E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	1,790.75	1,768.50	-22.25	-1.2%	1,824.75
High	1,805.50	1,781.75	-23.75	-1.3%	1,842.75
Low	1,768.25	1,754.50	-13.75	-0.8%	1,744.00
Close	1,768.75	1,766.50	-2.25	-0.1%	1,789.25
Range	37.25	27.25	-10.00	-26.8%	98.75
ATR	37.68	36.94	-0.75	-2.0%	0.00
Volume	255,852	360,795	104,943	41.0%	1,664,513

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,849.25	1,835.25	1,781.50
R3	1,822.00	1,808.00	1,774.00
R2	1,794.75	1,794.75	1,771.50
R1	1,780.75	1,780.75	1,769.00	1,774.00
PP	1,767.50	1,767.50	1,767.50	1,764.25
S1	1,753.50	1,753.50	1,764.00	1,747.00
S2	1,740.25	1,740.25	1,761.50
S3	1,713.00	1,726.25	1,759.00
S4	1,685.75	1,699.00	1,751.50

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,088.25	2,037.50	1,843.50
R3	1,989.50	1,938.75	1,816.50
R2	1,890.75	1,890.75	1,807.25
R1	1,840.00	1,840.00	1,798.25	1,816.00
PP	1,792.00	1,792.00	1,792.00	1,780.00
S1	1,741.25	1,741.25	1,780.25	1,717.25
S2	1,693.25	1,693.25	1,771.25
S3	1,594.50	1,642.50	1,762.00
S4	1,495.75	1,543.75	1,735.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,805.50	1,744.00	61.50	3.5%	39.00	2.2%	37%	False	False	337,658
10	1,862.25	1,744.00	118.25	6.7%	37.00	2.1%	19%	False	False	319,068
20	1,918.00	1,744.00	174.00	9.8%	35.25	2.0%	13%	False	False	307,380
40	1,918.00	1,721.75	196.25	11.1%	36.50	2.1%	23%	False	False	311,055
60	1,941.00	1,698.00	243.00	13.8%	38.75	2.2%	28%	False	False	303,151
80	1,980.00	1,698.00	282.00	16.0%	43.25	2.5%	24%	False	False	227,511
100	2,056.00	1,698.00	358.00	20.3%	43.75	2.5%	19%	False	False	182,057
120	2,056.00	1,698.00	358.00	20.3%	39.50	2.2%	19%	False	False	151,721

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	12.93
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,897.50
2.618	1,853.00
1.618	1,825.75
1.000	1,809.00
0.618	1,798.50
HIGH	1,781.75
0.618	1,771.25
0.500	1,768.00
0.382	1,765.00
LOW	1,754.50
0.618	1,737.75
1.000	1,727.25
1.618	1,710.50
2.618	1,683.25
4.250	1,638.75

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	1,768.00	1,774.75
PP	1,767.50	1,772.00
S1	1,767.00	1,769.25

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

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