E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	1,870.00	1,846.00	-24.00	-1.3%	1,923.00
High	1,875.25	1,856.50	-18.75	-1.0%	1,941.00
Low	1,837.25	1,827.25	-10.00	-0.5%	1,827.25
Close	1,849.50	1,839.25	-10.25	-0.6%	1,839.25
Range	38.00	29.25	-8.75	-23.0%	113.75
ATR	45.27	44.13	-1.14	-2.5%	0.00
Volume	321,722	339,934	18,212	5.7%	1,572,015

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,928.75	1,913.25	1,855.25
R3	1,899.50	1,884.00	1,847.25
R2	1,870.25	1,870.25	1,844.50
R1	1,854.75	1,854.75	1,842.00	1,848.00
PP	1,841.00	1,841.00	1,841.00	1,837.50
S1	1,825.50	1,825.50	1,836.50	1,818.50
S2	1,811.75	1,811.75	1,834.00
S3	1,782.50	1,796.25	1,831.25
S4	1,753.25	1,767.00	1,823.25

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,210.50	2,138.50	1,901.75
R3	2,096.75	2,024.75	1,870.50
R2	1,983.00	1,983.00	1,860.00
R1	1,911.00	1,911.00	1,849.75	1,890.00
PP	1,869.25	1,869.25	1,869.25	1,858.75
S1	1,797.25	1,797.25	1,828.75	1,776.50
S2	1,755.50	1,755.50	1,818.50
S3	1,641.75	1,683.50	1,808.00
S4	1,528.00	1,569.75	1,776.75

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	1,827.25	113.75	6.2%	39.50	2.1%	11%	False	True	314,403
10	1,941.00	1,827.25	113.75	6.2%	36.25	2.0%	11%	False	True	321,150
20	1,941.00	1,768.50	172.50	9.4%	42.75	2.3%	41%	False	False	173,891
40	2,044.50	1,730.75	313.75	17.1%	55.50	3.0%	35%	False	False	87,085
60	2,056.00	1,730.75	325.25	17.7%	45.25	2.5%	33%	False	False	58,118
80	2,056.00	1,730.75	325.25	17.7%	37.25	2.0%	33%	False	False	43,597
100	2,056.00	1,730.75	325.25	17.7%	30.25	1.6%	33%	False	False	34,882

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	10.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,980.75
2.618	1,933.00
1.618	1,903.75
1.000	1,885.75
0.618	1,874.50
HIGH	1,856.50
0.618	1,845.25
0.500	1,842.00
0.382	1,838.50
LOW	1,827.25
0.618	1,809.25
1.000	1,798.00
1.618	1,780.00
2.618	1,750.75
4.250	1,703.00

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	1,842.00	1,858.50
PP	1,841.00	1,852.25
S1	1,840.00	1,845.75

Download as Excel Spreadsheet

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

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