E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	1,838.75	1,867.50	28.75	1.6%	1,790.75
High	1,871.25	1,878.00	6.75	0.4%	1,871.25
Low	1,834.50	1,853.75	19.25	1.0%	1,754.50
Close	1,867.00	1,857.50	-9.50	-0.5%	1,867.00
Range	36.75	24.25	-12.50	-34.0%	116.75
ATR	37.68	36.72	-0.96	-2.5%	0.00
Volume	306,188	306,188	0	0.0%	1,562,994

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,935.75	1,921.00	1,870.75
R3	1,911.50	1,896.75	1,864.25
R2	1,887.25	1,887.25	1,862.00
R1	1,872.50	1,872.50	1,859.75	1,867.75
PP	1,863.00	1,863.00	1,863.00	1,860.75
S1	1,848.25	1,848.25	1,855.25	1,843.50
S2	1,838.75	1,838.75	1,853.00
S3	1,814.50	1,824.00	1,850.75
S4	1,790.25	1,799.75	1,844.25

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,181.25	2,140.75	1,931.25
R3	2,064.50	2,024.00	1,899.00
R2	1,947.75	1,947.75	1,888.50
R1	1,907.25	1,907.25	1,877.75	1,927.50
PP	1,831.00	1,831.00	1,831.00	1,841.00
S1	1,790.50	1,790.50	1,856.25	1,810.75
S2	1,714.25	1,714.25	1,845.50
S3	1,597.50	1,673.75	1,835.00
S4	1,480.75	1,557.00	1,802.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,878.00	1,754.50	123.50	6.6%	34.25	1.8%	83%	True	False	322,666
10	1,878.00	1,744.00	134.00	7.2%	38.25	2.1%	85%	True	False	325,856
20	1,914.00	1,744.00	170.00	9.2%	37.25	2.0%	67%	False	False	317,126
40	1,918.00	1,744.00	174.00	9.4%	36.50	2.0%	65%	False	False	312,827
60	1,941.00	1,698.00	243.00	13.1%	38.00	2.0%	66%	False	False	319,714
80	1,948.50	1,698.00	250.50	13.5%	42.25	2.3%	64%	False	False	243,152
100	2,056.00	1,698.00	358.00	19.3%	44.50	2.4%	45%	False	False	194,578
120	2,056.00	1,698.00	358.00	19.3%	40.50	2.2%	45%	False	False	162,159

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	10.58
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,981.00
2.618	1,941.50
1.618	1,917.25
1.000	1,902.25
0.618	1,893.00
HIGH	1,878.00
0.618	1,868.75
0.500	1,866.00
0.382	1,863.00
LOW	1,853.75
0.618	1,838.75
1.000	1,829.50
1.618	1,814.50
2.618	1,790.25
4.250	1,750.75

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	1,866.00	1,853.50
PP	1,863.00	1,849.50
S1	1,860.25	1,845.50

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

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