E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 1,845.50 1,893.50 48.00 2.6% 1,833.50
High 1,898.25 1,912.75 14.50 0.8% 1,847.50
Low 1,844.75 1,879.00 34.25 1.9% 1,768.50
Close 1,893.25 1,906.00 12.75 0.7% 1,842.50
Range 53.50 33.75 -19.75 -36.9% 79.00
ATR 51.77 50.48 -1.29 -2.5% 0.00
Volume 329,991 349,007 19,016 5.8% 260,341
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,000.50 1,987.00 1,924.50
R3 1,966.75 1,953.25 1,915.25
R2 1,933.00 1,933.00 1,912.25
R1 1,919.50 1,919.50 1,909.00 1,926.25
PP 1,899.25 1,899.25 1,899.25 1,902.50
S1 1,885.75 1,885.75 1,903.00 1,892.50
S2 1,865.50 1,865.50 1,899.75
S3 1,831.75 1,852.00 1,896.75
S4 1,798.00 1,818.25 1,887.50
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 1,912.75 1,774.00 138.75 7.3% 43.75 2.3% 95% True False 236,186
10 1,912.75 1,768.50 144.25 7.6% 47.00 2.5% 95% True False 119,892
20 1,912.75 1,753.75 159.00 8.3% 52.50 2.8% 96% True False 60,281
40 2,056.00 1,730.75 325.25 17.1% 55.25 2.9% 54% False False 30,283
60 2,056.00 1,730.75 325.25 17.1% 43.50 2.3% 54% False False 20,217
80 2,056.00 1,730.75 325.25 17.1% 34.50 1.8% 54% False False 15,165
100 2,056.00 1,730.75 325.25 17.1% 27.75 1.5% 54% False False 12,139
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 10.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,056.25
2.618 2,001.00
1.618 1,967.25
1.000 1,946.50
0.618 1,933.50
HIGH 1,912.75
0.618 1,899.75
0.500 1,896.00
0.382 1,892.00
LOW 1,879.00
0.618 1,858.25
1.000 1,845.25
1.618 1,824.50
2.618 1,790.75
4.250 1,735.50
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 1,902.50 1,896.50
PP 1,899.25 1,887.00
S1 1,896.00 1,877.50

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

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