E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	1,941.75	1,927.25	-14.50	-0.7%	1,921.00
High	1,948.25	1,954.25	6.00	0.3%	1,948.25
Low	1,922.25	1,919.00	-3.25	-0.2%	1,903.75
Close	1,932.25	1,948.50	16.25	0.8%	1,932.25
Range	26.00	35.25	9.25	35.6%	44.50
ATR	22.73	23.63	0.89	3.9%	0.00
Volume	245,304	295,754	50,450	20.6%	1,266,216

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,046.25	2,032.75	1,968.00
R3	2,011.00	1,997.50	1,958.25
R2	1,975.75	1,975.75	1,955.00
R1	1,962.25	1,962.25	1,951.75	1,969.00
PP	1,940.50	1,940.50	1,940.50	1,944.00
S1	1,927.00	1,927.00	1,945.25	1,933.75
S2	1,905.25	1,905.25	1,942.00
S3	1,870.00	1,891.75	1,938.75
S4	1,834.75	1,856.50	1,929.00

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	1,954.25	1,916.50	37.75	1.9%	21.50	1.1%	85%	True	False	269,611
10	1,954.25	1,879.00	75.25	3.9%	21.00	1.1%	92%	True	False	181,918
20	1,954.25	1,778.50	175.75	9.0%	22.50	1.1%	97%	True	False	91,506
40	1,954.25	1,708.50	245.75	12.6%	27.00	1.4%	98%	True	False	46,007
60	1,954.25	1,708.50	245.75	12.6%	26.75	1.4%	98%	True	False	30,776

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	4.68
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	2,104.00
2.618	2,046.50
1.618	2,011.25
1.000	1,989.50
0.618	1,976.00
HIGH	1,954.25
0.618	1,940.75
0.500	1,936.50
0.382	1,932.50
LOW	1,919.00
0.618	1,897.25
1.000	1,883.75
1.618	1,862.00
2.618	1,826.75
4.250	1,769.25

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	1,944.50	1,944.50
PP	1,940.50	1,940.50
S1	1,936.50	1,936.50

Download as Excel Spreadsheet

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

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