E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 2,366.00 2,333.75 -32.25 -1.4% 2,378.00
High 2,372.75 2,346.00 -26.75 -1.1% 2,415.25
Low 2,329.25 2,318.25 -11.00 -0.5% 2,369.00
Close 2,334.50 2,337.25 2.75 0.1% 2,370.00
Range 43.50 27.75 -15.75 -36.2% 46.25
ATR 34.06 33.61 -0.45 -1.3% 0.00
Volume 405,609 338,037 -67,572 -16.7% 1,444,061
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 2,417.00 2,405.00 2,352.50
R3 2,389.25 2,377.25 2,345.00
R2 2,361.50 2,361.50 2,342.25
R1 2,349.50 2,349.50 2,339.75 2,355.50
PP 2,333.75 2,333.75 2,333.75 2,337.00
S1 2,321.75 2,321.75 2,334.75 2,327.75
S2 2,306.00 2,306.00 2,332.25
S3 2,278.25 2,294.00 2,329.50
S4 2,250.50 2,266.25 2,322.00
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 2,523.50 2,493.00 2,395.50
R3 2,477.25 2,446.75 2,382.75
R2 2,431.00 2,431.00 2,378.50
R1 2,400.50 2,400.50 2,374.25 2,392.50
PP 2,384.75 2,384.75 2,384.75 2,380.75
S1 2,354.25 2,354.25 2,365.75 2,346.50
S2 2,338.50 2,338.50 2,361.50
S3 2,292.25 2,308.00 2,357.25
S4 2,246.00 2,261.75 2,344.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,415.25 2,318.25 97.00 4.2% 39.50 1.7% 20% False True 326,020
10 2,415.25 2,318.25 97.00 4.2% 35.50 1.5% 20% False True 324,074
20 2,428.00 2,277.75 150.25 6.4% 31.75 1.4% 40% False False 283,330
40 2,428.00 2,232.00 196.00 8.4% 31.50 1.3% 54% False False 266,741
60 2,428.00 2,185.75 242.25 10.4% 37.25 1.6% 63% False False 228,719
80 2,428.00 2,185.75 242.25 10.4% 34.25 1.5% 63% False False 171,585
100 2,428.00 2,185.75 242.25 10.4% 32.50 1.4% 63% False False 137,294
120 2,428.00 2,118.75 309.25 13.2% 28.25 1.2% 71% False False 114,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,464.00
2.618 2,418.75
1.618 2,391.00
1.000 2,373.75
0.618 2,363.25
HIGH 2,346.00
0.618 2,335.50
0.500 2,332.00
0.382 2,328.75
LOW 2,318.25
0.618 2,301.00
1.000 2,290.50
1.618 2,273.25
2.618 2,245.50
4.250 2,200.25
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 2,335.50 2,366.25
PP 2,333.75 2,356.50
S1 2,332.00 2,347.00

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

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