E-mini NASDAQ-100 Future June 2010

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

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	1,945.00	1,907.75	-37.25	-1.9%	1,873.75
High	1,950.50	1,919.50	-31.00	-1.6%	1,981.50
Low	1,883.00	1,870.50	-12.50	-0.7%	1,872.25
Close	1,909.75	1,913.50	3.75	0.2%	1,909.75
Range	67.50	49.00	-18.50	-27.4%	109.25
ATR	54.76	54.35	-0.41	-0.8%	0.00
Volume	329,770	449,745	119,975	36.4%	2,227,626

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,048.25	2,029.75	1,940.50
R3	1,999.25	1,980.75	1,927.00
R2	1,950.25	1,950.25	1,922.50
R1	1,931.75	1,931.75	1,918.00	1,941.00
PP	1,901.25	1,901.25	1,901.25	1,905.75
S1	1,882.75	1,882.75	1,909.00	1,892.00
S2	1,852.25	1,852.25	1,904.50
S3	1,803.25	1,833.75	1,900.00
S4	1,754.25	1,784.75	1,886.50

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,249.00	2,188.50	1,969.75
R3	2,139.75	2,079.25	1,939.75
R2	2,030.50	2,030.50	1,929.75
R1	1,970.00	1,970.00	1,919.75	2,000.25
PP	1,921.25	1,921.25	1,921.25	1,936.25
S1	1,860.75	1,860.75	1,899.75	1,891.00
S2	1,812.00	1,812.00	1,889.75
S3	1,702.75	1,751.50	1,879.75
S4	1,593.50	1,642.25	1,849.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,981.50	1,870.50	111.00	5.8%	53.75	2.8%	39%	False	True	393,315
10	2,028.50	1,730.25	298.25	15.6%	78.75	4.1%	61%	False	False	458,718
20	2,058.75	1,730.25	328.50	17.2%	56.25	2.9%	56%	False	False	388,411
40	2,058.75	1,730.25	328.50	17.2%	39.50	2.1%	56%	False	False	312,830
60	2,058.75	1,730.25	328.50	17.2%	33.75	1.8%	56%	False	False	234,132
80	2,058.75	1,708.50	350.25	18.3%	33.50	1.8%	59%	False	False	175,733
100	2,058.75	1,708.50	350.25	18.3%	31.50	1.7%	59%	False	False	140,641

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,127.75
2.618	2,047.75
1.618	1,998.75
1.000	1,968.50
0.618	1,949.75
HIGH	1,919.50
0.618	1,900.75
0.500	1,895.00
0.382	1,889.25
LOW	1,870.50
0.618	1,840.25
1.000	1,821.50
1.618	1,791.25
2.618	1,742.25
4.250	1,662.25

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	1,907.25	1,926.00
PP	1,901.25	1,921.75
S1	1,895.00	1,917.75

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

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