E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	1,359.75	1,410.25	50.50	3.7%	1,352.25
High	1,414.50	1,428.75	14.25	1.0%	1,423.00
Low	1,342.75	1,397.75	55.00	4.1%	1,342.50
Close	1,410.75	1,404.00	-6.75	-0.5%	1,360.75
Range	71.75	31.00	-40.75	-56.8%	80.50
ATR	40.35	39.68	-0.67	-1.7%	0.00
Volume	211,742	374,372	162,630	76.8%	1,471,431

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,503.25	1,484.50	1,421.00
R3	1,472.25	1,453.50	1,412.50
R2	1,441.25	1,441.25	1,409.75
R1	1,422.50	1,422.50	1,406.75	1,416.50
PP	1,410.25	1,410.25	1,410.25	1,407.00
S1	1,391.50	1,391.50	1,401.25	1,385.50
S2	1,379.25	1,379.25	1,398.25
S3	1,348.25	1,360.50	1,395.50
S4	1,317.25	1,329.50	1,387.00

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	1,428.75	1,342.75	86.00	6.1%	41.50	3.0%	71%	True	False	303,968
10	1,428.75	1,336.50	92.25	6.6%	40.50	2.9%	73%	True	False	309,649
20	1,437.75	1,336.50	101.25	7.2%	39.25	2.8%	67%	False	False	312,653
40	1,437.75	1,210.00	227.75	16.2%	38.50	2.7%	85%	False	False	308,800
60	1,437.75	1,039.50	398.25	28.4%	40.50	2.9%	92%	False	False	275,679
80	1,437.75	1,039.50	398.25	28.4%	40.25	2.9%	92%	False	False	206,864
100	1,437.75	1,039.50	398.25	28.4%	40.25	2.9%	92%	False	False	165,503

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	9.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,560.50
2.618	1,510.00
1.618	1,479.00
1.000	1,459.75
0.618	1,448.00
HIGH	1,428.75
0.618	1,417.00
0.500	1,413.25
0.382	1,409.50
LOW	1,397.75
0.618	1,378.50
1.000	1,366.75
1.618	1,347.50
2.618	1,316.50
4.250	1,266.00

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	1,413.25	1,398.00
PP	1,410.25	1,391.75
S1	1,407.00	1,385.75

Download as Excel Spreadsheet

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

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