E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	1,861.75	1,889.25	27.50	1.5%	1,892.25
High	1,895.75	1,892.25	-3.50	-0.2%	1,900.00
Low	1,857.50	1,845.50	-12.00	-0.6%	1,850.00
Close	1,889.75	1,867.00	-22.75	-1.2%	1,862.25
Range	38.25	46.75	8.50	22.2%	50.00
ATR	26.12	27.59	1.47	5.6%	0.00
Volume	345,081	333,010	-12,071	-3.5%	1,363,487

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,008.50	1,984.50	1,892.75
R3	1,961.75	1,937.75	1,879.75
R2	1,915.00	1,915.00	1,875.50
R1	1,891.00	1,891.00	1,871.25	1,879.50
PP	1,868.25	1,868.25	1,868.25	1,862.50
S1	1,844.25	1,844.25	1,862.75	1,833.00
S2	1,821.50	1,821.50	1,858.50
S3	1,774.75	1,797.50	1,854.25
S4	1,728.00	1,750.75	1,841.25

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	1,845.50	50.25	2.7%	35.00	1.9%	43%	False	True	305,560
10	1,900.00	1,845.50	54.50	2.9%	29.50	1.6%	39%	False	True	275,287
20	1,900.00	1,803.00	97.00	5.2%	24.25	1.3%	66%	False	False	214,974
40	1,900.00	1,719.75	180.25	9.7%	26.50	1.4%	82%	False	False	146,322
60	1,900.00	1,648.50	251.50	13.5%	28.00	1.5%	87%	False	False	97,689
80	1,900.00	1,648.25	251.75	13.5%	27.75	1.5%	87%	False	False	73,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.85
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2,091.00
2.618	2,014.75
1.618	1,968.00
1.000	1,939.00
0.618	1,921.25
HIGH	1,892.25
0.618	1,874.50
0.500	1,869.00
0.382	1,863.25
LOW	1,845.50
0.618	1,816.50
1.000	1,798.75
1.618	1,769.75
2.618	1,723.00
4.250	1,646.75

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	1,869.00	1,870.50
PP	1,868.25	1,869.50
S1	1,867.50	1,868.25

Download as Excel Spreadsheet

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

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