E-mini NASDAQ-100 Future June 2010

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

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	1,886.25	1,867.75	-18.50	-1.0%	1,873.75
High	1,893.75	1,875.00	-18.75	-1.0%	1,981.50
Low	1,849.50	1,794.00	-55.50	-3.0%	1,872.25
Close	1,868.25	1,800.50	-67.75	-3.6%	1,909.75
Range	44.25	81.00	36.75	83.1%	109.25
ATR	53.69	55.64	1.95	3.6%	0.00
Volume	405,003	435,356	30,353	7.5%	2,227,626

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,066.25	2,014.25	1,845.00
R3	1,985.25	1,933.25	1,822.75
R2	1,904.25	1,904.25	1,815.25
R1	1,852.25	1,852.25	1,808.00	1,837.75
PP	1,823.25	1,823.25	1,823.25	1,816.00
S1	1,771.25	1,771.25	1,793.00	1,756.75
S2	1,742.25	1,742.25	1,785.75
S3	1,661.25	1,690.25	1,778.25
S4	1,580.25	1,609.25	1,756.00

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,249.00	2,188.50	1,969.75
R3	2,139.75	2,079.25	1,939.75
R2	2,030.50	2,030.50	1,929.75
R1	1,970.00	1,970.00	1,919.75	2,000.25
PP	1,921.25	1,921.25	1,921.25	1,936.25
S1	1,860.75	1,860.75	1,899.75	1,891.00
S2	1,812.00	1,812.00	1,889.75
S3	1,702.75	1,751.50	1,879.75
S4	1,593.50	1,642.25	1,849.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,950.50	1,794.00	156.50	8.7%	59.50	3.3%	4%	False	True	396,579
10	1,981.50	1,794.00	187.50	10.4%	62.25	3.5%	3%	False	True	461,691
20	2,058.75	1,730.25	328.50	18.2%	61.00	3.4%	21%	False	False	404,844
40	2,058.75	1,730.25	328.50	18.2%	42.25	2.3%	21%	False	False	323,011
60	2,058.75	1,730.25	328.50	18.2%	35.25	2.0%	21%	False	False	254,173
80	2,058.75	1,708.50	350.25	19.5%	34.50	1.9%	26%	False	False	190,758
100	2,058.75	1,708.50	350.25	19.5%	33.00	1.8%	26%	False	False	152,668

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	13.25
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,219.25
2.618	2,087.00
1.618	2,006.00
1.000	1,956.00
0.618	1,925.00
HIGH	1,875.00
0.618	1,844.00
0.500	1,834.50
0.382	1,825.00
LOW	1,794.00
0.618	1,744.00
1.000	1,713.00
1.618	1,663.00
2.618	1,582.00
4.250	1,449.75

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	1,834.50	1,863.00
PP	1,823.25	1,842.25
S1	1,811.75	1,821.25

Download as Excel Spreadsheet

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

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