E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	1,795.00	1,791.75	-3.25	-0.2%	1,852.00
High	1,817.75	1,823.50	5.75	0.3%	1,904.50
Low	1,770.00	1,773.75	3.75	0.2%	1,824.25
Close	1,791.50	1,782.25	-9.25	-0.5%	1,834.25
Range	47.75	49.75	2.00	4.2%	80.25
ATR	55.37	54.97	-0.40	-0.7%	0.00
Volume	334,305	409,445	75,140	22.5%	1,276,553

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,942.50	1,912.00	1,809.50
R3	1,892.75	1,862.25	1,796.00
R2	1,843.00	1,843.00	1,791.25
R1	1,812.50	1,812.50	1,786.75	1,803.00
PP	1,793.25	1,793.25	1,793.25	1,788.25
S1	1,762.75	1,762.75	1,777.75	1,753.00
S2	1,743.50	1,743.50	1,773.25
S3	1,693.75	1,713.00	1,768.50
S4	1,644.00	1,663.25	1,755.00

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,095.00	2,045.00	1,878.50
R3	2,014.75	1,964.75	1,856.25
R2	1,934.50	1,934.50	1,849.00
R1	1,884.50	1,884.50	1,841.50	1,869.50
PP	1,854.25	1,854.25	1,854.25	1,846.75
S1	1,804.25	1,804.25	1,827.00	1,789.00
S2	1,774.00	1,774.00	1,819.50
S3	1,693.75	1,724.00	1,812.25
S4	1,613.50	1,643.75	1,790.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,904.50	1,770.00	134.50	7.5%	51.50	2.9%	9%	False	False	352,404
10	1,904.50	1,770.00	134.50	7.5%	54.50	3.1%	9%	False	False	358,976
20	1,981.50	1,754.25	227.25	12.8%	56.00	3.1%	12%	False	False	383,955
40	2,058.75	1,730.25	328.50	18.4%	53.50	3.0%	16%	False	False	378,767
60	2,058.75	1,730.25	328.50	18.4%	42.75	2.4%	16%	False	False	329,465
80	2,058.75	1,730.25	328.50	18.4%	37.50	2.1%	16%	False	False	253,149
100	2,058.75	1,708.50	350.25	19.7%	37.50	2.1%	21%	False	False	202,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,035.00
2.618	1,953.75
1.618	1,904.00
1.000	1,873.25
0.618	1,854.25
HIGH	1,823.50
0.618	1,804.50
0.500	1,798.50
0.382	1,792.75
LOW	1,773.75
0.618	1,743.00
1.000	1,724.00
1.618	1,693.25
2.618	1,643.50
4.250	1,562.25

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	1,798.50	1,807.75
PP	1,793.25	1,799.25
S1	1,787.75	1,790.75

Download as Excel Spreadsheet

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

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