E-mini NASDAQ-100 Future September 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	2,784.00	2,783.25	-0.75	0.0%	2,774.75
High	2,795.75	2,790.50	-5.25	-0.2%	2,802.50
Low	2,776.50	2,771.00	-5.50	-0.2%	2,750.50
Close	2,782.75	2,780.75	-2.00	-0.1%	2,775.00
Range	19.25	19.50	0.25	1.3%	52.00
ATR	33.38	32.39	-0.99	-3.0%	0.00
Volume	140,197	173,035	32,838	23.4%	1,079,013

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,839.25	2,829.50	2,791.50
R3	2,819.75	2,810.00	2,786.00
R2	2,800.25	2,800.25	2,784.25
R1	2,790.50	2,790.50	2,782.50	2,785.50
PP	2,780.75	2,780.75	2,780.75	2,778.25
S1	2,771.00	2,771.00	2,779.00	2,766.00
S2	2,761.25	2,761.25	2,777.25
S3	2,741.75	2,751.50	2,775.50
S4	2,722.25	2,732.00	2,770.00

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,932.00	2,905.50	2,803.50
R3	2,880.00	2,853.50	2,789.25
R2	2,828.00	2,828.00	2,784.50
R1	2,801.50	2,801.50	2,779.75	2,814.75
PP	2,776.00	2,776.00	2,776.00	2,782.50
S1	2,749.50	2,749.50	2,770.25	2,762.75
S2	2,724.00	2,724.00	2,765.50
S3	2,672.00	2,697.50	2,760.75
S4	2,620.00	2,645.50	2,746.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,795.75	2,750.50	45.25	1.6%	28.50	1.0%	67%	False	False	192,559
10	2,802.50	2,718.50	84.00	3.0%	27.50	1.0%	74%	False	False	191,435
20	2,802.50	2,600.50	202.00	7.3%	29.75	1.1%	89%	False	False	192,658
40	2,802.50	2,516.50	286.00	10.3%	37.25	1.3%	92%	False	False	204,790
60	2,802.50	2,454.00	348.50	12.5%	40.50	1.5%	94%	False	False	209,106
80	2,802.50	2,418.25	384.25	13.8%	41.50	1.5%	94%	False	False	156,891
100	2,802.50	2,418.25	384.25	13.8%	40.50	1.5%	94%	False	False	125,523
120	2,802.50	2,418.25	384.25	13.8%	37.25	1.3%	94%	False	False	104,612

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	9.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,873.50
2.618	2,841.50
1.618	2,822.00
1.000	2,810.00
0.618	2,802.50
HIGH	2,790.50
0.618	2,783.00
0.500	2,780.75
0.382	2,778.50
LOW	2,771.00
0.618	2,759.00
1.000	2,751.50
1.618	2,739.50
2.618	2,720.00
4.250	2,688.00

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	2,780.75	2,778.25
PP	2,780.75	2,775.75
S1	2,780.75	2,773.00

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

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