E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	1,791.75	1,780.50	-11.25	-0.6%	1,852.00
High	1,823.50	1,831.75	8.25	0.5%	1,904.50
Low	1,773.75	1,775.25	1.50	0.1%	1,824.25
Close	1,782.25	1,822.50	40.25	2.3%	1,834.25
Range	49.75	56.50	6.75	13.6%	80.25
ATR	54.97	55.08	0.11	0.2%	0.00
Volume	409,445	361,910	-47,535	-11.6%	1,276,553

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,979.25	1,957.50	1,853.50
R3	1,922.75	1,901.00	1,838.00
R2	1,866.25	1,866.25	1,832.75
R1	1,844.50	1,844.50	1,827.75	1,855.50
PP	1,809.75	1,809.75	1,809.75	1,815.25
S1	1,788.00	1,788.00	1,817.25	1,799.00
S2	1,753.25	1,753.25	1,812.25
S3	1,696.75	1,731.50	1,807.00
S4	1,640.25	1,675.00	1,791.50

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,095.00	2,045.00	1,878.50
R3	2,014.75	1,964.75	1,856.25
R2	1,934.50	1,934.50	1,849.00
R1	1,884.50	1,884.50	1,841.50	1,869.50
PP	1,854.25	1,854.25	1,854.25	1,846.75
S1	1,804.25	1,804.25	1,827.00	1,789.00
S2	1,774.00	1,774.00	1,819.50
S3	1,693.75	1,724.00	1,812.25
S4	1,613.50	1,643.75	1,790.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,904.50	1,770.00	134.50	7.4%	57.25	3.1%	39%	False	False	363,355
10	1,904.50	1,770.00	134.50	7.4%	54.00	3.0%	39%	False	False	352,616
20	1,981.50	1,754.25	227.25	12.5%	56.00	3.1%	30%	False	False	383,390
40	2,058.75	1,730.25	328.50	18.0%	54.25	3.0%	28%	False	False	382,107
60	2,058.75	1,730.25	328.50	18.0%	43.25	2.4%	28%	False	False	331,229
80	2,058.75	1,730.25	328.50	18.0%	38.00	2.1%	28%	False	False	257,670
100	2,058.75	1,708.50	350.25	19.2%	37.75	2.1%	33%	False	False	206,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,072.00
2.618	1,979.75
1.618	1,923.25
1.000	1,888.25
0.618	1,866.75
HIGH	1,831.75
0.618	1,810.25
0.500	1,803.50
0.382	1,796.75
LOW	1,775.25
0.618	1,740.25
1.000	1,718.75
1.618	1,683.75
2.618	1,627.25
4.250	1,535.00

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	1,816.25	1,815.25
PP	1,809.75	1,808.00
S1	1,803.50	1,801.00

Download as Excel Spreadsheet

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

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