E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	1,885.75	1,870.25	-15.50	-0.8%	1,800.50
High	1,894.75	1,886.50	-8.25	-0.4%	1,876.25
Low	1,864.75	1,838.50	-26.25	-1.4%	1,781.75
Close	1,869.75	1,857.25	-12.50	-0.7%	1,873.75
Range	30.00	48.00	18.00	60.0%	94.50
ATR	40.21	40.76	0.56	1.4%	0.00
Volume	270,426	253,384	-17,042	-6.3%	1,800,645

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,004.75	1,979.00	1,883.75
R3	1,956.75	1,931.00	1,870.50
R2	1,908.75	1,908.75	1,866.00
R1	1,883.00	1,883.00	1,861.75	1,872.00
PP	1,860.75	1,860.75	1,860.75	1,855.25
S1	1,835.00	1,835.00	1,852.75	1,824.00
S2	1,812.75	1,812.75	1,848.50
S3	1,764.75	1,787.00	1,844.00
S4	1,716.75	1,739.00	1,830.75

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,127.50	2,095.00	1,925.75
R3	2,033.00	2,000.50	1,899.75
R2	1,938.50	1,938.50	1,891.00
R1	1,906.00	1,906.00	1,882.50	1,922.25
PP	1,844.00	1,844.00	1,844.00	1,852.00
S1	1,811.50	1,811.50	1,865.00	1,827.75
S2	1,749.50	1,749.50	1,856.50
S3	1,655.00	1,717.00	1,847.75
S4	1,560.50	1,622.50	1,821.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,900.75	1,838.50	62.25	3.4%	31.00	1.7%	30%	False	True	290,728
10	1,900.75	1,781.75	119.00	6.4%	41.50	2.2%	63%	False	False	327,194
20	1,900.75	1,698.00	202.75	10.9%	40.00	2.2%	79%	False	False	326,672
40	1,941.00	1,698.00	243.00	13.1%	42.00	2.3%	66%	False	False	277,231
60	1,980.00	1,698.00	282.00	15.2%	50.50	2.7%	56%	False	False	184,981
80	2,056.00	1,698.00	358.00	19.3%	45.25	2.4%	44%	False	False	138,784
100	2,056.00	1,698.00	358.00	19.3%	39.50	2.1%	44%	False	False	111,035
120	2,056.00	1,698.00	358.00	19.3%	33.25	1.8%	44%	False	False	92,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.03
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,090.50
2.618	2,012.25
1.618	1,964.25
1.000	1,934.50
0.618	1,916.25
HIGH	1,886.50
0.618	1,868.25
0.500	1,862.50
0.382	1,856.75
LOW	1,838.50
0.618	1,808.75
1.000	1,790.50
1.618	1,760.75
2.618	1,712.75
4.250	1,634.50

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	1,862.50	1,869.50
PP	1,860.75	1,865.50
S1	1,859.00	1,861.50

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

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