E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 1,868.75 1,893.75 25.00 1.3% 1,874.25
High 1,901.75 1,898.25 -3.50 -0.2% 1,900.75
Low 1,864.50 1,879.75 15.25 0.8% 1,831.50
Close 1,894.25 1,893.00 -1.25 -0.1% 1,862.25
Range 37.25 18.50 -18.75 -50.3% 69.25
ATR 40.76 39.17 -1.59 -3.9% 0.00
Volume 355,325 215,692 -139,633 -39.3% 1,489,147
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,945.75 1,938.00 1,903.25
R3 1,927.25 1,919.50 1,898.00
R2 1,908.75 1,908.75 1,896.50
R1 1,901.00 1,901.00 1,894.75 1,895.50
PP 1,890.25 1,890.25 1,890.25 1,887.75
S1 1,882.50 1,882.50 1,891.25 1,877.00
S2 1,871.75 1,871.75 1,889.50
S3 1,853.25 1,864.00 1,888.00
S4 1,834.75 1,845.50 1,882.75
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,072.50 2,036.75 1,900.25
R3 2,003.25 1,967.50 1,881.25
R2 1,934.00 1,934.00 1,875.00
R1 1,898.25 1,898.25 1,868.50 1,881.50
PP 1,864.75 1,864.75 1,864.75 1,856.50
S1 1,829.00 1,829.00 1,856.00 1,812.25
S2 1,795.50 1,795.50 1,849.50
S3 1,726.25 1,759.75 1,843.25
S4 1,657.00 1,690.50 1,824.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,901.75 1,831.50 70.25 3.7% 35.25 1.9% 88% False False 295,866
10 1,901.75 1,811.00 90.75 4.8% 35.75 1.9% 90% False False 316,134
20 1,901.75 1,721.75 180.00 9.5% 38.00 2.0% 95% False False 314,731
40 1,941.00 1,698.00 243.00 12.8% 40.50 2.1% 80% False False 301,036
60 1,980.00 1,698.00 282.00 14.9% 46.00 2.4% 69% False False 200,888
80 2,056.00 1,698.00 358.00 18.9% 45.75 2.4% 54% False False 150,726
100 2,056.00 1,698.00 358.00 18.9% 40.25 2.1% 54% False False 120,590
120 2,056.00 1,698.00 358.00 18.9% 33.75 1.8% 54% False False 100,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.75
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1,977.00
2.618 1,946.75
1.618 1,928.25
1.000 1,916.75
0.618 1,909.75
HIGH 1,898.25
0.618 1,891.25
0.500 1,889.00
0.382 1,886.75
LOW 1,879.75
0.618 1,868.25
1.000 1,861.25
1.618 1,849.75
2.618 1,831.25
4.250 1,801.00
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 1,891.75 1,884.25
PP 1,890.25 1,875.50
S1 1,889.00 1,866.50

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

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