E-mini NASDAQ-100 Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	2,593.75	2,590.25	-3.50	-0.1%	2,556.75
High	2,601.75	2,600.50	-1.25	0.0%	2,600.50
Low	2,574.25	2,575.25	1.00	0.0%	2,542.75
Close	2,591.00	2,578.75	-12.25	-0.5%	2,582.00
Range	27.50	25.25	-2.25	-8.2%	57.75
ATR	31.46	31.02	-0.44	-1.4%	0.00
Volume	187,245	186,677	-568	-0.3%	1,234,293

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,660.50	2,645.00	2,592.75
R3	2,635.25	2,619.75	2,585.75
R2	2,610.00	2,610.00	2,583.50
R1	2,594.50	2,594.50	2,581.00	2,589.50
PP	2,584.75	2,584.75	2,584.75	2,582.50
S1	2,569.25	2,569.25	2,576.50	2,564.50
S2	2,559.50	2,559.50	2,574.00
S3	2,534.25	2,544.00	2,571.75
S4	2,509.00	2,518.75	2,564.75

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,748.25	2,723.00	2,613.75
R3	2,690.50	2,665.25	2,598.00
R2	2,632.75	2,632.75	2,592.50
R1	2,607.50	2,607.50	2,587.25	2,620.00
PP	2,575.00	2,575.00	2,575.00	2,581.50
S1	2,549.75	2,549.75	2,576.75	2,562.50
S2	2,517.25	2,517.25	2,571.50
S3	2,459.50	2,492.00	2,566.00
S4	2,401.75	2,434.25	2,550.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,601.75	2,542.75	59.00	2.3%	35.50	1.4%	61%	False	False	250,324
10	2,601.75	2,521.00	80.75	3.1%	30.50	1.2%	72%	False	False	228,064
20	2,601.75	2,429.50	172.25	6.7%	30.00	1.2%	87%	False	False	212,026
40	2,601.75	2,256.25	345.50	13.4%	28.50	1.1%	93%	False	False	170,743
60	2,601.75	2,135.00	466.75	18.1%	35.75	1.4%	95%	False	False	154,474
80	2,601.75	2,135.00	466.75	18.1%	39.50	1.5%	95%	False	False	115,881
100	2,601.75	2,034.50	567.25	22.0%	43.50	1.7%	96%	False	False	92,716
120	2,601.75	2,034.50	567.25	22.0%	44.00	1.7%	96%	False	False	77,273

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.03
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,707.75
2.618	2,666.50
1.618	2,641.25
1.000	2,625.75
0.618	2,616.00
HIGH	2,600.50
0.618	2,590.75
0.500	2,588.00
0.382	2,585.00
LOW	2,575.25
0.618	2,559.75
1.000	2,550.00
1.618	2,534.50
2.618	2,509.25
4.250	2,468.00

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	2,588.00	2,587.00
PP	2,584.75	2,584.25
S1	2,581.75	2,581.50

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

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