E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	1,845.50	1,893.50	48.00	2.6%	1,833.50
High	1,898.25	1,912.75	14.50	0.8%	1,847.50
Low	1,844.75	1,879.00	34.25	1.9%	1,768.50
Close	1,893.25	1,906.00	12.75	0.7%	1,842.50
Range	53.50	33.75	-19.75	-36.9%	79.00
ATR	51.77	50.48	-1.29	-2.5%	0.00
Volume	329,991	349,007	19,016	5.8%	260,341

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,000.50	1,987.00	1,924.50
R3	1,966.75	1,953.25	1,915.25
R2	1,933.00	1,933.00	1,912.25
R1	1,919.50	1,919.50	1,909.00	1,926.25
PP	1,899.25	1,899.25	1,899.25	1,902.50
S1	1,885.75	1,885.75	1,903.00	1,892.50
S2	1,865.50	1,865.50	1,899.75
S3	1,831.75	1,852.00	1,896.75
S4	1,798.00	1,818.25	1,887.50

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,056.50	2,028.50	1,886.00
R3	1,977.50	1,949.50	1,864.25
R2	1,898.50	1,898.50	1,857.00
R1	1,870.50	1,870.50	1,849.75	1,884.50
PP	1,819.50	1,819.50	1,819.50	1,826.50
S1	1,791.50	1,791.50	1,835.25	1,805.50
S2	1,740.50	1,740.50	1,828.00
S3	1,661.50	1,712.50	1,820.75
S4	1,582.50	1,633.50	1,799.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,912.75	1,774.00	138.75	7.3%	43.75	2.3%	95%	True	False	236,186
10	1,912.75	1,768.50	144.25	7.6%	47.00	2.5%	95%	True	False	119,892
20	1,912.75	1,753.75	159.00	8.3%	52.50	2.8%	96%	True	False	60,281
40	2,056.00	1,730.75	325.25	17.1%	55.25	2.9%	54%	False	False	30,283
60	2,056.00	1,730.75	325.25	17.1%	43.50	2.3%	54%	False	False	20,217
80	2,056.00	1,730.75	325.25	17.1%	34.50	1.8%	54%	False	False	15,165
100	2,056.00	1,730.75	325.25	17.1%	27.75	1.5%	54%	False	False	12,139

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	10.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,056.25
2.618	2,001.00
1.618	1,967.25
1.000	1,946.50
0.618	1,933.50
HIGH	1,912.75
0.618	1,899.75
0.500	1,896.00
0.382	1,892.00
LOW	1,879.00
0.618	1,858.25
1.000	1,845.25
1.618	1,824.50
2.618	1,790.75
4.250	1,735.50

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	1,902.50	1,896.50
PP	1,899.25	1,887.00
S1	1,896.00	1,877.50

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

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