E-mini NASDAQ-100 Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	2,322.25	2,337.75	15.50	0.7%	2,265.50
High	2,339.50	2,359.75	20.25	0.9%	2,339.50
Low	2,316.50	2,334.50	18.00	0.8%	2,248.50
Close	2,337.50	2,345.00	7.50	0.3%	2,337.50
Range	23.00	25.25	2.25	9.8%	91.00
ATR	30.60	30.22	-0.38	-1.2%	0.00
Volume	224,139	240,695	16,556	7.4%	1,292,720

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,422.25	2,408.75	2,359.00
R3	2,397.00	2,383.50	2,352.00
R2	2,371.75	2,371.75	2,349.75
R1	2,358.25	2,358.25	2,347.25	2,365.00
PP	2,346.50	2,346.50	2,346.50	2,349.75
S1	2,333.00	2,333.00	2,342.75	2,339.75
S2	2,321.25	2,321.25	2,340.25
S3	2,296.00	2,307.75	2,338.00
S4	2,270.75	2,282.50	2,331.00

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,581.50	2,550.50	2,387.50
R3	2,490.50	2,459.50	2,362.50
R2	2,399.50	2,399.50	2,354.25
R1	2,368.50	2,368.50	2,345.75	2,384.00
PP	2,308.50	2,308.50	2,308.50	2,316.25
S1	2,277.50	2,277.50	2,329.25	2,293.00
S2	2,217.50	2,217.50	2,320.75
S3	2,126.50	2,186.50	2,312.50
S4	2,035.50	2,095.50	2,287.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,359.75	2,281.25	78.50	3.3%	28.25	1.2%	81%	True	False	243,339
10	2,359.75	2,248.50	111.25	4.7%	31.75	1.4%	87%	True	False	263,309
20	2,359.75	2,248.50	111.25	4.7%	31.25	1.3%	87%	True	False	240,905
40	2,359.75	2,196.00	163.75	7.0%	26.50	1.1%	91%	True	False	207,216
60	2,359.75	2,082.25	277.50	11.8%	29.00	1.2%	95%	True	False	141,106
80	2,359.75	2,039.00	320.75	13.7%	28.75	1.2%	95%	True	False	105,887
100	2,359.75	1,929.00	430.75	18.4%	29.00	1.2%	97%	True	False	84,739
120	2,359.75	1,744.25	615.50	26.2%	26.25	1.1%	98%	True	False	70,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,467.00
2.618	2,425.75
1.618	2,400.50
1.000	2,385.00
0.618	2,375.25
HIGH	2,359.75
0.618	2,350.00
0.500	2,347.00
0.382	2,344.25
LOW	2,334.50
0.618	2,319.00
1.000	2,309.25
1.618	2,293.75
2.618	2,268.50
4.250	2,227.25

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	2,347.00	2,339.25
PP	2,346.50	2,333.50
S1	2,345.75	2,327.75

Download as Excel Spreadsheet

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

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