E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	2,297.00	2,245.75	-51.25	-2.2%	2,140.00
High	2,318.00	2,249.50	-68.50	-3.0%	2,308.25
Low	2,244.25	2,144.50	-99.75	-4.4%	2,117.00
Close	2,245.50	2,174.50	-71.00	-3.2%	2,307.25
Range	73.75	105.00	31.25	42.4%	191.25
ATR	62.64	65.66	3.03	4.8%	0.00
Volume	353,504	581,143	227,639	64.4%	1,843,816

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,504.50	2,444.50	2,232.25
R3	2,399.50	2,339.50	2,203.50
R2	2,294.50	2,294.50	2,193.75
R1	2,234.50	2,234.50	2,184.00	2,212.00
PP	2,189.50	2,189.50	2,189.50	2,178.25
S1	2,129.50	2,129.50	2,165.00	2,107.00
S2	2,084.50	2,084.50	2,155.25
S3	1,979.50	2,024.50	2,145.50
S4	1,874.50	1,919.50	2,116.75

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,818.00	2,753.75	2,412.50
R3	2,626.75	2,562.50	2,359.75
R2	2,435.50	2,435.50	2,342.25
R1	2,371.25	2,371.25	2,324.75	2,403.50
PP	2,244.25	2,244.25	2,244.25	2,260.25
S1	2,180.00	2,180.00	2,289.75	2,212.00
S2	2,053.00	2,053.00	2,272.25
S3	1,861.75	1,988.75	2,254.75
S4	1,670.50	1,797.50	2,202.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,332.50	2,144.50	188.00	8.6%	65.25	3.0%	16%	False	True	377,965
10	2,332.50	2,117.00	215.50	9.9%	67.50	3.1%	27%	False	False	371,371
20	2,332.50	2,076.50	256.00	11.8%	61.25	2.8%	38%	False	False	192,334
40	2,392.75	1,964.00	428.75	19.7%	72.50	3.3%	49%	False	False	96,441
60	2,429.50	1,964.00	465.50	21.4%	61.00	2.8%	45%	False	False	64,420
80	2,429.50	1,964.00	465.50	21.4%	51.25	2.4%	45%	False	False	48,320
100	2,429.50	1,964.00	465.50	21.4%	41.50	1.9%	45%	False	False	38,656
120	2,429.50	1,964.00	465.50	21.4%	35.25	1.6%	45%	False	False	32,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.90
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	2,695.75
2.618	2,524.50
1.618	2,419.50
1.000	2,354.50
0.618	2,314.50
HIGH	2,249.50
0.618	2,209.50
0.500	2,197.00
0.382	2,184.50
LOW	2,144.50
0.618	2,079.50
1.000	2,039.50
1.618	1,974.50
2.618	1,869.50
4.250	1,698.25

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	2,197.00	2,238.50
PP	2,189.50	2,217.25
S1	2,182.00	2,195.75

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

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