E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	1,788.25	1,862.25	74.00	4.1%	1,821.25
High	1,864.50	1,874.25	9.75	0.5%	1,874.25
Low	1,781.75	1,835.50	53.75	3.0%	1,754.25
Close	1,863.75	1,852.00	-11.75	-0.6%	1,852.00
Range	82.75	38.75	-44.00	-53.2%	120.00
ATR	58.54	57.13	-1.41	-2.4%	0.00
Volume	391,061	326,868	-64,193	-16.4%	1,976,757

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,970.25	1,949.75	1,873.25
R3	1,931.50	1,911.00	1,862.75
R2	1,892.75	1,892.75	1,859.00
R1	1,872.25	1,872.25	1,855.50	1,863.00
PP	1,854.00	1,854.00	1,854.00	1,849.25
S1	1,833.50	1,833.50	1,848.50	1,824.50
S2	1,815.25	1,815.25	1,845.00
S3	1,776.50	1,794.75	1,841.25
S4	1,737.75	1,756.00	1,830.75

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,186.75	2,139.50	1,918.00
R3	2,066.75	2,019.50	1,885.00
R2	1,946.75	1,946.75	1,874.00
R1	1,899.50	1,899.50	1,863.00	1,923.00
PP	1,826.75	1,826.75	1,826.75	1,838.75
S1	1,779.50	1,779.50	1,841.00	1,803.00
S2	1,706.75	1,706.75	1,830.00
S3	1,586.75	1,659.50	1,819.00
S4	1,466.75	1,539.50	1,786.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,874.25	1,754.25	120.00	6.5%	58.25	3.2%	81%	True	False	395,351
10	1,932.00	1,754.25	177.75	9.6%	59.00	3.2%	55%	False	False	420,582
20	2,038.00	1,730.25	307.75	16.6%	68.50	3.7%	40%	False	False	434,259
40	2,058.75	1,730.25	328.50	17.7%	47.75	2.6%	37%	False	False	349,195
60	2,058.75	1,730.25	328.50	17.7%	39.00	2.1%	37%	False	False	296,624
80	2,058.75	1,708.50	350.25	18.9%	36.25	2.0%	41%	False	False	222,613
100	2,058.75	1,708.50	350.25	18.9%	35.50	1.9%	41%	False	False	178,192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.30
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2,039.00
2.618	1,975.75
1.618	1,937.00
1.000	1,913.00
0.618	1,898.25
HIGH	1,874.25
0.618	1,859.50
0.500	1,855.00
0.382	1,850.25
LOW	1,835.50
0.618	1,811.50
1.000	1,796.75
1.618	1,772.75
2.618	1,734.00
4.250	1,670.75

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	1,855.00	1,844.00
PP	1,854.00	1,836.00
S1	1,853.00	1,828.00

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

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