E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	1,852.00	1,832.00	-20.00	-1.1%	1,821.25
High	1,878.00	1,879.25	1.25	0.1%	1,874.25
Low	1,824.25	1,828.50	4.25	0.2%	1,754.25
Close	1,831.00	1,879.00	48.00	2.6%	1,852.00
Range	53.75	50.75	-3.00	-5.6%	120.00
ATR	56.88	56.45	-0.44	-0.8%	0.00
Volume	315,745	368,555	52,810	16.7%	1,976,757

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,014.50	1,997.50	1,907.00
R3	1,963.75	1,946.75	1,893.00
R2	1,913.00	1,913.00	1,888.25
R1	1,896.00	1,896.00	1,883.75	1,904.50
PP	1,862.25	1,862.25	1,862.25	1,866.50
S1	1,845.25	1,845.25	1,874.25	1,853.75
S2	1,811.50	1,811.50	1,869.75
S3	1,760.75	1,794.50	1,865.00
S4	1,710.00	1,743.75	1,851.00

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	1,879.25	1,781.75	97.50	5.2%	57.50	3.1%	100%	True	False	365,548
10	1,893.75	1,754.25	139.50	7.4%	59.00	3.1%	89%	False	False	407,735
20	1,981.50	1,730.25	251.25	13.4%	68.00	3.6%	59%	False	False	438,556
40	2,058.75	1,730.25	328.50	17.5%	49.25	2.6%	45%	False	False	361,100
60	2,058.75	1,730.25	328.50	17.5%	40.00	2.1%	45%	False	False	307,950
80	2,058.75	1,728.50	330.25	17.6%	36.25	1.9%	46%	False	False	231,142
100	2,058.75	1,708.50	350.25	18.6%	36.25	1.9%	49%	False	False	185,034

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,095.00
2.618	2,012.00
1.618	1,961.25
1.000	1,930.00
0.618	1,910.50
HIGH	1,879.25
0.618	1,859.75
0.500	1,854.00
0.382	1,848.00
LOW	1,828.50
0.618	1,797.25
1.000	1,777.75
1.618	1,746.50
2.618	1,695.75
4.250	1,612.75

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	1,870.50	1,870.00
PP	1,862.25	1,860.75
S1	1,854.00	1,851.75

Download as Excel Spreadsheet

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

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