75	1.2%	97%	False	False	247,337
40	1,935.25	1,710.75	224.50	11.6%	30.25	1.6%	98%	False	False	326,028
60	1,935.25	1,710.75	224.50	11.6%	27.75	1.4%	98%	False	False	286,908
80	1,935.25	1,710.75	224.50	11.6%	28.25	1.5%	98%	False	False	227,727
100	1,935.25	1,648.50	286.75	14.8%	28.75	1.5%	99%	False	False	182,248
120	1,935.25	1,648.25	287.00	14.9%	28.50	1.5%	99%	False	False	151,897

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	4.33
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,000.50
2.618	1,975.00
1.618	1,959.50
1.000	1,950.00
0.618	1,944.00
HIGH	1,934.50
0.618	1,928.50
0.500	1,926.75
0.382	1,925.00
LOW	1,919.00
0.618	1,909.50
1.000	1,903.50
1.618	1,894.00
2.618	1,878.50
4.250	1,853.00

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	1,929.50	1,927.50
PP	1,928.25	1,924.25
S1	1,926.75	1,921.00

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

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