E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	1,392.00	1,368.25	-23.75	-1.7%	1,352.25
High	1,393.50	1,379.25	-14.25	-1.0%	1,423.00
Low	1,352.00	1,352.25	0.25	0.0%	1,342.50
Close	1,367.50	1,360.75	-6.75	-0.5%	1,360.75
Range	41.50	27.00	-14.50	-34.9%	80.50
ATR	38.78	37.93	-0.84	-2.2%	0.00
Volume	332,484	334,972	2,488	0.7%	1,471,431

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,445.00	1,430.00	1,375.50
R3	1,418.00	1,403.00	1,368.25
R2	1,391.00	1,391.00	1,365.75
R1	1,376.00	1,376.00	1,363.25	1,370.00
PP	1,364.00	1,364.00	1,364.00	1,361.00
S1	1,349.00	1,349.00	1,358.25	1,343.00
S2	1,337.00	1,337.00	1,355.75
S3	1,310.00	1,322.00	1,353.25
S4	1,283.00	1,295.00	1,346.00

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,617.00	1,569.25	1,405.00
R3	1,536.50	1,488.75	1,383.00
R2	1,456.00	1,456.00	1,375.50
R1	1,408.25	1,408.25	1,368.25	1,432.00
PP	1,375.50	1,375.50	1,375.50	1,387.25
S1	1,327.75	1,327.75	1,353.25	1,351.50
S2	1,295.00	1,295.00	1,346.00
S3	1,214.50	1,247.25	1,338.50
S4	1,134.00	1,166.75	1,316.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,423.00	1,342.50	80.50	5.9%	37.25	2.7%	23%	False	False	294,286
10	1,423.00	1,336.50	86.50	6.4%	39.00	2.9%	28%	False	False	321,971
20	1,437.75	1,336.50	101.25	7.4%	37.00	2.7%	24%	False	False	313,419
40	1,437.75	1,203.50	234.25	17.2%	37.75	2.8%	67%	False	False	310,667
60	1,437.75	1,039.50	398.25	29.3%	40.00	2.9%	81%	False	False	265,926
80	1,437.75	1,039.50	398.25	29.3%	40.00	2.9%	81%	False	False	199,539
100	1,437.75	1,039.50	398.25	29.3%	40.00	2.9%	81%	False	False	159,642

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	False
Bear Hook	False
Bull Hook	False
Stretch	9.38
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,494.00
2.618	1,450.00
1.618	1,423.00
1.000	1,406.25
0.618	1,396.00
HIGH	1,379.25
0.618	1,369.00
0.500	1,365.75
0.382	1,362.50
LOW	1,352.25
0.618	1,335.50
1.000	1,325.25
1.618	1,308.50
2.618	1,281.50
4.250	1,237.50

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	1,365.75	1,387.50
PP	1,364.00	1,378.50
S1	1,362.50	1,369.75

Download as Excel Spreadsheet

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

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