E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	3,572.75	3,582.75	10.00	0.3%	3,541.00
High	3,583.75	3,587.50	3.75	0.1%	3,587.50
Low	3,568.25	3,567.00	-1.25	0.0%	3,541.00
Close	3,581.75	3,570.25	-11.50	-0.3%	3,570.25
Range	15.50	20.50	5.00	32.3%	46.50
ATR	33.05	32.16	-0.90	-2.7%	0.00
Volume	54,009	94,798	40,789	75.5%	327,425

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,636.50	3,623.75	3,581.50
R3	3,616.00	3,603.25	3,576.00
R2	3,595.50	3,595.50	3,574.00
R1	3,582.75	3,582.75	3,572.25	3,579.00
PP	3,575.00	3,575.00	3,575.00	3,573.00
S1	3,562.25	3,562.25	3,568.25	3,558.50
S2	3,554.50	3,554.50	3,566.50
S3	3,534.00	3,541.75	3,564.50
S4	3,513.50	3,521.25	3,559.00

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,705.75	3,684.50	3,595.75
R3	3,659.25	3,638.00	3,583.00
R2	3,612.75	3,612.75	3,578.75
R1	3,591.50	3,591.50	3,574.50	3,602.00
PP	3,566.25	3,566.25	3,566.25	3,571.50
S1	3,545.00	3,545.00	3,566.00	3,555.50
S2	3,519.75	3,519.75	3,561.75
S3	3,473.25	3,498.50	3,557.50
S4	3,426.75	3,452.00	3,544.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,587.50	3,493.25	94.25	2.6%	23.75	0.7%	82%	True	False	100,210
10	3,587.50	3,415.25	172.25	4.8%	36.00	1.0%	90%	True	False	195,934
20	3,587.50	3,415.25	172.25	4.8%	32.00	0.9%	90%	True	False	107,612
40	3,587.50	3,308.25	279.25	7.8%	30.75	0.9%	94%	True	False	53,965
60	3,587.50	3,110.00	477.50	13.4%	32.25	0.9%	96%	True	False	36,028
80	3,587.50	3,110.00	477.50	13.4%	27.50	0.8%	96%	True	False	27,060
100	3,587.50	3,045.00	542.50	15.2%	22.50	0.6%	97%	True	False	21,648
120	3,587.50	2,984.00	603.50	16.9%	19.50	0.5%	97%	True	False	18,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,674.50
2.618	3,641.25
1.618	3,620.75
1.000	3,608.00
0.618	3,600.25
HIGH	3,587.50
0.618	3,579.75
0.500	3,577.25
0.382	3,574.75
LOW	3,567.00
0.618	3,554.25
1.000	3,546.50
1.618	3,533.75
2.618	3,513.25
4.250	3,480.00

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	3,577.25	3,574.25
PP	3,575.00	3,573.00
S1	3,572.50	3,571.50

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

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