E-mini NASDAQ-100 Future March 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	2,453.00	2,460.00	7.00	0.3%	2,430.00
High	2,464.50	2,465.50	1.00	0.0%	2,476.00
Low	2,444.75	2,429.50	-15.25	-0.6%	2,419.50
Close	2,456.25	2,462.00	5.75	0.2%	2,456.25
Range	19.75	36.00	16.25	82.3%	56.50
ATR	32.71	32.94	0.24	0.7%	0.00
Volume	169,927	182,360	12,433	7.3%	918,444

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,560.25	2,547.25	2,481.75
R3	2,524.25	2,511.25	2,472.00
R2	2,488.25	2,488.25	2,468.50
R1	2,475.25	2,475.25	2,465.25	2,481.75
PP	2,452.25	2,452.25	2,452.25	2,455.50
S1	2,439.25	2,439.25	2,458.75	2,445.75
S2	2,416.25	2,416.25	2,455.50
S3	2,380.25	2,403.25	2,452.00
S4	2,344.25	2,367.25	2,442.25

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,620.00	2,594.75	2,487.25
R3	2,563.50	2,538.25	2,471.75
R2	2,507.00	2,507.00	2,466.50
R1	2,481.75	2,481.75	2,461.50	2,494.50
PP	2,450.50	2,450.50	2,450.50	2,457.00
S1	2,425.25	2,425.25	2,451.00	2,438.00
S2	2,394.00	2,394.00	2,446.00
S3	2,337.50	2,368.75	2,440.75
S4	2,281.00	2,312.25	2,425.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,476.00	2,419.50	56.50	2.3%	28.75	1.2%	75%	False	False	187,097
10	2,476.00	2,361.50	114.50	4.7%	28.75	1.2%	88%	False	False	174,238
20	2,476.00	2,270.25	205.75	8.4%	27.75	1.1%	93%	False	False	154,018
40	2,476.00	2,204.25	271.75	11.0%	35.75	1.5%	95%	False	False	145,394
60	2,476.00	2,135.00	341.00	13.9%	41.75	1.7%	96%	False	False	96,972
80	2,476.00	2,099.00	377.00	15.3%	44.25	1.8%	96%	False	False	72,743
100	2,476.00	2,034.50	441.50	17.9%	47.00	1.9%	97%	False	False	58,210
120	2,476.00	2,034.50	441.50	17.9%	43.50	1.8%	97%	False	False	48,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.95
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,618.50
2.618	2,559.75
1.618	2,523.75
1.000	2,501.50
0.618	2,487.75
HIGH	2,465.50
0.618	2,451.75
0.500	2,447.50
0.382	2,443.25
LOW	2,429.50
0.618	2,407.25
1.000	2,393.50
1.618	2,371.25
2.618	2,335.25
4.250	2,276.50

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	2,457.25	2,459.00
PP	2,452.25	2,455.75
S1	2,447.50	2,452.75

Download as Excel Spreadsheet

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

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