E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	2,365.25	2,316.25	-49.00	-2.1%	2,206.00
High	2,368.25	2,332.75	-35.50	-1.5%	2,369.00
Low	2,305.75	2,268.50	-37.25	-1.6%	2,203.00
Close	2,318.00	2,301.00	-17.00	-0.7%	2,367.25
Range	62.50	64.25	1.75	2.8%	166.00
ATR	64.90	64.85	-0.05	-0.1%	0.00
Volume	332,866	347,756	14,890	4.5%	1,359,745

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,493.50	2,461.50	2,336.25
R3	2,429.25	2,397.25	2,318.75
R2	2,365.00	2,365.00	2,312.75
R1	2,333.00	2,333.00	2,307.00	2,317.00
PP	2,300.75	2,300.75	2,300.75	2,292.75
S1	2,268.75	2,268.75	2,295.00	2,252.50
S2	2,236.50	2,236.50	2,289.25
S3	2,172.25	2,204.50	2,283.25
S4	2,108.00	2,140.25	2,265.75

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,811.00	2,755.25	2,458.50
R3	2,645.00	2,589.25	2,413.00
R2	2,479.00	2,479.00	2,397.75
R1	2,423.25	2,423.25	2,382.50	2,451.00
PP	2,313.00	2,313.00	2,313.00	2,327.00
S1	2,257.25	2,257.25	2,352.00	2,285.00
S2	2,147.00	2,147.00	2,336.75
S3	1,981.00	2,091.25	2,321.50
S4	1,815.00	1,925.25	2,276.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,388.50	2,268.50	120.00	5.2%	62.75	2.7%	27%	False	True	330,348
10	2,388.50	2,183.75	204.75	8.9%	56.50	2.5%	57%	False	False	309,120
20	2,388.50	2,035.75	352.75	15.3%	67.50	2.9%	75%	False	False	356,455
40	2,388.50	2,035.75	352.75	15.3%	64.25	2.8%	75%	False	False	274,395
60	2,392.75	1,964.00	428.75	18.6%	70.75	3.1%	79%	False	False	183,112
80	2,429.50	1,964.00	465.50	20.2%	62.50	2.7%	72%	False	False	137,428
100	2,429.50	1,964.00	465.50	20.2%	54.50	2.4%	72%	False	False	109,947
120	2,429.50	1,964.00	465.50	20.2%	45.75	2.0%	72%	False	False	91,623

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,605.75
2.618	2,501.00
1.618	2,436.75
1.000	2,397.00
0.618	2,372.50
HIGH	2,332.75
0.618	2,308.25
0.500	2,300.50
0.382	2,293.00
LOW	2,268.50
0.618	2,228.75
1.000	2,204.25
1.618	2,164.50
2.618	2,100.25
4.250	1,995.50

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	2,301.00	2,320.00
PP	2,300.75	2,313.75
S1	2,300.50	2,307.25

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

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