E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	1,773.25	1,820.50	47.25	2.7%	1,824.75
High	1,825.00	1,841.25	16.25	0.9%	1,842.75
Low	1,770.50	1,813.00	42.50	2.4%	1,744.00
Close	1,820.00	1,837.25	17.25	0.9%	1,789.25
Range	54.50	28.25	-26.25	-48.2%	98.75
ATR	38.48	37.75	-0.73	-1.9%	0.00
Volume	389,294	250,865	-138,429	-35.6%	1,664,513

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,915.25	1,904.50	1,852.75
R3	1,887.00	1,876.25	1,845.00
R2	1,858.75	1,858.75	1,842.50
R1	1,848.00	1,848.00	1,839.75	1,853.50
PP	1,830.50	1,830.50	1,830.50	1,833.25
S1	1,819.75	1,819.75	1,834.75	1,825.00
S2	1,802.25	1,802.25	1,832.00
S3	1,774.00	1,791.50	1,829.50
S4	1,745.75	1,763.25	1,821.75

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	1,841.25	1,744.00	97.25	5.3%	39.50	2.2%	96%	True	False	329,760
10	1,842.75	1,744.00	98.75	5.4%	38.00	2.1%	94%	False	False	318,550
20	1,918.00	1,744.00	174.00	9.5%	37.00	2.0%	54%	False	False	314,376
40	1,918.00	1,744.00	174.00	9.5%	36.25	2.0%	54%	False	False	310,467
60	1,941.00	1,698.00	243.00	13.2%	38.50	2.1%	57%	False	False	313,576
80	1,980.00	1,698.00	282.00	15.3%	42.75	2.3%	49%	False	False	235,504
100	2,056.00	1,698.00	358.00	19.5%	44.25	2.4%	39%	False	False	188,456
120	2,056.00	1,698.00	358.00	19.5%	40.00	2.2%	39%	False	False	157,056

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	11.88
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,961.25
2.618	1,915.25
1.618	1,887.00
1.000	1,869.50
0.618	1,858.75
HIGH	1,841.25
0.618	1,830.50
0.500	1,827.00
0.382	1,823.75
LOW	1,813.00
0.618	1,795.50
1.000	1,784.75
1.618	1,767.25
2.618	1,739.00
4.250	1,693.00

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	1,834.00	1,824.00
PP	1,830.50	1,811.00
S1	1,827.00	1,798.00

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

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