E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	1,862.25	1,852.00	-10.25	-0.6%	1,821.25
High	1,874.25	1,878.00	3.75	0.2%	1,874.25
Low	1,835.50	1,824.25	-11.25	-0.6%	1,754.25
Close	1,852.00	1,831.00	-21.00	-1.1%	1,852.00
Range	38.75	53.75	15.00	38.7%	120.00
ATR	57.13	56.88	-0.24	-0.4%	0.00
Volume	326,868	315,745	-11,123	-3.4%	1,976,757

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,005.75	1,972.00	1,860.50
R3	1,952.00	1,918.25	1,845.75
R2	1,898.25	1,898.25	1,840.75
R1	1,864.50	1,864.50	1,836.00	1,854.50
PP	1,844.50	1,844.50	1,844.50	1,839.50
S1	1,810.75	1,810.75	1,826.00	1,800.75
S2	1,790.75	1,790.75	1,821.25
S3	1,737.00	1,757.00	1,816.25
S4	1,683.25	1,703.25	1,801.50

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,186.75	2,139.50	1,918.00
R3	2,066.75	2,019.50	1,885.00
R2	1,946.75	1,946.75	1,874.00
R1	1,899.50	1,899.50	1,863.00	1,923.00
PP	1,826.75	1,826.75	1,826.75	1,838.75
S1	1,779.50	1,779.50	1,841.00	1,803.00
S2	1,706.75	1,706.75	1,830.00
S3	1,586.75	1,659.50	1,819.00
S4	1,466.75	1,539.50	1,786.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,878.00	1,754.25	123.75	6.8%	60.25	3.3%	62%	True	False	355,688
10	1,932.00	1,754.25	177.75	9.7%	59.50	3.2%	43%	False	False	407,182
20	2,028.50	1,730.25	298.25	16.3%	69.25	3.8%	34%	False	False	432,950
40	2,058.75	1,730.25	328.50	17.9%	48.50	2.7%	31%	False	False	356,890
60	2,058.75	1,730.25	328.50	17.9%	39.50	2.2%	31%	False	False	301,859
80	2,058.75	1,708.50	350.25	19.1%	36.00	2.0%	35%	False	False	226,537
100	2,058.75	1,708.50	350.25	19.1%	36.00	2.0%	35%	False	False	181,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,106.50
2.618	2,018.75
1.618	1,965.00
1.000	1,931.75
0.618	1,911.25
HIGH	1,878.00
0.618	1,857.50
0.500	1,851.00
0.382	1,844.75
LOW	1,824.25
0.618	1,791.00
1.000	1,770.50
1.618	1,737.25
2.618	1,683.50
4.250	1,595.75

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	1,851.00	1,830.50
PP	1,844.50	1,830.25
S1	1,837.75	1,830.00

Download as Excel Spreadsheet

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

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