E-mini NASDAQ-100 Future June 2010

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

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	1,933.50	1,941.75	8.25	0.4%	1,921.00
High	1,942.75	1,948.25	5.50	0.3%	1,948.25
Low	1,928.75	1,922.25	-6.50	-0.3%	1,903.75
Close	1,941.75	1,932.25	-9.50	-0.5%	1,932.25
Range	14.00	26.00	12.00	85.7%	44.50
ATR	22.48	22.73	0.25	1.1%	0.00
Volume	280,816	245,304	-35,512	-12.6%	1,266,216

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,012.25	1,998.25	1,946.50
R3	1,986.25	1,972.25	1,939.50
R2	1,960.25	1,960.25	1,937.00
R1	1,946.25	1,946.25	1,934.75	1,940.25
PP	1,934.25	1,934.25	1,934.25	1,931.25
S1	1,920.25	1,920.25	1,929.75	1,914.25
S2	1,908.25	1,908.25	1,927.50
S3	1,882.25	1,894.25	1,925.00
S4	1,856.25	1,868.25	1,918.00

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,061.50	2,041.50	1,956.75
R3	2,017.00	1,997.00	1,944.50
R2	1,972.50	1,972.50	1,940.50
R1	1,952.50	1,952.50	1,936.25	1,962.50
PP	1,928.00	1,928.00	1,928.00	1,933.00
S1	1,908.00	1,908.00	1,928.25	1,918.00
S2	1,883.50	1,883.50	1,924.00
S3	1,839.00	1,863.50	1,920.00
S4	1,794.50	1,819.00	1,907.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,948.25	1,903.75	44.50	2.3%	18.25	0.9%	64%	True	False	253,243
10	1,948.25	1,879.00	69.25	3.6%	18.75	1.0%	77%	True	False	152,649
20	1,948.25	1,778.50	169.75	8.8%	21.75	1.1%	91%	True	False	76,735
40	1,948.25	1,708.50	239.75	12.4%	27.75	1.4%	93%	True	False	38,635
60	1,948.25	1,708.50	239.75	12.4%	26.25	1.4%	93%	True	False	25,848

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	True
Bear Hook	False
Bull Hook	False
Stretch	3.98
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,058.75
2.618	2,016.25
1.618	1,990.25
1.000	1,974.25
0.618	1,964.25
HIGH	1,948.25
0.618	1,938.25
0.500	1,935.25
0.382	1,932.25
LOW	1,922.25
0.618	1,906.25
1.000	1,896.25
1.618	1,880.25
2.618	1,854.25
4.250	1,811.75

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	1,935.25	1,935.25
PP	1,934.25	1,934.25
S1	1,933.25	1,933.25

Download as Excel Spreadsheet

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

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