E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	1,902.50	1,903.00	0.50	0.0%	1,868.75
High	1,907.75	1,918.00	10.25	0.5%	1,912.75
Low	1,871.25	1,898.50	27.25	1.5%	1,864.50
Close	1,902.50	1,913.75	11.25	0.6%	1,902.50
Range	36.50	19.50	-17.00	-46.6%	48.25
ATR	37.06	35.80	-1.25	-3.4%	0.00
Volume	373,035	184,344	-188,691	-50.6%	1,444,282

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,968.50	1,960.75	1,924.50
R3	1,949.00	1,941.25	1,919.00
R2	1,929.50	1,929.50	1,917.25
R1	1,921.75	1,921.75	1,915.50	1,925.50
PP	1,910.00	1,910.00	1,910.00	1,912.00
S1	1,902.25	1,902.25	1,912.00	1,906.00
S2	1,890.50	1,890.50	1,910.25
S3	1,871.00	1,882.75	1,908.50
S4	1,851.50	1,863.25	1,903.00

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,038.00	2,018.50	1,929.00
R3	1,989.75	1,970.25	1,915.75
R2	1,941.50	1,941.50	1,911.25
R1	1,922.00	1,922.00	1,907.00	1,931.75
PP	1,893.25	1,893.25	1,893.25	1,898.00
S1	1,873.75	1,873.75	1,898.00	1,883.50
S2	1,845.00	1,845.00	1,893.75
S3	1,796.75	1,825.50	1,889.25
S4	1,748.50	1,777.25	1,876.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,918.00	1,871.25	46.75	2.4%	24.50	1.3%	91%	True	False	254,660
10	1,918.00	1,831.50	86.50	4.5%	30.25	1.6%	95%	True	False	279,108
20	1,918.00	1,781.75	136.25	7.1%	35.75	1.9%	97%	True	False	308,529
40	1,941.00	1,698.00	243.00	12.7%	38.25	2.0%	89%	False	False	321,008
60	1,948.50	1,698.00	250.50	13.1%	43.75	2.3%	86%	False	False	218,494
80	2,056.00	1,698.00	358.00	18.7%	46.25	2.4%	60%	False	False	163,941
100	2,056.00	1,698.00	358.00	18.7%	41.00	2.1%	60%	False	False	131,166
120	2,056.00	1,698.00	358.00	18.7%	34.75	1.8%	60%	False	False	109,306

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	8.53
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,001.00
2.618	1,969.00
1.618	1,949.50
1.000	1,937.50
0.618	1,930.00
HIGH	1,918.00
0.618	1,910.50
0.500	1,908.25
0.382	1,906.00
LOW	1,898.50
0.618	1,886.50
1.000	1,879.00
1.618	1,867.00
2.618	1,847.50
4.250	1,815.50

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	1,912.00	1,907.50
PP	1,910.00	1,901.00
S1	1,908.25	1,894.50

Download as Excel Spreadsheet

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

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