E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	1,892.50	1,906.25	13.75	0.7%	1,874.25
High	1,910.00	1,912.75	2.75	0.1%	1,900.75
Low	1,883.25	1,891.00	7.75	0.4%	1,831.50
Close	1,905.25	1,901.00	-4.25	-0.2%	1,862.25
Range	26.75	21.75	-5.00	-18.7%	69.25
ATR	38.28	37.10	-1.18	-3.1%	0.00
Volume	276,207	224,023	-52,184	-18.9%	1,489,147

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,966.75	1,955.75	1,913.00
R3	1,945.00	1,934.00	1,907.00
R2	1,923.25	1,923.25	1,905.00
R1	1,912.25	1,912.25	1,903.00	1,907.00
PP	1,901.50	1,901.50	1,901.50	1,899.00
S1	1,890.50	1,890.50	1,899.00	1,885.00
S2	1,879.75	1,879.75	1,897.00
S3	1,858.00	1,868.75	1,895.00
S4	1,836.25	1,847.00	1,889.00

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,072.50	2,036.75	1,900.25
R3	2,003.25	1,967.50	1,881.25
R2	1,934.00	1,934.00	1,875.00
R1	1,898.25	1,898.25	1,868.50	1,881.50
PP	1,864.75	1,864.75	1,864.75	1,856.50
S1	1,829.00	1,829.00	1,856.00	1,812.25
S2	1,795.50	1,795.50	1,849.50
S3	1,726.25	1,759.75	1,843.25
S4	1,657.00	1,690.50	1,824.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,912.75	1,831.50	81.25	4.3%	29.25	1.5%	86%	True	False	291,150
10	1,912.75	1,831.50	81.25	4.3%	30.00	1.6%	86%	True	False	290,939
20	1,912.75	1,781.75	131.00	6.9%	35.50	1.9%	91%	True	False	306,557
40	1,941.00	1,698.00	243.00	12.8%	39.25	2.1%	84%	False	False	313,175
60	1,980.00	1,698.00	282.00	14.8%	44.50	2.3%	72%	False	False	209,213
80	2,056.00	1,698.00	358.00	18.8%	46.00	2.4%	57%	False	False	156,977
100	2,056.00	1,698.00	358.00	18.8%	40.75	2.1%	57%	False	False	125,592
120	2,056.00	1,698.00	358.00	18.8%	34.25	1.8%	57%	False	False	104,662

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,005.25
2.618	1,969.75
1.618	1,948.00
1.000	1,934.50
0.618	1,926.25
HIGH	1,912.75
0.618	1,904.50
0.500	1,902.00
0.382	1,899.25
LOW	1,891.00
0.618	1,877.50
1.000	1,869.25
1.618	1,855.75
2.618	1,834.00
4.250	1,798.50

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	1,902.00	1,899.50
PP	1,901.50	1,897.75
S1	1,901.25	1,896.25

Download as Excel Spreadsheet

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

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