E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 1,736.25 1,728.75 -7.50 -0.4% 1,839.00
High 1,745.75 1,745.75 0.00 0.0% 1,851.50
Low 1,698.00 1,710.25 12.25 0.7% 1,698.00
Close 1,728.00 1,721.25 -6.75 -0.4% 1,721.25
Range 47.75 35.50 -12.25 -25.7% 153.50
ATR 46.53 45.75 -0.79 -1.7% 0.00
Volume 370,543 505,854 135,311 36.5% 1,958,672
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,832.25 1,812.25 1,740.75
R3 1,796.75 1,776.75 1,731.00
R2 1,761.25 1,761.25 1,727.75
R1 1,741.25 1,741.25 1,724.50 1,733.50
PP 1,725.75 1,725.75 1,725.75 1,722.00
S1 1,705.75 1,705.75 1,718.00 1,698.00
S2 1,690.25 1,690.25 1,714.75
S3 1,654.75 1,670.25 1,711.50
S4 1,619.25 1,634.75 1,701.75
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,217.50 2,122.75 1,805.75
R3 2,064.00 1,969.25 1,763.50
R2 1,910.50 1,910.50 1,749.50
R1 1,815.75 1,815.75 1,735.25 1,786.50
PP 1,757.00 1,757.00 1,757.00 1,742.25
S1 1,662.25 1,662.25 1,707.25 1,633.00
S2 1,603.50 1,603.50 1,693.00
S3 1,450.00 1,508.75 1,679.00
S4 1,296.50 1,355.25 1,636.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,851.50 1,698.00 153.50 8.9% 50.00 2.9% 15% False False 391,734
10 1,941.00 1,698.00 243.00 14.1% 44.75 2.6% 10% False False 353,068
20 1,941.00 1,698.00 243.00 14.1% 42.75 2.5% 10% False False 271,525
40 1,980.00 1,698.00 282.00 16.4% 51.25 3.0% 8% False False 136,032
60 2,056.00 1,698.00 358.00 20.8% 47.75 2.8% 6% False False 90,760
80 2,056.00 1,698.00 358.00 20.8% 40.25 2.3% 6% False False 68,080
100 2,056.00 1,698.00 358.00 20.8% 32.75 1.9% 6% False False 54,467
Crabel Price Patterns
NR True
NR4 True
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 11.93
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,896.50
2.618 1,838.75
1.618 1,803.25
1.000 1,781.25
0.618 1,767.75
HIGH 1,745.75
0.618 1,732.25
0.500 1,728.00
0.382 1,723.75
LOW 1,710.25
0.618 1,688.25
1.000 1,674.75
1.618 1,652.75
2.618 1,617.25
4.250 1,559.50
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 1,728.00 1,737.75
PP 1,725.75 1,732.25
S1 1,723.50 1,726.75

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

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