E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 1,874.25 1,887.50 13.25 0.7% 1,800.50
High 1,888.25 1,900.75 12.50 0.7% 1,876.25
Low 1,866.00 1,878.25 12.25 0.7% 1,781.75
Close 1,887.50 1,886.50 -1.00 -0.1% 1,873.75
Range 22.25 22.50 0.25 1.1% 94.50
ATR 42.42 40.99 -1.42 -3.4% 0.00
Volume 326,684 254,147 -72,537 -22.2% 1,800,645
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,956.00 1,943.75 1,899.00
R3 1,933.50 1,921.25 1,892.75
R2 1,911.00 1,911.00 1,890.50
R1 1,898.75 1,898.75 1,888.50 1,893.50
PP 1,888.50 1,888.50 1,888.50 1,886.00
S1 1,876.25 1,876.25 1,884.50 1,871.00
S2 1,866.00 1,866.00 1,882.50
S3 1,843.50 1,853.75 1,880.25
S4 1,821.00 1,831.25 1,874.00
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,127.50 2,095.00 1,925.75
R3 2,033.00 2,000.50 1,899.75
R2 1,938.50 1,938.50 1,891.00
R1 1,906.00 1,906.00 1,882.50 1,922.25
PP 1,844.00 1,844.00 1,844.00 1,852.00
S1 1,811.50 1,811.50 1,865.00 1,827.75
S2 1,749.50 1,749.50 1,856.50
S3 1,655.00 1,717.00 1,847.75
S4 1,560.50 1,622.50 1,821.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,900.75 1,811.00 89.75 4.8% 36.50 1.9% 84% True False 336,403
10 1,900.75 1,781.75 119.00 6.3% 40.00 2.1% 88% True False 339,519
20 1,900.75 1,698.00 202.75 10.7% 43.00 2.3% 93% True False 338,416
40 1,941.00 1,698.00 243.00 12.9% 42.75 2.3% 78% False False 264,226
60 2,035.50 1,698.00 337.50 17.9% 51.00 2.7% 56% False False 176,253
80 2,056.00 1,698.00 358.00 19.0% 45.00 2.4% 53% False False 132,237
100 2,056.00 1,698.00 358.00 19.0% 38.75 2.1% 53% False False 105,797
120 2,056.00 1,698.00 358.00 19.0% 32.50 1.7% 53% False False 88,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,996.50
2.618 1,959.75
1.618 1,937.25
1.000 1,923.25
0.618 1,914.75
HIGH 1,900.75
0.618 1,892.25
0.500 1,889.50
0.382 1,886.75
LOW 1,878.25
0.618 1,864.25
1.000 1,855.75
1.618 1,841.75
2.618 1,819.25
4.250 1,782.50
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 1,889.50 1,881.75
PP 1,888.50 1,877.25
S1 1,887.50 1,872.50

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

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