E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	3,894.75	3,874.50	-20.25	-0.5%	3,954.00
High	3,900.25	3,891.25	-9.00	-0.2%	3,983.00
Low	3,851.75	3,842.00	-9.75	-0.3%	3,847.50
Close	3,871.75	3,868.75	-3.00	-0.1%	3,873.25
Range	48.50	49.25	0.75	1.5%	135.50
ATR	42.93	43.38	0.45	1.1%	0.00
Volume	356,543	292,468	-64,075	-18.0%	1,591,203

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,015.00	3,991.25	3,895.75
R3	3,965.75	3,942.00	3,882.25
R2	3,916.50	3,916.50	3,877.75
R1	3,892.75	3,892.75	3,873.25	3,880.00
PP	3,867.25	3,867.25	3,867.25	3,861.00
S1	3,843.50	3,843.50	3,864.25	3,830.75
S2	3,818.00	3,818.00	3,859.75
S3	3,768.75	3,794.25	3,855.25
S4	3,719.50	3,745.00	3,841.75

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,307.75	4,226.00	3,947.75
R3	4,172.25	4,090.50	3,910.50
R2	4,036.75	4,036.75	3,898.00
R1	3,955.00	3,955.00	3,885.75	3,928.00
PP	3,901.25	3,901.25	3,901.25	3,887.75
S1	3,819.50	3,819.50	3,860.75	3,792.50
S2	3,765.75	3,765.75	3,848.50
S3	3,630.25	3,684.00	3,836.00
S4	3,494.75	3,548.50	3,798.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,970.25	3,842.00	128.25	3.3%	57.75	1.5%	21%	False	True	357,144
10	3,991.25	3,842.00	149.25	3.9%	44.50	1.1%	18%	False	True	291,089
20	3,991.25	3,831.50	159.75	4.1%	44.75	1.2%	23%	False	False	272,043
40	3,991.25	3,744.75	246.50	6.4%	38.75	1.0%	50%	False	False	237,255
60	3,991.25	3,532.75	458.50	11.9%	36.75	0.9%	73%	False	False	158,830
80	3,991.25	3,404.00	587.25	15.2%	39.00	1.0%	79%	False	False	119,139
100	3,991.25	3,404.00	587.25	15.2%	42.50	1.1%	79%	False	False	95,322
120	3,991.25	3,404.00	587.25	15.2%	38.75	1.0%	79%	False	False	79,436

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	8.65
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,100.50
2.618	4,020.25
1.618	3,971.00
1.000	3,940.50
0.618	3,921.75
HIGH	3,891.25
0.618	3,872.50
0.500	3,866.50
0.382	3,860.75
LOW	3,842.00
0.618	3,811.50
1.000	3,792.75
1.618	3,762.25
2.618	3,713.00
4.250	3,632.75

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	3,868.00	3,879.00
PP	3,867.25	3,875.50
S1	3,866.50	3,872.00

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

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