E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 1,820.50 1,848.25 27.75 1.5% 1,833.50
High 1,847.50 1,876.00 28.50 1.5% 1,847.50
Low 1,806.25 1,842.50 36.25 2.0% 1,768.50
Close 1,842.50 1,846.50 4.00 0.2% 1,842.50
Range 41.25 33.50 -7.75 -18.8% 79.00
ATR 53.03 51.63 -1.39 -2.6% 0.00
Volume 214,056 257,887 43,831 20.5% 260,341
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,955.50 1,934.50 1,865.00
R3 1,922.00 1,901.00 1,855.75
R2 1,888.50 1,888.50 1,852.75
R1 1,867.50 1,867.50 1,849.50 1,861.25
PP 1,855.00 1,855.00 1,855.00 1,852.00
S1 1,834.00 1,834.00 1,843.50 1,827.75
S2 1,821.50 1,821.50 1,840.25
S3 1,788.00 1,800.50 1,837.25
S4 1,754.50 1,767.00 1,828.00
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,056.50 2,028.50 1,886.00
R3 1,977.50 1,949.50 1,864.25
R2 1,898.50 1,898.50 1,857.00
R1 1,870.50 1,870.50 1,849.75 1,884.50
PP 1,819.50 1,819.50 1,819.50 1,826.50
S1 1,791.50 1,791.50 1,835.25 1,805.50
S2 1,740.50 1,740.50 1,828.00
S3 1,661.50 1,712.50 1,820.75
S4 1,582.50 1,633.50 1,799.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.00 1,768.50 107.50 5.8% 45.50 2.5% 73% True False 103,323
10 1,902.25 1,768.50 133.75 7.2% 48.75 2.6% 58% False False 52,351
20 1,930.25 1,753.75 176.50 9.6% 53.25 2.9% 53% False False 26,352
40 2,056.00 1,730.75 325.25 17.6% 54.25 2.9% 36% False False 13,315
60 2,056.00 1,730.75 325.25 17.6% 43.00 2.3% 36% False False 8,902
80 2,056.00 1,730.75 325.25 17.6% 33.25 1.8% 36% False False 6,678
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 11.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,018.50
2.618 1,963.75
1.618 1,930.25
1.000 1,909.50
0.618 1,896.75
HIGH 1,876.00
0.618 1,863.25
0.500 1,859.25
0.382 1,855.25
LOW 1,842.50
0.618 1,821.75
1.000 1,809.00
1.618 1,788.25
2.618 1,754.75
4.250 1,700.00
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 1,859.25 1,839.25
PP 1,855.00 1,832.25
S1 1,850.75 1,825.00

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

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