E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 08-Oct-2014

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	4,001.50	3,953.50	-48.00	-1.2%	4,045.75
High	4,010.25	4,041.75	31.50	0.8%	4,064.75
Low	3,949.00	3,930.75	-18.25	-0.5%	3,927.75
Close	3,956.25	4,030.50	74.25	1.9%	4,016.00
Range	61.25	111.00	49.75	81.2%	137.00
ATR	50.76	55.06	4.30	8.5%	0.00
Volume	383,802	466,944	83,142	21.7%	1,846,398

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,334.00	4,293.25	4,091.50
R3	4,223.00	4,182.25	4,061.00
R2	4,112.00	4,112.00	4,050.75
R1	4,071.25	4,071.25	4,040.75	4,091.50
PP	4,001.00	4,001.00	4,001.00	4,011.25
S1	3,960.25	3,960.25	4,020.25	3,980.50
S2	3,890.00	3,890.00	4,010.25
S3	3,779.00	3,849.25	4,000.00
S4	3,668.00	3,738.25	3,969.50

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,413.75	4,352.00	4,091.25
R3	4,276.75	4,215.00	4,053.75
R2	4,139.75	4,139.75	4,041.00
R1	4,078.00	4,078.00	4,028.50	4,040.50
PP	4,002.75	4,002.75	4,002.75	3,984.00
S1	3,941.00	3,941.00	4,003.50	3,903.50
S2	3,865.75	3,865.75	3,991.00
S3	3,728.75	3,804.00	3,978.25
S4	3,591.75	3,667.00	3,940.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,041.75	3,927.75	114.00	2.8%	69.50	1.7%	90%	True	False	382,974
10	4,088.50	3,927.75	160.75	4.0%	66.00	1.6%	64%	False	False	378,828
20	4,118.75	3,927.75	191.00	4.7%	56.75	1.4%	54%	False	False	331,846
40	4,118.75	3,895.25	223.50	5.5%	43.25	1.1%	61%	False	False	168,015
60	4,118.75	3,819.75	299.00	7.4%	43.50	1.1%	70%	False	False	112,178
80	4,118.75	3,757.00	361.75	9.0%	40.50	1.0%	76%	False	False	84,194
100	4,118.75	3,571.75	547.00	13.6%	35.25	0.9%	84%	False	False	67,357
120	4,118.75	3,488.75	630.00	15.6%	32.25	0.8%	86%	False	False	56,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.18
Widest range in 177 trading days

Fibonacci Retracements and Extensions
4.250	4,513.50
2.618	4,332.25
1.618	4,221.25
1.000	4,152.75
0.618	4,110.25
HIGH	4,041.75
0.618	3,999.25
0.500	3,986.25
0.382	3,973.25
LOW	3,930.75
0.618	3,862.25
1.000	3,819.75
1.618	3,751.25
2.618	3,640.25
4.250	3,459.00

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	4,015.75	4,015.75
PP	4,001.00	4,001.00
S1	3,986.25	3,986.25

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

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