E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	3,131.50	3,128.50	-3.00	-0.1%	3,088.75
High	3,137.75	3,150.25	12.50	0.4%	3,150.25
Low	3,124.00	3,096.50	-27.50	-0.9%	3,076.00
Close	3,128.00	3,129.50	1.50	0.0%	3,129.50
Range	13.75	53.75	40.00	290.9%	74.25
ATR	36.55	37.78	1.23	3.4%	0.00
Volume	152,933	281,130	128,197	83.8%	965,179

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,286.75	3,261.75	3,159.00
R3	3,233.00	3,208.00	3,144.25
R2	3,179.25	3,179.25	3,139.25
R1	3,154.25	3,154.25	3,134.50	3,166.75
PP	3,125.50	3,125.50	3,125.50	3,131.50
S1	3,100.50	3,100.50	3,124.50	3,113.00
S2	3,071.75	3,071.75	3,119.75
S3	3,018.00	3,046.75	3,114.75
S4	2,964.25	2,993.00	3,100.00

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,341.25	3,309.75	3,170.25
R3	3,267.00	3,235.50	3,150.00
R2	3,192.75	3,192.75	3,143.00
R1	3,161.25	3,161.25	3,136.25	3,177.00
PP	3,118.50	3,118.50	3,118.50	3,126.50
S1	3,087.00	3,087.00	3,122.75	3,102.75
S2	3,044.25	3,044.25	3,116.00
S3	2,970.00	3,012.75	3,109.00
S4	2,895.75	2,938.50	3,088.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,150.25	3,062.00	88.25	2.8%	39.00	1.2%	76%	True	False	243,792
10	3,150.25	3,052.50	97.75	3.1%	40.25	1.3%	79%	True	False	239,760
20	3,150.25	3,052.50	97.75	3.1%	38.50	1.2%	79%	True	False	229,947
40	3,150.25	3,023.50	126.75	4.1%	32.25	1.0%	84%	True	False	207,976
60	3,150.25	2,817.75	332.50	10.6%	36.75	1.2%	94%	True	False	218,507
80	3,150.25	2,817.75	332.50	10.6%	36.75	1.2%	94%	True	False	164,794
100	3,150.25	2,733.00	417.25	13.3%	34.75	1.1%	95%	True	False	131,864
120	3,150.25	2,733.00	417.25	13.3%	33.00	1.1%	95%	True	False	109,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.63
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,378.75
2.618	3,291.00
1.618	3,237.25
1.000	3,204.00
0.618	3,183.50
HIGH	3,150.25
0.618	3,129.75
0.500	3,123.50
0.382	3,117.00
LOW	3,096.50
0.618	3,063.25
1.000	3,042.75
1.618	3,009.50
2.618	2,955.75
4.250	2,868.00

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	3,127.50	3,125.25
PP	3,125.50	3,121.00
S1	3,123.50	3,116.75

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

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