E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	1,790.00	1,766.00	-24.00	-1.3%	1,824.75
High	1,802.75	1,794.50	-8.25	-0.5%	1,842.75
Low	1,765.00	1,744.00	-21.00	-1.2%	1,744.00
Close	1,767.50	1,789.25	21.75	1.2%	1,789.25
Range	37.75	50.50	12.75	33.8%	98.75
ATR	36.73	37.72	0.98	2.7%	0.00
Volume	325,465	391,994	66,529	20.4%	1,664,513

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,927.50	1,908.75	1,817.00
R3	1,877.00	1,858.25	1,803.25
R2	1,826.50	1,826.50	1,798.50
R1	1,807.75	1,807.75	1,794.00	1,817.00
PP	1,776.00	1,776.00	1,776.00	1,780.50
S1	1,757.25	1,757.25	1,784.50	1,766.50
S2	1,725.50	1,725.50	1,780.00
S3	1,675.00	1,706.75	1,775.25
S4	1,624.50	1,656.25	1,761.50

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,088.25	2,037.50	1,843.50
R3	1,989.50	1,938.75	1,816.50
R2	1,890.75	1,890.75	1,807.25
R1	1,840.00	1,840.00	1,798.25	1,816.00
PP	1,792.00	1,792.00	1,792.00	1,780.00
S1	1,741.25	1,741.25	1,780.25	1,717.25
S2	1,693.25	1,693.25	1,771.25
S3	1,594.50	1,642.50	1,762.00
S4	1,495.75	1,543.75	1,735.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,842.75	1,744.00	98.75	5.5%	42.50	2.4%	46%	False	True	332,902
10	1,862.25	1,744.00	118.25	6.6%	38.25	2.1%	38%	False	True	313,251
20	1,918.00	1,744.00	174.00	9.7%	34.75	1.9%	26%	False	True	305,098
40	1,918.00	1,705.75	212.25	11.9%	37.25	2.1%	39%	False	False	316,234
60	1,941.00	1,698.00	243.00	13.6%	39.75	2.2%	38%	False	False	292,913
80	1,980.00	1,698.00	282.00	15.8%	46.75	2.6%	32%	False	False	219,815
100	2,056.00	1,698.00	358.00	20.0%	43.50	2.4%	25%	False	False	175,891
120	2,056.00	1,698.00	358.00	20.0%	39.00	2.2%	25%	False	False	146,583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.90
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,009.00
2.618	1,926.75
1.618	1,876.25
1.000	1,845.00
0.618	1,825.75
HIGH	1,794.50
0.618	1,775.25
0.500	1,769.25
0.382	1,763.25
LOW	1,744.00
0.618	1,712.75
1.000	1,693.50
1.618	1,662.25
2.618	1,611.75
4.250	1,529.50

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	1,782.50	1,784.00
PP	1,776.00	1,778.75
S1	1,769.25	1,773.50

Download as Excel Spreadsheet

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

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