E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	1,910.00	1,923.00	13.00	0.7%	1,848.25
High	1,924.75	1,941.00	16.25	0.8%	1,924.75
Low	1,905.00	1,883.75	-21.25	-1.1%	1,842.50
Close	1,909.50	1,899.50	-10.00	-0.5%	1,909.50
Range	19.75	57.25	37.50	189.9%	82.25
ATR	46.63	47.39	0.76	1.6%	0.00
Volume	345,053	246,943	-98,110	-28.4%	1,639,489

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,079.75	2,047.00	1,931.00
R3	2,022.50	1,989.75	1,915.25
R2	1,965.25	1,965.25	1,910.00
R1	1,932.50	1,932.50	1,904.75	1,920.25
PP	1,908.00	1,908.00	1,908.00	1,902.00
S1	1,875.25	1,875.25	1,894.25	1,863.00
S2	1,850.75	1,850.75	1,889.00
S3	1,793.50	1,818.00	1,883.75
S4	1,736.25	1,760.75	1,868.00

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,139.00	2,106.50	1,954.75
R3	2,056.75	2,024.25	1,932.00
R2	1,974.50	1,974.50	1,924.50
R1	1,942.00	1,942.00	1,917.00	1,958.25
PP	1,892.25	1,892.25	1,892.25	1,900.50
S1	1,859.75	1,859.75	1,902.00	1,876.00
S2	1,810.00	1,810.00	1,894.50
S3	1,727.75	1,777.50	1,887.00
S4	1,645.50	1,695.25	1,864.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,941.00	1,844.75	96.25	5.1%	38.00	2.0%	57%	True	False	325,709
10	1,941.00	1,768.50	172.50	9.1%	41.75	2.2%	76%	True	False	214,516
20	1,941.00	1,753.75	187.25	9.9%	48.00	2.5%	78%	True	False	107,721
40	2,056.00	1,730.75	325.25	17.1%	55.50	2.9%	52%	False	False	53,977
60	2,056.00	1,730.75	325.25	17.1%	44.25	2.3%	52%	False	False	36,036
80	2,056.00	1,730.75	325.25	17.1%	35.75	1.9%	52%	False	False	27,034
100	2,056.00	1,730.75	325.25	17.1%	28.75	1.5%	52%	False	False	21,633

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.80
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2,184.25
2.618	2,091.00
1.618	2,033.75
1.000	1,998.25
0.618	1,976.50
HIGH	1,941.00
0.618	1,919.25
0.500	1,912.50
0.382	1,905.50
LOW	1,883.75
0.618	1,848.25
1.000	1,826.50
1.618	1,791.00
2.618	1,733.75
4.250	1,640.50

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	1,912.50	1,912.50
PP	1,908.00	1,908.00
S1	1,903.75	1,903.75

Download as Excel Spreadsheet

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

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