E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	1,832.00	1,877.00	45.00	2.5%	1,821.25
High	1,879.25	1,899.25	20.00	1.1%	1,874.25
Low	1,828.50	1,871.00	42.50	2.3%	1,754.25
Close	1,879.00	1,897.75	18.75	1.0%	1,852.00
Range	50.75	28.25	-22.50	-44.3%	120.00
ATR	56.45	54.43	-2.01	-3.6%	0.00
Volume	368,555	307,154	-61,401	-16.7%	1,976,757

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,974.00	1,964.25	1,913.25
R3	1,945.75	1,936.00	1,905.50
R2	1,917.50	1,917.50	1,903.00
R1	1,907.75	1,907.75	1,900.25	1,912.50
PP	1,889.25	1,889.25	1,889.25	1,891.75
S1	1,879.50	1,879.50	1,895.25	1,884.50
S2	1,861.00	1,861.00	1,892.50
S3	1,832.75	1,851.25	1,890.00
S4	1,804.50	1,823.00	1,882.25

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	1,899.25	1,781.75	117.50	6.2%	50.75	2.7%	99%	True	False	341,876
10	1,899.25	1,754.25	145.00	7.6%	57.50	3.0%	99%	True	False	397,951
20	1,981.50	1,730.25	251.25	13.2%	67.50	3.6%	67%	False	False	428,148
40	2,058.75	1,730.25	328.50	17.3%	49.50	2.6%	51%	False	False	364,013
60	2,058.75	1,730.25	328.50	17.3%	40.00	2.1%	51%	False	False	312,989
80	2,058.75	1,730.25	328.50	17.3%	36.25	1.9%	51%	False	False	234,978
100	2,058.75	1,708.50	350.25	18.5%	36.25	1.9%	54%	False	False	188,105

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	14.95
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	2,019.25
2.618	1,973.25
1.618	1,945.00
1.000	1,927.50
0.618	1,916.75
HIGH	1,899.25
0.618	1,888.50
0.500	1,885.00
0.382	1,881.75
LOW	1,871.00
0.618	1,853.50
1.000	1,842.75
1.618	1,825.25
2.618	1,797.00
4.250	1,751.00

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	1,893.50	1,885.75
PP	1,889.25	1,873.75
S1	1,885.00	1,861.75

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

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