E-mini NASDAQ-100 Future September 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	2,728.00	2,725.75	-2.25	-0.1%	2,675.00
High	2,743.00	2,740.75	-2.25	-0.1%	2,723.25
Low	2,720.75	2,718.50	-2.25	-0.1%	2,671.75
Close	2,726.75	2,738.50	11.75	0.4%	2,721.00
Range	22.25	22.25	0.00	0.0%	51.50
ATR	37.50	36.41	-1.09	-2.9%	0.00
Volume	188,377	162,515	-25,862	-13.7%	821,455

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,799.25	2,791.25	2,750.75
R3	2,777.00	2,769.00	2,744.50
R2	2,754.75	2,754.75	2,742.50
R1	2,746.75	2,746.75	2,740.50	2,750.75
PP	2,732.50	2,732.50	2,732.50	2,734.50
S1	2,724.50	2,724.50	2,736.50	2,728.50
S2	2,710.25	2,710.25	2,734.50
S3	2,688.00	2,702.25	2,732.50
S4	2,665.75	2,680.00	2,726.25

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,859.75	2,842.00	2,749.25
R3	2,808.25	2,790.50	2,735.25
R2	2,756.75	2,756.75	2,730.50
R1	2,739.00	2,739.00	2,725.75	2,748.00
PP	2,705.25	2,705.25	2,705.25	2,709.75
S1	2,687.50	2,687.50	2,716.25	2,696.50
S2	2,653.75	2,653.75	2,711.50
S3	2,602.25	2,636.00	2,706.75
S4	2,550.75	2,584.50	2,692.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,743.00	2,702.25	40.75	1.5%	21.75	0.8%	89%	False	False	159,229
10	2,743.00	2,600.50	142.50	5.2%	30.50	1.1%	97%	False	False	184,914
20	2,743.00	2,516.75	226.25	8.3%	38.50	1.4%	98%	False	False	222,360
40	2,743.00	2,503.50	239.50	8.7%	41.50	1.5%	98%	False	False	212,766
60	2,743.00	2,418.25	324.75	11.9%	42.75	1.6%	99%	False	False	179,972
80	2,743.00	2,418.25	324.75	11.9%	42.00	1.5%	99%	False	False	135,000
100	2,788.00	2,418.25	369.75	13.5%	40.00	1.5%	87%	False	False	108,016
120	2,788.00	2,418.25	369.75	13.5%	35.50	1.3%	87%	False	False	90,014

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	7.20

Fibonacci Retracements and Extensions
4.250	2,835.25
2.618	2,799.00
1.618	2,776.75
1.000	2,763.00
0.618	2,754.50
HIGH	2,740.75
0.618	2,732.25
0.500	2,729.50
0.382	2,727.00
LOW	2,718.50
0.618	2,704.75
1.000	2,696.25
1.618	2,682.50
2.618	2,660.25
4.250	2,624.00

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	2,735.50	2,733.75
PP	2,732.50	2,729.00
S1	2,729.50	2,724.50

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

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