E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 1,877.50 1,892.25 14.75 0.8% 1,865.50
High 1,892.50 1,900.00 7.50 0.4% 1,892.50
Low 1,865.00 1,874.25 9.25 0.5% 1,865.00
Close 1,890.00 1,883.50 -6.50 -0.3% 1,890.00
Range 27.50 25.75 -1.75 -6.4% 27.50
ATR 23.04 23.24 0.19 0.8% 0.00
Volume 241,321 268,934 27,613 11.4% 1,029,368
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,963.25 1,949.00 1,897.75
R3 1,937.50 1,923.25 1,890.50
R2 1,911.75 1,911.75 1,888.25
R1 1,897.50 1,897.50 1,885.75 1,891.75
PP 1,886.00 1,886.00 1,886.00 1,883.00
S1 1,871.75 1,871.75 1,881.25 1,866.00
S2 1,860.25 1,860.25 1,878.75
S3 1,834.50 1,846.00 1,876.50
S4 1,808.75 1,820.25 1,869.25
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,965.00 1,955.00 1,905.00
R3 1,937.50 1,927.50 1,897.50
R2 1,910.00 1,910.00 1,895.00
R1 1,900.00 1,900.00 1,892.50 1,905.00
PP 1,882.50 1,882.50 1,882.50 1,885.00
S1 1,872.50 1,872.50 1,887.50 1,877.50
S2 1,855.00 1,855.00 1,885.00
S3 1,827.50 1,845.00 1,882.50
S4 1,800.00 1,817.50 1,875.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,900.00 1,865.00 35.00 1.9% 20.25 1.1% 53% True False 237,076
10 1,900.00 1,858.75 41.25 2.2% 19.75 1.0% 60% True False 171,691
20 1,900.00 1,774.00 126.00 6.7% 21.00 1.1% 87% True False 200,235
40 1,900.00 1,719.75 180.25 9.6% 25.00 1.3% 91% True False 102,097
60 1,900.00 1,648.50 251.50 13.4% 27.50 1.5% 93% True False 68,183
80 1,900.00 1,648.25 251.75 13.4% 27.00 1.4% 93% True False 51,150
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,009.50
2.618 1,967.50
1.618 1,941.75
1.000 1,925.75
0.618 1,916.00
HIGH 1,900.00
0.618 1,890.25
0.500 1,887.00
0.382 1,884.00
LOW 1,874.25
0.618 1,858.25
1.000 1,848.50
1.618 1,832.50
2.618 1,806.75
4.250 1,764.75
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 1,887.00 1,883.25
PP 1,886.00 1,882.75
S1 1,884.75 1,882.50

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

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