E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 1,792.75 1,779.50 -13.25 -0.7% 1,859.25
High 1,821.50 1,830.25 8.75 0.5% 1,902.25
Low 1,772.25 1,774.00 1.75 0.1% 1,823.00
Close 1,780.50 1,821.00 40.50 2.3% 1,832.50
Range 49.25 56.25 7.00 14.2% 79.25
ATR 53.75 53.93 0.18 0.3% 0.00
Volume 9,226 29,993 20,767 225.1% 5,284
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,977.25 1,955.25 1,852.00
R3 1,921.00 1,899.00 1,836.50
R2 1,864.75 1,864.75 1,831.25
R1 1,842.75 1,842.75 1,826.25 1,853.75
PP 1,808.50 1,808.50 1,808.50 1,814.00
S1 1,786.50 1,786.50 1,815.75 1,797.50
S2 1,752.25 1,752.25 1,810.75
S3 1,696.00 1,730.25 1,805.50
S4 1,639.75 1,674.00 1,790.00
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,090.25 2,040.75 1,876.00
R3 2,011.00 1,961.50 1,854.25
R2 1,931.75 1,931.75 1,847.00
R1 1,882.25 1,882.25 1,839.75 1,867.50
PP 1,852.50 1,852.50 1,852.50 1,845.25
S1 1,803.00 1,803.00 1,825.25 1,788.00
S2 1,773.25 1,773.25 1,818.00
S3 1,694.00 1,723.75 1,810.75
S4 1,614.75 1,644.50 1,789.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,902.25 1,768.50 133.75 7.3% 56.25 3.1% 39% False False 9,414
10 1,902.25 1,768.50 133.75 7.3% 53.00 2.9% 39% False False 5,272
20 1,980.00 1,753.75 226.25 12.4% 55.00 3.0% 30% False False 2,773
40 2,056.00 1,730.75 325.25 17.9% 53.75 2.9% 28% False False 1,526
60 2,056.00 1,730.75 325.25 17.9% 42.50 2.3% 28% False False 1,037
80 2,056.00 1,730.75 325.25 17.9% 32.25 1.8% 28% False False 779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,069.25
2.618 1,977.50
1.618 1,921.25
1.000 1,886.50
0.618 1,865.00
HIGH 1,830.25
0.618 1,808.75
0.500 1,802.00
0.382 1,795.50
LOW 1,774.00
0.618 1,739.25
1.000 1,717.75
1.618 1,683.00
2.618 1,626.75
4.250 1,535.00
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 1,814.75 1,813.75
PP 1,808.50 1,806.50
S1 1,802.00 1,799.50

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

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