E-mini NASDAQ-100 Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	2,529.75	2,542.00	12.25	0.5%	2,587.00
High	2,546.50	2,554.00	7.50	0.3%	2,604.00
Low	2,515.00	2,539.25	24.25	1.0%	2,510.50
Close	2,540.50	2,547.50	7.00	0.3%	2,547.50
Range	31.50	14.75	-16.75	-53.2%	93.50
ATR	47.42	45.08	-2.33	-4.9%	0.00
Volume	47,849	3,273	-44,576	-93.2%	385,909

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,591.25	2,584.00	2,555.50
R3	2,576.50	2,569.25	2,551.50
R2	2,561.75	2,561.75	2,550.25
R1	2,554.50	2,554.50	2,548.75	2,558.00
PP	2,547.00	2,547.00	2,547.00	2,548.75
S1	2,539.75	2,539.75	2,546.25	2,543.50
S2	2,532.25	2,532.25	2,544.75
S3	2,517.50	2,525.00	2,543.50
S4	2,502.75	2,510.25	2,539.50

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,834.50	2,784.50	2,599.00
R3	2,741.00	2,691.00	2,573.25
R2	2,647.50	2,647.50	2,564.75
R1	2,597.50	2,597.50	2,556.00	2,575.75
PP	2,554.00	2,554.00	2,554.00	2,543.00
S1	2,504.00	2,504.00	2,539.00	2,482.25
S2	2,460.50	2,460.50	2,530.25
S3	2,367.00	2,410.50	2,521.75
S4	2,273.50	2,317.00	2,496.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,604.00	2,510.50	93.50	3.7%	43.25	1.7%	40%	False	False	77,181
10	2,604.00	2,433.75	170.25	6.7%	44.50	1.7%	67%	False	False	156,432
20	2,604.00	2,433.75	170.25	6.7%	46.75	1.8%	67%	False	False	231,659
40	2,753.00	2,433.75	319.25	12.5%	46.50	1.8%	36%	False	False	254,497
60	2,791.50	2,433.75	357.75	14.0%	44.75	1.8%	32%	False	False	258,202
80	2,791.50	2,433.75	357.75	14.0%	40.25	1.6%	32%	False	False	225,129
100	2,791.50	2,422.50	369.00	14.5%	37.25	1.5%	34%	False	False	180,115
120	2,791.50	2,254.75	536.75	21.1%	33.75	1.3%	55%	False	False	150,099

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.30
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	2,616.75
2.618	2,592.50
1.618	2,577.75
1.000	2,568.75
0.618	2,563.00
HIGH	2,554.00
0.618	2,548.25
0.500	2,546.50
0.382	2,545.00
LOW	2,539.25
0.618	2,530.25
1.000	2,524.50
1.618	2,515.50
2.618	2,500.75
4.250	2,476.50

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	2,547.25	2,543.75
PP	2,547.00	2,540.00
S1	2,546.50	2,536.50

Download as Excel Spreadsheet

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

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