E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	3,533.50	3,549.25	15.75	0.4%	3,583.25
High	3,552.25	3,613.50	61.25	1.7%	3,603.75
Low	3,510.50	3,548.25	37.75	1.1%	3,497.50
Close	3,548.00	3,607.75	59.75	1.7%	3,548.00
Range	41.75	65.25	23.50	56.3%	106.25
ATR	56.25	56.91	0.66	1.2%	0.00
Volume	319,908	246,729	-73,179	-22.9%	1,652,104

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,785.50	3,762.00	3,643.75
R3	3,720.25	3,696.75	3,625.75
R2	3,655.00	3,655.00	3,619.75
R1	3,631.50	3,631.50	3,613.75	3,643.25
PP	3,589.75	3,589.75	3,589.75	3,595.75
S1	3,566.25	3,566.25	3,601.75	3,578.00
S2	3,524.50	3,524.50	3,595.75
S3	3,459.25	3,501.00	3,589.75
S4	3,394.00	3,435.75	3,571.75

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,868.50	3,814.50	3,606.50
R3	3,762.25	3,708.25	3,577.25
R2	3,656.00	3,656.00	3,567.50
R1	3,602.00	3,602.00	3,557.75	3,576.00
PP	3,549.75	3,549.75	3,549.75	3,536.75
S1	3,495.75	3,495.75	3,538.25	3,469.50
S2	3,443.50	3,443.50	3,528.50
S3	3,337.25	3,389.50	3,518.75
S4	3,231.00	3,283.25	3,489.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,613.50	3,497.50	116.00	3.2%	58.75	1.6%	95%	True	False	332,693
10	3,613.50	3,497.50	116.00	3.2%	49.50	1.4%	95%	True	False	298,704
20	3,618.25	3,404.75	213.50	5.9%	55.50	1.5%	95%	False	False	322,925
40	3,712.75	3,404.75	308.00	8.5%	61.00	1.7%	66%	False	False	349,874
60	3,733.25	3,404.75	328.50	9.1%	53.75	1.5%	62%	False	False	243,057
80	3,733.25	3,404.75	328.50	9.1%	52.00	1.4%	62%	False	False	182,400
100	3,733.25	3,404.75	328.50	9.1%	46.75	1.3%	62%	False	False	145,923
120	3,733.25	3,354.00	379.25	10.5%	39.75	1.1%	67%	False	False	121,603

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	13.08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,890.75
2.618	3,784.25
1.618	3,719.00
1.000	3,678.75
0.618	3,653.75
HIGH	3,613.50
0.618	3,588.50
0.500	3,581.00
0.382	3,573.25
LOW	3,548.25
0.618	3,508.00
1.000	3,483.00
1.618	3,442.75
2.618	3,377.50
4.250	3,271.00

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	3,598.75	3,592.50
PP	3,589.75	3,577.25
S1	3,581.00	3,562.00

Download as Excel Spreadsheet

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

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