E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	1,752.50	1,744.50	-8.00	-0.5%	1,740.00
High	1,762.75	1,778.75	16.00	0.9%	1,792.00
Low	1,736.00	1,736.75	0.75	0.0%	1,710.75
Close	1,744.75	1,775.50	30.75	1.8%	1,745.00
Range	26.75	42.00	15.25	57.0%	81.25
ATR	33.75	34.34	0.59	1.7%	0.00
Volume	380,797	296,949	-83,848	-22.0%	2,012,688

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,889.75	1,874.50	1,798.50
R3	1,847.75	1,832.50	1,787.00
R2	1,805.75	1,805.75	1,783.25
R1	1,790.50	1,790.50	1,779.25	1,798.00
PP	1,763.75	1,763.75	1,763.75	1,767.50
S1	1,748.50	1,748.50	1,771.75	1,756.00
S2	1,721.75	1,721.75	1,767.75
S3	1,679.75	1,706.50	1,764.00
S4	1,637.75	1,664.50	1,752.50

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,993.00	1,950.25	1,789.75
R3	1,911.75	1,869.00	1,767.25
R2	1,830.50	1,830.50	1,760.00
R1	1,787.75	1,787.75	1,752.50	1,809.00
PP	1,749.25	1,749.25	1,749.25	1,760.00
S1	1,706.50	1,706.50	1,737.50	1,728.00
S2	1,668.00	1,668.00	1,730.00
S3	1,586.75	1,625.25	1,722.75
S4	1,505.50	1,544.00	1,700.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,778.75	1,710.75	68.00	3.8%	32.75	1.9%	95%	True	False	402,695
10	1,792.00	1,710.75	81.25	4.6%	35.75	2.0%	80%	False	False	411,278
20	1,895.75	1,710.75	185.00	10.4%	37.75	2.1%	35%	False	False	397,391
40	1,900.00	1,710.75	189.25	10.7%	29.75	1.7%	34%	False	False	302,664
60	1,900.00	1,710.75	189.25	10.7%	29.75	1.7%	34%	False	False	210,075
80	1,900.00	1,648.50	251.50	14.2%	30.25	1.7%	50%	False	False	157,649
100	1,900.00	1,648.25	251.75	14.2%	29.50	1.7%	51%	False	False	126,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.63
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,957.25
2.618	1,888.75
1.618	1,846.75
1.000	1,820.75
0.618	1,804.75
HIGH	1,778.75
0.618	1,762.75
0.500	1,757.75
0.382	1,752.75
LOW	1,736.75
0.618	1,710.75
1.000	1,694.75
1.618	1,668.75
2.618	1,626.75
4.250	1,558.25

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	1,769.50	1,768.75
PP	1,763.75	1,762.00
S1	1,757.75	1,755.50

Download as Excel Spreadsheet

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

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