E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	1,835.50	1,764.00	-71.50	-3.9%	1,923.00
High	1,839.50	1,777.50	-62.00	-3.4%	1,941.00
Low	1,748.00	1,733.00	-15.00	-0.9%	1,827.25
Close	1,763.50	1,738.00	-25.50	-1.4%	1,839.25
Range	91.50	44.50	-47.00	-51.4%	113.75
ATR	46.59	46.44	-0.15	-0.3%	0.00
Volume	280,729	477,966	197,237	70.3%	1,572,015

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,883.00	1,855.00	1,762.50
R3	1,838.50	1,810.50	1,750.25
R2	1,794.00	1,794.00	1,746.25
R1	1,766.00	1,766.00	1,742.00	1,757.75
PP	1,749.50	1,749.50	1,749.50	1,745.50
S1	1,721.50	1,721.50	1,734.00	1,713.25
S2	1,705.00	1,705.00	1,729.75
S3	1,660.50	1,677.00	1,725.75
S4	1,616.00	1,632.50	1,713.50

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,210.50	2,138.50	1,901.75
R3	2,096.75	2,024.75	1,870.50
R2	1,983.00	1,983.00	1,860.00
R1	1,911.00	1,911.00	1,849.75	1,890.00
PP	1,869.25	1,869.25	1,869.25	1,858.75
S1	1,797.25	1,797.25	1,828.75	1,776.50
S2	1,755.50	1,755.50	1,818.50
S3	1,641.75	1,683.50	1,808.00
S4	1,528.00	1,569.75	1,776.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,875.25	1,733.00	142.25	8.2%	46.75	2.7%	4%	False	True	348,786
10	1,941.00	1,733.00	208.00	12.0%	40.75	2.4%	2%	False	True	335,689
20	1,941.00	1,733.00	208.00	12.0%	44.00	2.5%	2%	False	True	227,790
40	1,980.00	1,730.75	249.25	14.3%	55.75	3.2%	3%	False	False	114,135
60	2,056.00	1,730.75	325.25	18.7%	47.00	2.7%	2%	False	False	76,154
80	2,056.00	1,730.75	325.25	18.7%	39.50	2.3%	2%	False	False	57,125
100	2,056.00	1,730.75	325.25	18.7%	31.75	1.8%	2%	False	False	45,704

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	11.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,966.50
2.618	1,894.00
1.618	1,849.50
1.000	1,822.00
0.618	1,805.00
HIGH	1,777.50
0.618	1,760.50
0.500	1,755.25
0.382	1,750.00
LOW	1,733.00
0.618	1,705.50
1.000	1,688.50
1.618	1,661.00
2.618	1,616.50
4.250	1,544.00

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	1,755.25	1,792.25
PP	1,749.50	1,774.25
S1	1,743.75	1,756.00

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

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