E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	1,848.25	1,845.50	-2.75	-0.1%	1,833.50
High	1,876.00	1,898.25	22.25	1.2%	1,847.50
Low	1,842.50	1,844.75	2.25	0.1%	1,768.50
Close	1,846.50	1,893.25	46.75	2.5%	1,842.50
Range	33.50	53.50	20.00	59.7%	79.00
ATR	51.63	51.77	0.13	0.3%	0.00
Volume	257,887	329,991	72,104	28.0%	260,341

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,039.25	2,019.75	1,922.75
R3	1,985.75	1,966.25	1,908.00
R2	1,932.25	1,932.25	1,903.00
R1	1,912.75	1,912.75	1,898.25	1,922.50
PP	1,878.75	1,878.75	1,878.75	1,883.50
S1	1,859.25	1,859.25	1,888.25	1,869.00
S2	1,825.25	1,825.25	1,883.50
S3	1,771.75	1,805.75	1,878.50
S4	1,718.25	1,752.25	1,863.75

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,056.50	2,028.50	1,886.00
R3	1,977.50	1,949.50	1,864.25
R2	1,898.50	1,898.50	1,857.00
R1	1,870.50	1,870.50	1,849.75	1,884.50
PP	1,819.50	1,819.50	1,819.50	1,826.50
S1	1,791.50	1,791.50	1,835.25	1,805.50
S2	1,740.50	1,740.50	1,828.00
S3	1,661.50	1,712.50	1,820.75
S4	1,582.50	1,633.50	1,799.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,898.25	1,772.25	126.00	6.7%	46.75	2.5%	96%	True	False	168,230
10	1,902.25	1,768.50	133.75	7.1%	48.75	2.6%	93%	False	False	85,274
20	1,930.25	1,753.75	176.50	9.3%	53.50	2.8%	79%	False	False	42,843
40	2,056.00	1,730.75	325.25	17.2%	54.75	2.9%	50%	False	False	21,561
60	2,056.00	1,730.75	325.25	17.2%	43.50	2.3%	50%	False	False	14,401
80	2,056.00	1,730.75	325.25	17.2%	34.00	1.8%	50%	False	False	10,803
100	2,056.00	1,730.75	325.25	17.2%	27.75	1.5%	50%	False	False	8,649

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.53
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,125.50
2.618	2,038.25
1.618	1,984.75
1.000	1,951.75
0.618	1,931.25
HIGH	1,898.25
0.618	1,877.75
0.500	1,871.50
0.382	1,865.25
LOW	1,844.75
0.618	1,811.75
1.000	1,791.25
1.618	1,758.25
2.618	1,704.75
4.250	1,617.50

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	1,886.00	1,879.50
PP	1,878.75	1,866.00
S1	1,871.50	1,852.25

Download as Excel Spreadsheet

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

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