E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	3,168.75	3,192.75	24.00	0.8%	3,132.75
High	3,196.00	3,236.25	40.25	1.3%	3,189.25
Low	3,163.00	3,189.75	26.75	0.8%	3,130.50
Close	3,190.75	3,228.75	38.00	1.2%	3,177.75
Range	33.00	46.50	13.50	40.9%	58.75
ATR	35.62	36.39	0.78	2.2%	0.00
Volume	92,803	56,730	-36,073	-38.9%	997,463

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,357.75	3,339.75	3,254.25
R3	3,311.25	3,293.25	3,241.50
R2	3,264.75	3,264.75	3,237.25
R1	3,246.75	3,246.75	3,233.00	3,255.75
PP	3,218.25	3,218.25	3,218.25	3,222.75
S1	3,200.25	3,200.25	3,224.50	3,209.25
S2	3,171.75	3,171.75	3,220.25
S3	3,125.25	3,153.75	3,216.00
S4	3,078.75	3,107.25	3,203.25

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,342.00	3,318.75	3,210.00
R3	3,283.25	3,260.00	3,194.00
R2	3,224.50	3,224.50	3,188.50
R1	3,201.25	3,201.25	3,183.25	3,213.00
PP	3,165.75	3,165.75	3,165.75	3,171.75
S1	3,142.50	3,142.50	3,172.25	3,154.00
S2	3,107.00	3,107.00	3,167.00
S3	3,048.25	3,083.75	3,161.50
S4	2,989.50	3,025.00	3,145.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,236.25	3,161.75	74.50	2.3%	34.50	1.1%	90%	True	False	125,563
10	3,236.25	3,096.50	139.75	4.3%	33.50	1.0%	95%	True	False	170,965
20	3,236.25	3,052.50	183.75	5.7%	38.00	1.2%	96%	True	False	207,968
40	3,236.25	3,027.50	208.75	6.5%	34.50	1.1%	96%	True	False	207,873
60	3,236.25	2,830.75	405.50	12.6%	34.25	1.1%	98%	True	False	200,142
80	3,236.25	2,817.75	418.50	13.0%	37.00	1.1%	98%	True	False	180,699
100	3,236.25	2,817.75	418.50	13.0%	34.75	1.1%	98%	True	False	144,614
120	3,236.25	2,733.00	503.25	15.6%	33.75	1.0%	99%	True	False	120,518

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,434.00
2.618	3,358.00
1.618	3,311.50
1.000	3,282.75
0.618	3,265.00
HIGH	3,236.25
0.618	3,218.50
0.500	3,213.00
0.382	3,207.50
LOW	3,189.75
0.618	3,161.00
1.000	3,143.25
1.618	3,114.50
2.618	3,068.00
4.250	2,992.00

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	3,223.50	3,219.00
PP	3,218.25	3,209.25
S1	3,213.00	3,199.50

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

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