E-mini NASDAQ-100 Future March 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	1,756.25	1,769.00	12.75	0.7%	1,794.75
High	1,778.00	1,786.50	8.50	0.5%	1,823.75
Low	1,747.75	1,763.50	15.75	0.9%	1,731.75
Close	1,769.00	1,785.50	16.50	0.9%	1,739.25
Range	30.25	23.00	-7.25	-24.0%	92.00
ATR	33.70	32.94	-0.76	-2.3%	0.00
Volume	344,059	331,528	-12,531	-3.6%	2,301,486

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,847.50	1,839.50	1,798.25
R3	1,824.50	1,816.50	1,791.75
R2	1,801.50	1,801.50	1,789.75
R1	1,793.50	1,793.50	1,787.50	1,797.50
PP	1,778.50	1,778.50	1,778.50	1,780.50
S1	1,770.50	1,770.50	1,783.50	1,774.50
S2	1,755.50	1,755.50	1,781.25
S3	1,732.50	1,747.50	1,779.25
S4	1,709.50	1,724.50	1,772.75

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,041.00	1,982.00	1,789.75
R3	1,949.00	1,890.00	1,764.50
R2	1,857.00	1,857.00	1,756.00
R1	1,798.00	1,798.00	1,747.75	1,781.50
PP	1,765.00	1,765.00	1,765.00	1,756.50
S1	1,706.00	1,706.00	1,730.75	1,689.50
S2	1,673.00	1,673.00	1,722.50
S3	1,581.00	1,614.00	1,714.00
S4	1,489.00	1,522.00	1,688.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,820.00	1,731.75	88.25	4.9%	38.50	2.2%	61%	False	False	445,634
10	1,883.50	1,731.75	151.75	8.5%	39.00	2.2%	35%	False	False	442,007
20	1,900.00	1,731.75	168.25	9.4%	34.25	1.9%	32%	False	False	358,647
40	1,900.00	1,731.75	168.25	9.4%	28.50	1.6%	32%	False	False	256,581
60	1,900.00	1,703.75	196.25	11.0%	28.25	1.6%	42%	False	False	171,304
80	1,900.00	1,648.50	251.50	14.1%	29.00	1.6%	54%	False	False	128,549

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	9.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,884.25
2.618	1,846.75
1.618	1,823.75
1.000	1,809.50
0.618	1,800.75
HIGH	1,786.50
0.618	1,777.75
0.500	1,775.00
0.382	1,772.25
LOW	1,763.50
0.618	1,749.25
1.000	1,740.50
1.618	1,726.25
2.618	1,703.25
4.250	1,665.75

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	1,782.00	1,777.50
PP	1,778.50	1,769.75
S1	1,775.00	1,761.75

Download as Excel Spreadsheet

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

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