E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 27-May-2010

Day Change Summary
	Previous	Current
	26-May-2010	27-May-2010	Change	Change %	Previous Week
Open	1,814.50	1,788.25	-26.25	-1.4%	1,907.75
High	1,849.75	1,864.50	14.75	0.8%	1,932.00
Low	1,788.75	1,781.75	-7.00	-0.4%	1,765.50
Close	1,791.50	1,863.75	72.25	4.0%	1,819.25
Range	61.00	82.75	21.75	35.7%	166.50
ATR	56.68	58.54	1.86	3.3%	0.00
Volume	425,513	391,061	-34,452	-8.1%	2,229,070

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,085.00	2,057.00	1,909.25
R3	2,002.25	1,974.25	1,886.50
R2	1,919.50	1,919.50	1,879.00
R1	1,891.50	1,891.50	1,871.25	1,905.50
PP	1,836.75	1,836.75	1,836.75	1,843.50
S1	1,808.75	1,808.75	1,856.25	1,822.75
S2	1,754.00	1,754.00	1,848.50
S3	1,671.25	1,726.00	1,841.00
S4	1,588.50	1,643.25	1,818.25

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,338.50	2,245.25	1,910.75
R3	2,172.00	2,078.75	1,865.00
R2	2,005.50	2,005.50	1,849.75
R1	1,912.25	1,912.25	1,834.50	1,875.50
PP	1,839.00	1,839.00	1,839.00	1,820.50
S1	1,745.75	1,745.75	1,804.00	1,709.00
S2	1,672.50	1,672.50	1,788.75
S3	1,506.00	1,579.25	1,773.50
S4	1,339.50	1,412.75	1,727.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,864.50	1,754.25	110.25	5.9%	64.25	3.5%	99%	True	False	445,166
10	1,950.50	1,754.25	196.25	10.5%	61.75	3.3%	56%	False	False	420,872
20	2,047.00	1,730.25	316.75	17.0%	69.00	3.7%	42%	False	False	432,664
40	2,058.75	1,730.25	328.50	17.6%	47.75	2.6%	41%	False	False	346,837
60	2,058.75	1,730.25	328.50	17.6%	38.75	2.1%	41%	False	False	291,201
80	2,058.75	1,708.50	350.25	18.8%	36.00	1.9%	44%	False	False	218,535
100	2,058.75	1,708.50	350.25	18.8%	35.25	1.9%	44%	False	False	174,923

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	False
Bear Hook	False
Bull Hook	False
Stretch	14.65
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,216.25
2.618	2,081.25
1.618	1,998.50
1.000	1,947.25
0.618	1,915.75
HIGH	1,864.50
0.618	1,833.00
0.500	1,823.00
0.382	1,813.25
LOW	1,781.75
0.618	1,730.50
1.000	1,699.00
1.618	1,647.75
2.618	1,565.00
4.250	1,430.00

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	1,850.25	1,845.50
PP	1,836.75	1,827.50
S1	1,823.00	1,809.50

Download as Excel Spreadsheet

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

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