E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 2,322.75 2,309.50 -13.25 -0.6% 2,337.25
High 2,334.00 2,310.00 -24.00 -1.0% 2,350.00
Low 2,302.00 2,285.00 -17.00 -0.7% 2,304.75
Close 2,308.00 2,293.00 -15.00 -0.6% 2,318.00
Range 32.00 25.00 -7.00 -21.9% 45.25
ATR 34.94 34.23 -0.71 -2.0% 0.00
Volume 224,000 288,991 64,991 29.0% 1,250,885
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,371.00 2,357.00 2,306.75
R3 2,346.00 2,332.00 2,300.00
R2 2,321.00 2,321.00 2,297.50
R1 2,307.00 2,307.00 2,295.25 2,301.50
PP 2,296.00 2,296.00 2,296.00 2,293.25
S1 2,282.00 2,282.00 2,290.75 2,276.50
S2 2,271.00 2,271.00 2,288.50
S3 2,246.00 2,257.00 2,286.00
S4 2,221.00 2,232.00 2,279.25
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,460.00 2,434.25 2,343.00
R3 2,414.75 2,389.00 2,330.50
R2 2,369.50 2,369.50 2,326.25
R1 2,343.75 2,343.75 2,322.25 2,334.00
PP 2,324.25 2,324.25 2,324.25 2,319.50
S1 2,298.50 2,298.50 2,313.75 2,288.75
S2 2,279.00 2,279.00 2,309.75
S3 2,233.75 2,253.25 2,305.50
S4 2,188.50 2,208.00 2,293.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,350.00 2,285.00 65.00 2.8% 32.25 1.4% 12% False True 260,810
10 2,358.00 2,285.00 73.00 3.2% 27.50 1.2% 11% False True 234,897
20 2,358.00 2,185.75 172.25 7.5% 35.50 1.5% 62% False False 270,933
40 2,400.00 2,185.75 214.25 9.3% 38.25 1.7% 50% False False 171,693
60 2,400.00 2,185.75 214.25 9.3% 35.50 1.6% 50% False False 114,520
80 2,400.00 2,185.75 214.25 9.3% 31.75 1.4% 50% False False 85,921
100 2,400.00 2,114.00 286.00 12.5% 26.00 1.1% 63% False False 68,737
120 2,400.00 2,072.25 327.75 14.3% 22.50 1.0% 67% False False 57,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 7.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,416.25
2.618 2,375.50
1.618 2,350.50
1.000 2,335.00
0.618 2,325.50
HIGH 2,310.00
0.618 2,300.50
0.500 2,297.50
0.382 2,294.50
LOW 2,285.00
0.618 2,269.50
1.000 2,260.00
1.618 2,244.50
2.618 2,219.50
4.250 2,178.75
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 2,297.50 2,314.00
PP 2,296.00 2,307.00
S1 2,294.50 2,300.00

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

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