E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	1,404.50	1,407.75	3.25	0.2%	1,430.00
High	1,422.50	1,444.00	21.50	1.5%	1,444.25
Low	1,401.75	1,398.50	-3.25	-0.2%	1,391.25
Close	1,414.00	1,440.50	26.50	1.9%	1,414.00
Range	20.75	45.50	24.75	119.3%	53.00
ATR	26.07	27.46	1.39	5.3%	0.00
Volume	13	17	4	30.8%	275

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,564.25	1,547.75	1,465.50
R3	1,518.75	1,502.25	1,453.00
R2	1,473.25	1,473.25	1,448.75
R1	1,456.75	1,456.75	1,444.75	1,465.00
PP	1,427.75	1,427.75	1,427.75	1,431.75
S1	1,411.25	1,411.25	1,436.25	1,419.50
S2	1,382.25	1,382.25	1,432.25
S3	1,336.75	1,365.75	1,428.00
S4	1,291.25	1,320.25	1,415.50

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,575.50	1,547.75	1,443.25
R3	1,522.50	1,494.75	1,428.50
R2	1,469.50	1,469.50	1,423.75
R1	1,441.75	1,441.75	1,418.75	1,429.00
PP	1,416.50	1,416.50	1,416.50	1,410.25
S1	1,388.75	1,388.75	1,409.25	1,376.00
S2	1,363.50	1,363.50	1,404.25
S3	1,310.50	1,335.75	1,399.50
S4	1,257.50	1,282.75	1,384.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,444.25	1,391.25	53.00	3.7%	29.00	2.0%	93%	False	False	50
10	1,494.25	1,391.25	103.00	7.2%	24.75	1.7%	48%	False	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.08
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,637.50
2.618	1,563.00
1.618	1,517.50
1.000	1,489.50
0.618	1,472.00
HIGH	1,444.00
0.618	1,426.50
0.500	1,421.25
0.382	1,416.00
LOW	1,398.50
0.618	1,370.50
1.000	1,353.00
1.618	1,325.00
2.618	1,279.50
4.250	1,205.00

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	1,434.00	1,434.00
PP	1,427.75	1,427.75
S1	1,421.25	1,421.25

Download as Excel Spreadsheet

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

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