E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	1,768.50	1,773.25	4.75	0.3%	1,824.75
High	1,781.75	1,825.00	43.25	2.4%	1,842.75
Low	1,754.50	1,770.50	16.00	0.9%	1,744.00
Close	1,766.50	1,820.00	53.50	3.0%	1,789.25
Range	27.25	54.50	27.25	100.0%	98.75
ATR	36.94	38.48	1.54	4.2%	0.00
Volume	360,795	389,294	28,499	7.9%	1,664,513

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,968.75	1,948.75	1,850.00
R3	1,914.25	1,894.25	1,835.00
R2	1,859.75	1,859.75	1,830.00
R1	1,839.75	1,839.75	1,825.00	1,849.75
PP	1,805.25	1,805.25	1,805.25	1,810.00
S1	1,785.25	1,785.25	1,815.00	1,795.25
S2	1,750.75	1,750.75	1,810.00
S3	1,696.25	1,730.75	1,805.00
S4	1,641.75	1,676.25	1,790.00

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	1,825.00	1,744.00	81.00	4.5%	41.50	2.3%	94%	True	False	344,680
10	1,850.50	1,744.00	106.50	5.9%	39.25	2.2%	71%	False	False	328,123
20	1,918.00	1,744.00	174.00	9.6%	36.50	2.0%	44%	False	False	313,034
40	1,918.00	1,744.00	174.00	9.6%	36.25	2.0%	44%	False	False	311,798
60	1,941.00	1,698.00	243.00	13.4%	39.00	2.1%	50%	False	False	309,548
80	1,980.00	1,698.00	282.00	15.5%	43.00	2.4%	43%	False	False	232,371
100	2,056.00	1,698.00	358.00	19.7%	44.25	2.4%	34%	False	False	185,949
120	2,056.00	1,698.00	358.00	19.7%	39.75	2.2%	34%	False	False	154,966

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	12.30
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2,056.50
2.618	1,967.75
1.618	1,913.25
1.000	1,879.50
0.618	1,858.75
HIGH	1,825.00
0.618	1,804.25
0.500	1,797.75
0.382	1,791.25
LOW	1,770.50
0.618	1,736.75
1.000	1,716.00
1.618	1,682.25
2.618	1,627.75
4.250	1,539.00

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	1,812.50	1,810.00
PP	1,805.25	1,799.75
S1	1,797.75	1,789.75

Download as Excel Spreadsheet

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

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