E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 1,796.25 1,815.00 18.75 1.0% 1,917.25
High 1,831.75 1,838.00 6.25 0.3% 1,930.25
Low 1,764.50 1,795.50 31.00 1.8% 1,764.50
Close 1,818.00 1,811.00 -7.00 -0.4% 1,818.00
Range 67.25 42.50 -24.75 -36.8% 165.75
ATR 55.08 54.18 -0.90 -1.6% 0.00
Volume 281 375 94 33.5% 1,160
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 1,942.25 1,919.25 1,834.50
R3 1,899.75 1,876.75 1,822.75
R2 1,857.25 1,857.25 1,818.75
R1 1,834.25 1,834.25 1,815.00 1,824.50
PP 1,814.75 1,814.75 1,814.75 1,810.00
S1 1,791.75 1,791.75 1,807.00 1,782.00
S2 1,772.25 1,772.25 1,803.25
S3 1,729.75 1,749.25 1,799.25
S4 1,687.25 1,706.75 1,787.50
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 2,334.75 2,242.25 1,909.25
R3 2,169.00 2,076.50 1,863.50
R2 2,003.25 2,003.25 1,848.50
R1 1,910.75 1,910.75 1,833.25 1,874.00
PP 1,837.50 1,837.50 1,837.50 1,819.25
S1 1,745.00 1,745.00 1,802.75 1,708.50
S2 1,671.75 1,671.75 1,787.50
S3 1,506.00 1,579.25 1,772.50
S4 1,340.25 1,413.50 1,726.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,930.25 1,764.50 165.75 9.2% 57.75 3.2% 28% False False 271
10 1,980.00 1,764.50 215.50 11.9% 55.25 3.0% 22% False False 245
20 2,047.75 1,730.75 317.00 17.5% 64.50 3.6% 25% False False 243
40 2,056.00 1,730.75 325.25 18.0% 43.00 2.4% 25% False False 201
60 2,056.00 1,730.75 325.25 18.0% 32.00 1.8% 25% False False 144
80 2,056.00 1,730.75 325.25 18.0% 24.50 1.4% 25% False False 115
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,018.50
2.618 1,949.25
1.618 1,906.75
1.000 1,880.50
0.618 1,864.25
HIGH 1,838.00
0.618 1,821.75
0.500 1,816.75
0.382 1,811.75
LOW 1,795.50
0.618 1,769.25
1.000 1,753.00
1.618 1,726.75
2.618 1,684.25
4.250 1,615.00
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 1,816.75 1,818.50
PP 1,814.75 1,816.00
S1 1,813.00 1,813.50

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

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