E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	2,056.50	2,065.00	8.50	0.4%	2,023.00
High	2,067.50	2,097.75	30.25	1.5%	2,097.75
Low	2,041.25	2,060.25	19.00	0.9%	2,004.25
Close	2,062.00	2,095.00	33.00	1.6%	2,095.00
Range	26.25	37.50	11.25	42.9%	93.50
ATR	32.92	33.25	0.33	1.0%	0.00
Volume	316,761	374,142	57,381	18.1%	1,482,774

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,196.75	2,183.50	2,115.50
R3	2,159.25	2,146.00	2,105.25
R2	2,121.75	2,121.75	2,102.00
R1	2,108.50	2,108.50	2,098.50	2,115.00
PP	2,084.25	2,084.25	2,084.25	2,087.75
S1	2,071.00	2,071.00	2,091.50	2,077.50
S2	2,046.75	2,046.75	2,088.00
S3	2,009.25	2,033.50	2,084.75
S4	1,971.75	1,996.00	2,074.50

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,346.25	2,314.00	2,146.50
R3	2,252.75	2,220.50	2,120.75
R2	2,159.25	2,159.25	2,112.25
R1	2,127.00	2,127.00	2,103.50	2,143.00
PP	2,065.75	2,065.75	2,065.75	2,073.75
S1	2,033.50	2,033.50	2,086.50	2,049.50
S2	1,972.25	1,972.25	2,077.75
S3	1,878.75	1,940.00	2,069.25
S4	1,785.25	1,846.50	2,043.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,097.75	2,004.25	93.50	4.5%	29.75	1.4%	97%	True	False	296,554
10	2,097.75	1,961.00	136.75	6.5%	34.25	1.6%	98%	True	False	306,989
20	2,097.75	1,947.25	150.50	7.2%	34.00	1.6%	98%	True	False	320,353
40	2,097.75	1,741.00	356.75	17.0%	33.00	1.6%	99%	True	False	213,176
60	2,097.75	1,741.00	356.75	17.0%	32.50	1.6%	99%	True	False	142,166
80	2,097.75	1,696.25	401.50	19.2%	34.75	1.7%	99%	True	False	106,654
100	2,097.75	1,696.25	401.50	19.2%	34.25	1.6%	99%	True	False	85,327
120	2,097.75	1,696.25	401.50	19.2%	35.00	1.7%	99%	True	False	71,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	7.78
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,257.00
2.618	2,196.00
1.618	2,158.50
1.000	2,135.25
0.618	2,121.00
HIGH	2,097.75
0.618	2,083.50
0.500	2,079.00
0.382	2,074.50
LOW	2,060.25
0.618	2,037.00
1.000	2,022.75
1.618	1,999.50
2.618	1,962.00
4.250	1,901.00

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	2,089.75	2,085.50
PP	2,084.25	2,076.25
S1	2,079.00	2,066.75

Download as Excel Spreadsheet

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

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