E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 1,968.00 1,956.50 -11.50 -0.6% 2,053.25
High 1,970.00 1,961.00 -9.00 -0.5% 2,056.00
Low 1,933.75 1,730.75 -203.00 -10.5% 1,988.25
Close 1,957.00 1,884.50 -72.50 -3.7% 1,997.00
Range 36.25 230.25 194.00 535.2% 67.75
ATR 31.34 45.55 14.21 45.3% 0.00
Volume 137 365 228 166.4% 859
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 2,549.50 2,447.25 2,011.25
R3 2,319.25 2,217.00 1,947.75
R2 2,089.00 2,089.00 1,926.75
R1 1,986.75 1,986.75 1,905.50 1,922.75
PP 1,858.75 1,858.75 1,858.75 1,826.75
S1 1,756.50 1,756.50 1,863.50 1,692.50
S2 1,628.50 1,628.50 1,842.25
S3 1,398.25 1,526.25 1,821.25
S4 1,168.00 1,296.00 1,757.75
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 2,217.00 2,174.75 2,034.25
R3 2,149.25 2,107.00 2,015.75
R2 2,081.50 2,081.50 2,009.50
R1 2,039.25 2,039.25 2,003.25 2,026.50
PP 2,013.75 2,013.75 2,013.75 2,007.50
S1 1,971.50 1,971.50 1,990.75 1,958.75
S2 1,946.00 1,946.00 1,984.50
S3 1,878.25 1,903.75 1,978.25
S4 1,810.50 1,836.00 1,959.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,044.50 1,730.75 313.75 16.6% 85.25 4.5% 49% False True 155
10 2,056.00 1,730.75 325.25 17.3% 58.50 3.1% 47% False True 201
20 2,056.00 1,730.75 325.25 17.3% 41.00 2.2% 47% False True 215
40 2,056.00 1,730.75 325.25 17.3% 29.25 1.6% 47% False True 128
60 2,056.00 1,730.75 325.25 17.3% 20.25 1.1% 47% False True 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 2,939.50
2.618 2,563.75
1.618 2,333.50
1.000 2,191.25
0.618 2,103.25
HIGH 1,961.00
0.618 1,873.00
0.500 1,846.00
0.382 1,818.75
LOW 1,730.75
0.618 1,588.50
1.000 1,500.50
1.618 1,358.25
2.618 1,128.00
4.250 752.25
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 1,871.50 1,882.50
PP 1,858.75 1,880.50
S1 1,846.00 1,878.50

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

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