E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 1,768.50 1,773.25 4.75 0.3% 1,824.75
High 1,781.75 1,825.00 43.25 2.4% 1,842.75
Low 1,754.50 1,770.50 16.00 0.9% 1,744.00
Close 1,766.50 1,820.00 53.50 3.0% 1,789.25
Range 27.25 54.50 27.25 100.0% 98.75
ATR 36.94 38.48 1.54 4.2% 0.00
Volume 360,795 389,294 28,499 7.9% 1,664,513
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,968.75 1,948.75 1,850.00
R3 1,914.25 1,894.25 1,835.00
R2 1,859.75 1,859.75 1,830.00
R1 1,839.75 1,839.75 1,825.00 1,849.75
PP 1,805.25 1,805.25 1,805.25 1,810.00
S1 1,785.25 1,785.25 1,815.00 1,795.25
S2 1,750.75 1,750.75 1,810.00
S3 1,696.25 1,730.75 1,805.00
S4 1,641.75 1,676.25 1,790.00
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,088.25 2,037.50 1,843.50
R3 1,989.50 1,938.75 1,816.50
R2 1,890.75 1,890.75 1,807.25
R1 1,840.00 1,840.00 1,798.25 1,816.00
PP 1,792.00 1,792.00 1,792.00 1,780.00
S1 1,741.25 1,741.25 1,780.25 1,717.25
S2 1,693.25 1,693.25 1,771.25
S3 1,594.50 1,642.50 1,762.00
S4 1,495.75 1,543.75 1,735.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,825.00 1,744.00 81.00 4.5% 41.50 2.3% 94% True False 344,680
10 1,850.50 1,744.00 106.50 5.9% 39.25 2.2% 71% False False 328,123
20 1,918.00 1,744.00 174.00 9.6% 36.50 2.0% 44% False False 313,034
40 1,918.00 1,744.00 174.00 9.6% 36.25 2.0% 44% False False 311,798
60 1,941.00 1,698.00 243.00 13.4% 39.00 2.1% 50% False False 309,548
80 1,980.00 1,698.00 282.00 15.5% 43.00 2.4% 43% False False 232,371
100 2,056.00 1,698.00 358.00 19.7% 44.25 2.4% 34% False False 185,949
120 2,056.00 1,698.00 358.00 19.7% 39.75 2.2% 34% False False 154,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,056.50
2.618 1,967.75
1.618 1,913.25
1.000 1,879.50
0.618 1,858.75
HIGH 1,825.00
0.618 1,804.25
0.500 1,797.75
0.382 1,791.25
LOW 1,770.50
0.618 1,736.75
1.000 1,716.00
1.618 1,682.25
2.618 1,627.75
4.250 1,539.00
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 1,812.50 1,810.00
PP 1,805.25 1,799.75
S1 1,797.75 1,789.75

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

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