E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 1,862.75 1,859.25 -3.50 -0.2% 1,815.00
High 1,872.50 1,876.25 3.75 0.2% 1,872.50
Low 1,834.25 1,823.25 -11.00 -0.6% 1,753.75
Close 1,850.50 1,829.25 -21.25 -1.1% 1,850.50
Range 38.25 53.00 14.75 38.6% 118.75
ATR 55.70 55.50 -0.19 -0.3% 0.00
Volume 692 756 64 9.2% 2,381
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,002.00 1,968.50 1,858.50
R3 1,949.00 1,915.50 1,843.75
R2 1,896.00 1,896.00 1,839.00
R1 1,862.50 1,862.50 1,834.00 1,852.75
PP 1,843.00 1,843.00 1,843.00 1,838.00
S1 1,809.50 1,809.50 1,824.50 1,799.75
S2 1,790.00 1,790.00 1,819.50
S3 1,737.00 1,756.50 1,814.75
S4 1,684.00 1,703.50 1,800.00
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 2,181.75 2,135.00 1,915.75
R3 2,063.00 2,016.25 1,883.25
R2 1,944.25 1,944.25 1,872.25
R1 1,897.50 1,897.50 1,861.50 1,921.00
PP 1,825.50 1,825.50 1,825.50 1,837.25
S1 1,778.75 1,778.75 1,839.50 1,802.00
S2 1,706.75 1,706.75 1,828.75
S3 1,588.00 1,660.00 1,817.75
S4 1,469.25 1,541.25 1,785.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.25 1,753.75 122.50 6.7% 59.00 3.2% 62% True False 552
10 1,930.25 1,753.75 176.50 9.6% 58.50 3.2% 43% False False 412
20 2,026.00 1,730.75 295.25 16.1% 68.75 3.8% 33% False False 341
40 2,056.00 1,730.75 325.25 17.8% 48.00 2.6% 30% False False 266
60 2,056.00 1,730.75 325.25 17.8% 37.00 2.0% 30% False False 190
80 2,056.00 1,730.75 325.25 17.8% 28.25 1.5% 30% False False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,101.50
2.618 2,015.00
1.618 1,962.00
1.000 1,929.25
0.618 1,909.00
HIGH 1,876.25
0.618 1,856.00
0.500 1,849.75
0.382 1,843.50
LOW 1,823.25
0.618 1,790.50
1.000 1,770.25
1.618 1,737.50
2.618 1,684.50
4.250 1,598.00
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 1,849.75 1,829.25
PP 1,843.00 1,829.25
S1 1,836.00 1,829.25

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

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