E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	3,777.50	3,800.00	22.50	0.6%	3,735.00
High	3,800.25	3,803.00	2.75	0.1%	3,800.25
Low	3,775.75	3,783.00	7.25	0.2%	3,707.25
Close	3,798.00	3,793.75	-4.25	-0.1%	3,798.00
Range	24.50	20.00	-4.50	-18.4%	93.00
ATR	40.27	38.82	-1.45	-3.6%	0.00
Volume	200,419	148,831	-51,588	-25.7%	1,082,091

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,853.25	3,843.50	3,804.75
R3	3,833.25	3,823.50	3,799.25
R2	3,813.25	3,813.25	3,797.50
R1	3,803.50	3,803.50	3,795.50	3,798.50
PP	3,793.25	3,793.25	3,793.25	3,790.75
S1	3,783.50	3,783.50	3,792.00	3,778.50
S2	3,773.25	3,773.25	3,790.00
S3	3,753.25	3,763.50	3,788.25
S4	3,733.25	3,743.50	3,782.75

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,047.50	4,015.75	3,849.25
R3	3,954.50	3,922.75	3,823.50
R2	3,861.50	3,861.50	3,815.00
R1	3,829.75	3,829.75	3,806.50	3,845.50
PP	3,768.50	3,768.50	3,768.50	3,776.50
S1	3,736.75	3,736.75	3,789.50	3,752.50
S2	3,675.50	3,675.50	3,781.00
S3	3,582.50	3,643.75	3,772.50
S4	3,489.50	3,550.75	3,746.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,803.00	3,714.00	89.00	2.3%	30.00	0.8%	90%	True	False	201,066
10	3,803.00	3,677.50	125.50	3.3%	30.00	0.8%	93%	True	False	205,200
20	3,803.00	3,540.25	262.75	6.9%	36.25	1.0%	96%	True	False	230,466
40	3,803.00	3,404.75	398.25	10.5%	45.75	1.2%	98%	True	False	283,869
60	3,803.00	3,404.75	398.25	10.5%	52.25	1.4%	98%	True	False	312,101
80	3,803.00	3,404.75	398.25	10.5%	49.25	1.3%	98%	True	False	236,837
100	3,803.00	3,404.75	398.25	10.5%	48.50	1.3%	98%	True	False	189,546
120	3,803.00	3,404.75	398.25	10.5%	44.75	1.2%	98%	True	False	157,957

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.45
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	3,888.00
2.618	3,855.25
1.618	3,835.25
1.000	3,823.00
0.618	3,815.25
HIGH	3,803.00
0.618	3,795.25
0.500	3,793.00
0.382	3,790.75
LOW	3,783.00
0.618	3,770.75
1.000	3,763.00
1.618	3,750.75
2.618	3,730.75
4.250	3,698.00

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	3,793.50	3,785.25
PP	3,793.25	3,777.00
S1	3,793.00	3,768.50

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

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