E-mini NASDAQ-100 Future March 2010

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

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	1,921.25	1,930.25	9.00	0.5%	1,884.00
High	1,934.50	1,946.25	11.75	0.6%	1,935.25
Low	1,919.00	1,929.75	10.75	0.6%	1,881.00
Close	1,931.00	1,936.50	5.50	0.3%	1,926.75
Range	15.50	16.50	1.00	6.5%	54.25
ATR	24.53	23.96	-0.57	-2.3%	0.00
Volume	95,292	71,010	-24,282	-25.5%	1,357,864

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,987.00	1,978.25	1,945.50
R3	1,970.50	1,961.75	1,941.00
R2	1,954.00	1,954.00	1,939.50
R1	1,945.25	1,945.25	1,938.00	1,949.50
PP	1,937.50	1,937.50	1,937.50	1,939.75
S1	1,928.75	1,928.75	1,935.00	1,933.00
S2	1,921.00	1,921.00	1,933.50
S3	1,904.50	1,912.25	1,932.00
S4	1,888.00	1,895.75	1,927.50

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	1,946.25	1,906.50	39.75	2.1%	18.00	0.9%	75%	True	False	156,142
10	1,946.25	1,844.25	102.00	5.3%	20.25	1.0%	90%	True	False	201,303
20	1,946.25	1,780.50	165.75	8.6%	23.00	1.2%	94%	True	False	237,902
40	1,946.25	1,710.75	235.50	12.2%	29.75	1.5%	96%	True	False	319,177
60	1,946.25	1,710.75	235.50	12.2%	27.50	1.4%	96%	True	False	284,176
80	1,946.25	1,710.75	235.50	12.2%	28.00	1.4%	96%	True	False	228,607
100	1,946.25	1,648.50	297.75	15.4%	28.50	1.5%	97%	True	False	182,956
120	1,946.25	1,648.25	298.00	15.4%	28.50	1.5%	97%	True	False	152,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,016.50
2.618	1,989.50
1.618	1,973.00
1.000	1,962.75
0.618	1,956.50
HIGH	1,946.25
0.618	1,940.00
0.500	1,938.00
0.382	1,936.00
LOW	1,929.75
0.618	1,919.50
1.000	1,913.25
1.618	1,903.00
2.618	1,886.50
4.250	1,859.50

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	1,938.00	1,933.00
PP	1,937.50	1,929.75
S1	1,937.00	1,926.50

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

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