E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	1,477.75	1,476.00	-1.75	-0.1%	1,357.00
High	1,483.25	1,492.00	8.75	0.6%	1,438.75
Low	1,457.75	1,473.00	15.25	1.0%	1,341.50
Close	1,476.00	1,491.50	15.50	1.1%	1,433.75
Range	25.50	19.00	-6.50	-25.5%	97.25
ATR	36.77	35.50	-1.27	-3.5%	0.00
Volume	425	2,668	2,243	527.8%	1,274

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,542.50	1,536.00	1,502.00
R3	1,523.50	1,517.00	1,496.75
R2	1,504.50	1,504.50	1,495.00
R1	1,498.00	1,498.00	1,493.25	1,501.25
PP	1,485.50	1,485.50	1,485.50	1,487.00
S1	1,479.00	1,479.00	1,489.75	1,482.25
S2	1,466.50	1,466.50	1,488.00
S3	1,447.50	1,460.00	1,486.25
S4	1,428.50	1,441.00	1,481.00

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,696.50	1,662.25	1,487.25
R3	1,599.25	1,565.00	1,460.50
R2	1,502.00	1,502.00	1,451.50
R1	1,467.75	1,467.75	1,442.75	1,485.00
PP	1,404.75	1,404.75	1,404.75	1,413.25
S1	1,370.50	1,370.50	1,424.75	1,387.50
S2	1,307.50	1,307.50	1,416.00
S3	1,210.25	1,273.25	1,407.00
S4	1,113.00	1,176.00	1,380.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,492.50	1,409.75	82.75	5.5%	31.00	2.1%	99%	False	False	970
10	1,492.50	1,341.50	151.00	10.1%	35.50	2.4%	99%	False	False	583
20	1,492.50	1,336.75	155.75	10.4%	38.00	2.5%	99%	False	False	363
40	1,492.50	1,269.00	223.50	15.0%	34.75	2.3%	100%	False	False	213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.45
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1,572.75
2.618	1,541.75
1.618	1,522.75
1.000	1,511.00
0.618	1,503.75
HIGH	1,492.00
0.618	1,484.75
0.500	1,482.50
0.382	1,480.25
LOW	1,473.00
0.618	1,461.25
1.000	1,454.00
1.618	1,442.25
2.618	1,423.25
4.250	1,392.25

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	1,488.50	1,486.00
PP	1,485.50	1,480.50
S1	1,482.50	1,475.00

Download as Excel Spreadsheet

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

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