E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	1,893.00	1,861.75	-31.25	-1.7%	1,892.25
High	1,894.00	1,895.75	1.75	0.1%	1,900.00
Low	1,854.75	1,857.50	2.75	0.1%	1,850.00
Close	1,862.25	1,889.75	27.50	1.5%	1,862.25
Range	39.25	38.25	-1.00	-2.5%	50.00
ATR	25.19	26.12	0.93	3.7%	0.00
Volume	206,039	345,081	139,042	67.5%	1,363,487

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,995.75	1,981.00	1,910.75
R3	1,957.50	1,942.75	1,900.25
R2	1,919.25	1,919.25	1,896.75
R1	1,904.50	1,904.50	1,893.25	1,912.00
PP	1,881.00	1,881.00	1,881.00	1,884.75
S1	1,866.25	1,866.25	1,886.25	1,873.50
S2	1,842.75	1,842.75	1,882.75
S3	1,804.50	1,828.00	1,879.25
S4	1,766.25	1,789.75	1,868.75

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,020.75	1,991.50	1,889.75
R3	1,970.75	1,941.50	1,876.00
R2	1,920.75	1,920.75	1,871.50
R1	1,891.50	1,891.50	1,866.75	1,881.00
PP	1,870.75	1,870.75	1,870.75	1,865.50
S1	1,841.50	1,841.50	1,857.75	1,831.00
S2	1,820.75	1,820.75	1,853.00
S3	1,770.75	1,791.50	1,848.50
S4	1,720.75	1,741.50	1,834.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,895.75	1,850.00	45.75	2.4%	32.25	1.7%	87%	True	False	287,926
10	1,900.00	1,850.00	50.00	2.6%	26.25	1.4%	80%	False	False	262,501
20	1,900.00	1,784.00	116.00	6.1%	23.25	1.2%	91%	False	False	214,174
40	1,900.00	1,719.75	180.25	9.5%	26.25	1.4%	94%	False	False	138,037
60	1,900.00	1,648.50	251.50	13.3%	27.75	1.5%	96%	False	False	92,143
80	1,900.00	1,648.25	251.75	13.3%	27.75	1.5%	96%	False	False	69,144

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	5.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,058.25
2.618	1,996.00
1.618	1,957.75
1.000	1,934.00
0.618	1,919.50
HIGH	1,895.75
0.618	1,881.25
0.500	1,876.50
0.382	1,872.00
LOW	1,857.50
0.618	1,833.75
1.000	1,819.25
1.618	1,795.50
2.618	1,757.25
4.250	1,695.00

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	1,885.50	1,885.00
PP	1,881.00	1,880.00
S1	1,876.50	1,875.25

Download as Excel Spreadsheet

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

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