E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	1,447.00	1,454.00	7.00	0.5%	1,480.25
High	1,470.75	1,464.25	-6.50	-0.4%	1,517.75
Low	1,439.50	1,444.50	5.00	0.3%	1,466.75
Close	1,454.75	1,451.00	-3.75	-0.3%	1,486.50
Range	31.25	19.75	-11.50	-36.8%	51.00
ATR	34.38	33.33	-1.04	-3.0%	0.00
Volume	76,890	66,928	-9,962	-13.0%	1,308,287

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,512.50	1,501.50	1,461.75
R3	1,492.75	1,481.75	1,456.50
R2	1,473.00	1,473.00	1,454.50
R1	1,462.00	1,462.00	1,452.75	1,457.50
PP	1,453.25	1,453.25	1,453.25	1,451.00
S1	1,442.25	1,442.25	1,449.25	1,438.00
S2	1,433.50	1,433.50	1,447.50
S3	1,413.75	1,422.50	1,445.50
S4	1,394.00	1,402.75	1,440.25

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,643.25	1,616.00	1,514.50
R3	1,592.25	1,565.00	1,500.50
R2	1,541.25	1,541.25	1,495.75
R1	1,514.00	1,514.00	1,491.25	1,527.50
PP	1,490.25	1,490.25	1,490.25	1,497.25
S1	1,463.00	1,463.00	1,481.75	1,476.50
S2	1,439.25	1,439.25	1,477.25
S3	1,388.25	1,412.00	1,472.50
S4	1,337.25	1,361.00	1,458.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,497.50	1,439.50	58.00	4.0%	28.75	2.0%	20%	False	False	103,188
10	1,517.75	1,439.50	78.25	5.4%	30.25	2.1%	15%	False	False	183,751
20	1,517.75	1,342.75	175.00	12.1%	33.50	2.3%	62%	False	False	241,590
40	1,517.75	1,319.00	198.75	13.7%	35.25	2.4%	66%	False	False	279,303
60	1,517.75	1,203.50	314.25	21.7%	37.00	2.6%	79%	False	False	287,776
80	1,517.75	1,039.50	478.25	33.0%	38.50	2.7%	86%	False	False	251,531
100	1,517.75	1,039.50	478.25	33.0%	38.50	2.7%	86%	False	False	201,277

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.10
Narrowest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	1,548.25
2.618	1,516.00
1.618	1,496.25
1.000	1,484.00
0.618	1,476.50
HIGH	1,464.25
0.618	1,456.75
0.500	1,454.50
0.382	1,452.00
LOW	1,444.50
0.618	1,432.25
1.000	1,424.75
1.618	1,412.50
2.618	1,392.75
4.250	1,360.50

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	1,454.50	1,455.00
PP	1,453.25	1,453.75
S1	1,452.00	1,452.50

Download as Excel Spreadsheet

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

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