E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	1,492.75	1,480.25	-12.50	-0.8%	1,434.00
High	1,513.00	1,500.25	-12.75	-0.8%	1,513.00
Low	1,478.50	1,466.75	-11.75	-0.8%	1,430.00
Close	1,495.00	1,490.50	-4.50	-0.3%	1,495.00
Range	34.50	33.50	-1.00	-2.9%	83.00
ATR	36.66	36.43	-0.23	-0.6%	0.00
Volume	204,494	289,129	84,635	41.4%	1,330,543

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,586.25	1,572.00	1,509.00
R3	1,552.75	1,538.50	1,499.75
R2	1,519.25	1,519.25	1,496.75
R1	1,505.00	1,505.00	1,493.50	1,512.00
PP	1,485.75	1,485.75	1,485.75	1,489.50
S1	1,471.50	1,471.50	1,487.50	1,478.50
S2	1,452.25	1,452.25	1,484.25
S3	1,418.75	1,438.00	1,481.25
S4	1,385.25	1,404.50	1,472.00

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,728.25	1,694.75	1,540.75
R3	1,645.25	1,611.75	1,517.75
R2	1,562.25	1,562.25	1,510.25
R1	1,528.75	1,528.75	1,502.50	1,545.50
PP	1,479.25	1,479.25	1,479.25	1,487.75
S1	1,445.75	1,445.75	1,487.50	1,462.50
S2	1,396.25	1,396.25	1,479.75
S3	1,313.25	1,362.75	1,472.25
S4	1,230.25	1,279.75	1,449.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,513.00	1,458.75	54.25	3.6%	28.75	1.9%	59%	False	False	269,617
10	1,513.00	1,342.75	170.25	11.4%	36.50	2.5%	87%	False	False	282,047
20	1,513.00	1,336.50	176.50	11.8%	37.75	2.5%	87%	False	False	302,009
40	1,513.00	1,293.50	219.50	14.7%	36.50	2.4%	90%	False	False	302,394
60	1,513.00	1,142.25	370.75	24.9%	38.50	2.6%	94%	False	False	312,275
80	1,513.00	1,039.50	473.50	31.8%	39.25	2.6%	95%	False	False	234,749
100	1,513.00	1,039.50	473.50	31.8%	40.00	2.7%	95%	False	False	187,844

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	9.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,642.50
2.618	1,588.00
1.618	1,554.50
1.000	1,533.75
0.618	1,521.00
HIGH	1,500.25
0.618	1,487.50
0.500	1,483.50
0.382	1,479.50
LOW	1,466.75
0.618	1,446.00
1.000	1,433.25
1.618	1,412.50
2.618	1,379.00
4.250	1,324.50

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	1,488.25	1,490.25
PP	1,485.75	1,490.00
S1	1,483.50	1,490.00

Download as Excel Spreadsheet

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

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