E-mini NASDAQ-100 Future September 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	2,164.00	2,219.50	55.50	2.6%	2,041.00
High	2,225.00	2,249.50	24.50	1.1%	2,169.00
Low	2,158.00	2,201.50	43.50	2.0%	2,022.25
Close	2,220.00	2,227.00	7.00	0.3%	2,164.00
Range	67.00	48.00	-19.00	-28.4%	146.75
ATR	73.06	71.27	-1.79	-2.5%	0.00
Volume	198,317	254,838	56,521	28.5%	1,450,823

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,370.00	2,346.50	2,253.50
R3	2,322.00	2,298.50	2,240.25
R2	2,274.00	2,274.00	2,235.75
R1	2,250.50	2,250.50	2,231.50	2,262.25
PP	2,226.00	2,226.00	2,226.00	2,232.00
S1	2,202.50	2,202.50	2,222.50	2,214.25
S2	2,178.00	2,178.00	2,218.25
S3	2,130.00	2,154.50	2,213.75
S4	2,082.00	2,106.50	2,200.50

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,558.75	2,508.00	2,244.75
R3	2,412.00	2,361.25	2,204.25
R2	2,265.25	2,265.25	2,191.00
R1	2,214.50	2,214.50	2,177.50	2,240.00
PP	2,118.50	2,118.50	2,118.50	2,131.00
S1	2,067.75	2,067.75	2,150.50	2,093.00
S2	1,971.75	1,971.75	2,137.00
S3	1,825.00	1,921.00	2,123.75
S4	1,678.25	1,774.25	2,083.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,249.50	2,080.75	168.75	7.6%	61.00	2.7%	87%	True	False	275,217
10	2,249.50	2,022.25	227.25	10.2%	71.00	3.2%	90%	True	False	299,360
20	2,319.50	1,972.25	347.25	15.6%	86.25	3.9%	73%	False	False	388,210
40	2,435.50	1,972.25	463.25	20.8%	65.75	3.0%	55%	False	False	328,835
60	2,435.50	1,972.25	463.25	20.8%	56.25	2.5%	55%	False	False	300,669
80	2,435.50	1,972.25	463.25	20.8%	50.50	2.3%	55%	False	False	225,620
100	2,435.50	1,972.25	463.25	20.8%	46.00	2.1%	55%	False	False	180,542

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	15.28
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,453.50
2.618	2,375.25
1.618	2,327.25
1.000	2,297.50
0.618	2,279.25
HIGH	2,249.50
0.618	2,231.25
0.500	2,225.50
0.382	2,219.75
LOW	2,201.50
0.618	2,171.75
1.000	2,153.50
1.618	2,123.75
2.618	2,075.75
4.250	1,997.50

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	2,226.50	2,206.50
PP	2,226.00	2,185.75
S1	2,225.50	2,165.00

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

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