E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	1,930.25	1,936.00	5.75	0.3%	1,884.00
High	1,946.25	1,945.50	-0.75	0.0%	1,935.25
Low	1,929.75	1,931.75	2.00	0.1%	1,881.00
Close	1,936.50	1,944.50	8.00	0.4%	1,926.75
Range	16.50	13.75	-2.75	-16.7%	54.25
ATR	23.96	23.23	-0.73	-3.0%	0.00
Volume	71,010	54,809	-16,201	-22.8%	1,357,864

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,981.75	1,977.00	1,952.00
R3	1,968.00	1,963.25	1,948.25
R2	1,954.25	1,954.25	1,947.00
R1	1,949.50	1,949.50	1,945.75	1,952.00
PP	1,940.50	1,940.50	1,940.50	1,941.75
S1	1,935.75	1,935.75	1,943.25	1,938.00
S2	1,926.75	1,926.75	1,942.00
S3	1,913.00	1,922.00	1,940.75
S4	1,899.25	1,908.25	1,937.00

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	2.0%	17.25	0.9%	96%	False	False	102,822
10	1,946.25	1,857.00	89.25	4.6%	20.00	1.0%	98%	False	False	185,175
20	1,946.25	1,780.50	165.75	8.5%	22.50	1.2%	99%	False	False	228,738
40	1,946.25	1,710.75	235.50	12.1%	29.00	1.5%	99%	False	False	312,222
60	1,946.25	1,710.75	235.50	12.1%	27.50	1.4%	99%	False	False	279,806
80	1,946.25	1,710.75	235.50	12.1%	27.75	1.4%	99%	False	False	229,272
100	1,946.25	1,648.50	297.75	15.3%	28.50	1.5%	99%	False	False	183,502
120	1,946.25	1,648.25	298.00	15.3%	28.25	1.5%	99%	False	False	152,944

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	3.58
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,004.00
2.618	1,981.50
1.618	1,967.75
1.000	1,959.25
0.618	1,954.00
HIGH	1,945.50
0.618	1,940.25
0.500	1,938.50
0.382	1,937.00
LOW	1,931.75
0.618	1,923.25
1.000	1,918.00
1.618	1,909.50
2.618	1,895.75
4.250	1,873.25

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	1,942.50	1,940.50
PP	1,940.50	1,936.50
S1	1,938.50	1,932.50

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

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