E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	1,722.00	1,734.75	12.75	0.7%	1,839.00
High	1,762.50	1,789.50	27.00	1.5%	1,851.50
Low	1,705.75	1,721.75	16.00	0.9%	1,698.00
Close	1,734.50	1,789.50	55.00	3.2%	1,721.25
Range	56.75	67.75	11.00	19.4%	153.50
ATR	46.53	48.05	1.52	3.3%	0.00
Volume	317,947	359,579	41,632	13.1%	1,958,672

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,970.25	1,947.50	1,826.75
R3	1,902.50	1,879.75	1,808.25
R2	1,834.75	1,834.75	1,802.00
R1	1,812.00	1,812.00	1,795.75	1,823.50
PP	1,767.00	1,767.00	1,767.00	1,772.50
S1	1,744.25	1,744.25	1,783.25	1,755.50
S2	1,699.25	1,699.25	1,777.00
S3	1,631.50	1,676.50	1,770.75
S4	1,563.75	1,608.75	1,752.25

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,217.50	2,122.75	1,805.75
R3	2,064.00	1,969.25	1,763.50
R2	1,910.50	1,910.50	1,749.50
R1	1,815.75	1,815.75	1,735.25	1,786.50
PP	1,757.00	1,757.00	1,757.00	1,742.25
S1	1,662.25	1,662.25	1,707.25	1,633.00
S2	1,603.50	1,603.50	1,693.00
S3	1,450.00	1,508.75	1,679.00
S4	1,296.50	1,355.25	1,636.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,789.50	1,698.00	91.50	5.1%	50.50	2.8%	100%	True	False	406,377
10	1,890.00	1,698.00	192.00	10.7%	47.25	2.6%	48%	False	False	363,323
20	1,941.00	1,698.00	243.00	13.6%	44.25	2.5%	38%	False	False	305,048
40	1,980.00	1,698.00	282.00	15.8%	49.50	2.8%	32%	False	False	152,944
60	2,056.00	1,698.00	358.00	20.0%	49.50	2.8%	26%	False	False	102,049
80	2,056.00	1,698.00	358.00	20.0%	41.75	2.3%	26%	False	False	76,549
100	2,056.00	1,698.00	358.00	20.0%	33.75	1.9%	26%	False	False	61,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,077.50
2.618	1,966.75
1.618	1,899.00
1.000	1,857.25
0.618	1,831.25
HIGH	1,789.50
0.618	1,763.50
0.500	1,755.50
0.382	1,747.75
LOW	1,721.75
0.618	1,680.00
1.000	1,654.00
1.618	1,612.25
2.618	1,544.50
4.250	1,433.75

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	1,778.25	1,775.50
PP	1,767.00	1,761.50
S1	1,755.50	1,747.50

Download as Excel Spreadsheet

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

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