E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	1,850.25	1,874.50	24.25	1.3%	1,799.00
High	1,873.50	1,885.50	12.00	0.6%	1,873.50
Low	1,842.25	1,864.75	22.50	1.2%	1,781.25
Close	1,871.50	1,885.25	13.75	0.7%	1,871.50
Range	31.25	20.75	-10.50	-33.6%	92.25
ATR	40.47	39.06	-1.41	-3.5%	0.00
Volume	94	107	13	13.8%	341

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,940.75	1,933.75	1,896.75
R3	1,920.00	1,913.00	1,891.00
R2	1,899.25	1,899.25	1,889.00
R1	1,892.25	1,892.25	1,887.25	1,895.75
PP	1,878.50	1,878.50	1,878.50	1,880.25
S1	1,871.50	1,871.50	1,883.25	1,875.00
S2	1,857.75	1,857.75	1,881.50
S3	1,837.00	1,850.75	1,879.50
S4	1,816.25	1,830.00	1,873.75

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,118.75	2,087.50	1,922.25
R3	2,026.50	1,995.25	1,896.75
R2	1,934.25	1,934.25	1,888.50
R1	1,903.00	1,903.00	1,880.00	1,918.50
PP	1,842.00	1,842.00	1,842.00	1,850.00
S1	1,810.75	1,810.75	1,863.00	1,826.50
S2	1,749.75	1,749.75	1,854.50
S3	1,657.50	1,718.50	1,846.25
S4	1,565.25	1,626.25	1,820.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,885.50	1,781.25	104.25	5.5%	42.00	2.2%	100%	True	False	69
10	1,885.50	1,781.25	104.25	5.5%	38.25	2.0%	100%	True	False	77
20	1,885.50	1,696.25	189.25	10.0%	41.25	2.2%	100%	True	False	114
40	1,938.00	1,696.25	241.75	12.8%	37.25	2.0%	78%	False	False	73
60	2,030.00	1,696.25	333.75	17.7%	38.00	2.0%	57%	False	False	51
80	2,045.50	1,696.25	349.25	18.5%	29.50	1.6%	54%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	11.35
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,973.75
2.618	1,939.75
1.618	1,919.00
1.000	1,906.25
0.618	1,898.25
HIGH	1,885.50
0.618	1,877.50
0.500	1,875.00
0.382	1,872.75
LOW	1,864.75
0.618	1,852.00
1.000	1,844.00
1.618	1,831.25
2.618	1,810.50
4.250	1,776.50

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	1,882.00	1,873.00
PP	1,878.50	1,860.75
S1	1,875.00	1,848.50

Download as Excel Spreadsheet

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

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