E-mini NASDAQ-100 Future September 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	2,775.25	2,767.50	-7.75	-0.3%	2,784.00
High	2,780.75	2,829.50	48.75	1.8%	2,795.75
Low	2,757.00	2,766.50	9.50	0.3%	2,745.25
Close	2,767.50	2,825.50	58.00	2.1%	2,771.00
Range	23.75	63.00	39.25	165.3%	50.50
ATR	32.04	34.25	2.21	6.9%	0.00
Volume	216,605	270,232	53,627	24.8%	905,662

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,996.25	2,973.75	2,860.25
R3	2,933.25	2,910.75	2,842.75
R2	2,870.25	2,870.25	2,837.00
R1	2,847.75	2,847.75	2,831.25	2,859.00
PP	2,807.25	2,807.25	2,807.25	2,812.75
S1	2,784.75	2,784.75	2,819.75	2,796.00
S2	2,744.25	2,744.25	2,814.00
S3	2,681.25	2,721.75	2,808.25
S4	2,618.25	2,658.75	2,790.75

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,922.25	2,897.00	2,798.75
R3	2,871.75	2,846.50	2,785.00
R2	2,821.25	2,821.25	2,780.25
R1	2,796.00	2,796.00	2,775.75	2,783.50
PP	2,770.75	2,770.75	2,770.75	2,764.25
S1	2,745.50	2,745.50	2,766.25	2,733.00
S2	2,720.25	2,720.25	2,761.75
S3	2,669.75	2,695.00	2,757.00
S4	2,619.25	2,644.50	2,743.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,829.50	2,742.75	86.75	3.1%	39.75	1.4%	95%	True	False	237,000
10	2,829.50	2,742.75	86.75	3.1%	33.00	1.2%	95%	True	False	203,483
20	2,829.50	2,702.25	127.25	4.5%	29.00	1.0%	97%	True	False	193,357
40	2,829.50	2,516.50	313.00	11.1%	36.50	1.3%	99%	True	False	215,326
60	2,829.50	2,503.50	326.00	11.5%	38.75	1.4%	99%	True	False	214,484
80	2,829.50	2,418.25	411.25	14.6%	41.25	1.5%	99%	True	False	173,373
100	2,829.50	2,418.25	411.25	14.6%	40.75	1.4%	99%	True	False	138,714
120	2,829.50	2,418.25	411.25	14.6%	38.25	1.4%	99%	True	False	115,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.28
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3,097.25
2.618	2,994.50
1.618	2,931.50
1.000	2,892.50
0.618	2,868.50
HIGH	2,829.50
0.618	2,805.50
0.500	2,798.00
0.382	2,790.50
LOW	2,766.50
0.618	2,727.50
1.000	2,703.50
1.618	2,664.50
2.618	2,601.50
4.250	2,498.75

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	2,816.25	2,812.50
PP	2,807.25	2,799.25
S1	2,798.00	2,786.00

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

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