E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	2,112.75	2,167.25	54.50	2.6%	2,190.50
High	2,182.00	2,213.75	31.75	1.5%	2,285.25
Low	2,099.25	2,148.50	49.25	2.3%	2,122.25
Close	2,167.50	2,204.75	37.25	1.7%	2,134.50
Range	82.75	65.25	-17.50	-21.1%	163.00
ATR	73.03	72.47	-0.56	-0.8%	0.00
Volume	402,321	386,531	-15,790	-3.9%	1,859,124

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,384.75	2,360.00	2,240.75
R3	2,319.50	2,294.75	2,222.75
R2	2,254.25	2,254.25	2,216.75
R1	2,229.50	2,229.50	2,210.75	2,242.00
PP	2,189.00	2,189.00	2,189.00	2,195.25
S1	2,164.25	2,164.25	2,198.75	2,176.50
S2	2,123.75	2,123.75	2,192.75
S3	2,058.50	2,099.00	2,186.75
S4	1,993.25	2,033.75	2,168.75

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,669.75	2,565.00	2,224.25
R3	2,506.75	2,402.00	2,179.25
R2	2,343.75	2,343.75	2,164.50
R1	2,239.00	2,239.00	2,149.50	2,210.00
PP	2,180.75	2,180.75	2,180.75	2,166.00
S1	2,076.00	2,076.00	2,119.50	2,047.00
S2	2,017.75	2,017.75	2,104.50
S3	1,854.75	1,913.00	2,089.75
S4	1,691.75	1,750.00	2,044.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,213.75	2,035.75	178.00	8.1%	80.00	3.6%	95%	True	False	433,400
10	2,285.25	2,035.75	249.50	11.3%	78.25	3.5%	68%	False	False	403,791
20	2,332.50	2,035.75	296.75	13.5%	72.75	3.3%	57%	False	False	387,581
40	2,332.50	2,019.25	313.25	14.2%	68.25	3.1%	59%	False	False	197,236
60	2,429.50	1,964.00	465.50	21.1%	68.50	3.1%	52%	False	False	131,701
80	2,429.50	1,964.00	465.50	21.1%	60.50	2.7%	52%	False	False	98,794
100	2,429.50	1,964.00	465.50	21.1%	49.00	2.2%	52%	False	False	79,035
120	2,429.50	1,964.00	465.50	21.1%	41.25	1.9%	52%	False	False	65,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	22.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,491.00
2.618	2,384.50
1.618	2,319.25
1.000	2,279.00
0.618	2,254.00
HIGH	2,213.75
0.618	2,188.75
0.500	2,181.00
0.382	2,173.50
LOW	2,148.50
0.618	2,108.25
1.000	2,083.25
1.618	2,043.00
2.618	1,977.75
4.250	1,871.25

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	2,197.00	2,178.00
PP	2,189.00	2,151.50
S1	2,181.00	2,124.75

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

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