E-mini NASDAQ-100 Future September 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	2,642.50	2,602.50	-40.00	-1.5%	2,612.00
High	2,644.75	2,615.50	-29.25	-1.1%	2,655.75
Low	2,590.50	2,591.50	1.00	0.0%	2,590.50
Close	2,609.00	2,606.00	-3.00	-0.1%	2,609.00
Range	54.25	24.00	-30.25	-55.8%	65.25
ATR	45.03	43.53	-1.50	-3.3%	0.00
Volume	253,562	163,428	-90,134	-35.5%	443,361

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,676.25	2,665.25	2,619.25
R3	2,652.25	2,641.25	2,612.50
R2	2,628.25	2,628.25	2,610.50
R1	2,617.25	2,617.25	2,608.25	2,622.75
PP	2,604.25	2,604.25	2,604.25	2,607.00
S1	2,593.25	2,593.25	2,603.75	2,598.75
S2	2,580.25	2,580.25	2,601.50
S3	2,556.25	2,569.25	2,599.50
S4	2,532.25	2,545.25	2,592.75

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,814.25	2,776.75	2,645.00
R3	2,749.00	2,711.50	2,627.00
R2	2,683.75	2,683.75	2,621.00
R1	2,646.25	2,646.25	2,615.00	2,632.50
PP	2,618.50	2,618.50	2,618.50	2,611.50
S1	2,581.00	2,581.00	2,603.00	2,567.00
S2	2,553.25	2,553.25	2,597.00
S3	2,488.00	2,515.75	2,591.00
S4	2,422.75	2,450.50	2,573.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,655.75	2,590.50	65.25	2.5%	32.50	1.2%	24%	False	False	121,357
10	2,655.75	2,503.50	152.25	5.8%	43.25	1.7%	67%	False	False	168,974
20	2,655.75	2,503.50	152.25	5.8%	44.75	1.7%	67%	False	False	224,345
40	2,655.75	2,418.25	237.50	9.1%	44.75	1.7%	79%	False	False	119,456
60	2,742.50	2,418.25	324.25	12.4%	43.00	1.6%	58%	False	False	79,663
80	2,788.00	2,418.25	369.75	14.2%	38.50	1.5%	51%	False	False	59,762
100	2,788.00	2,418.25	369.75	14.2%	31.75	1.2%	51%	False	False	47,810
120	2,788.00	2,418.25	369.75	14.2%	27.25	1.0%	51%	False	False	39,842

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.43
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,717.50
2.618	2,678.25
1.618	2,654.25
1.000	2,639.50
0.618	2,630.25
HIGH	2,615.50
0.618	2,606.25
0.500	2,603.50
0.382	2,600.75
LOW	2,591.50
0.618	2,576.75
1.000	2,567.50
1.618	2,552.75
2.618	2,528.75
4.250	2,489.50

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	2,605.25	2,623.00
PP	2,604.25	2,617.50
S1	2,603.50	2,611.75

Download as Excel Spreadsheet

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

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