E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	1,387.00	1,397.00	10.00	0.7%	1,397.50
High	1,409.75	1,406.50	-3.25	-0.2%	1,437.75
Low	1,366.00	1,360.75	-5.25	-0.4%	1,375.25
Close	1,396.75	1,385.00	-11.75	-0.8%	1,389.50
Range	43.75	45.75	2.00	4.6%	62.50
ATR	38.03	38.58	0.55	1.4%	0.00
Volume	377,894	331,434	-46,460	-12.3%	1,544,867

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,521.25	1,499.00	1,410.25
R3	1,475.50	1,453.25	1,397.50
R2	1,429.75	1,429.75	1,393.50
R1	1,407.50	1,407.50	1,389.25	1,395.75
PP	1,384.00	1,384.00	1,384.00	1,378.25
S1	1,361.75	1,361.75	1,380.75	1,350.00
S2	1,338.25	1,338.25	1,376.50
S3	1,292.50	1,316.00	1,372.50
S4	1,246.75	1,270.25	1,359.75

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,588.25	1,551.50	1,424.00
R3	1,525.75	1,489.00	1,406.75
R2	1,463.25	1,463.25	1,401.00
R1	1,426.50	1,426.50	1,395.25	1,413.50
PP	1,400.75	1,400.75	1,400.75	1,394.50
S1	1,364.00	1,364.00	1,383.75	1,351.00
S2	1,338.25	1,338.25	1,378.00
S3	1,275.75	1,301.50	1,372.25
S4	1,213.25	1,239.00	1,355.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,437.75	1,360.75	77.00	5.6%	44.50	3.2%	31%	False	True	350,252
10	1,437.75	1,355.00	82.75	6.0%	37.75	2.7%	36%	False	False	315,656
20	1,437.75	1,293.50	144.25	10.4%	36.75	2.7%	63%	False	False	315,147
40	1,437.75	1,146.75	291.00	21.0%	39.50	2.8%	82%	False	False	320,027
60	1,437.75	1,039.50	398.25	28.8%	40.00	2.9%	87%	False	False	224,146
80	1,437.75	1,039.50	398.25	28.8%	40.50	2.9%	87%	False	False	168,169

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	8.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,601.00
2.618	1,526.25
1.618	1,480.50
1.000	1,452.25
0.618	1,434.75
HIGH	1,406.50
0.618	1,389.00
0.500	1,383.50
0.382	1,378.25
LOW	1,360.75
0.618	1,332.50
1.000	1,315.00
1.618	1,286.75
2.618	1,241.00
4.250	1,166.25

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	1,384.50	1,385.50
PP	1,384.00	1,385.25
S1	1,383.50	1,385.25

Download as Excel Spreadsheet

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

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