E-mini NASDAQ-100 Future June 2013

Trading Metrics calculated at close of trading on 13-May-2013

Day Change Summary
	Previous	Current
	10-May-2013	13-May-2013	Change	Change %	Previous Week
Open	2,961.25	2,972.25	11.00	0.4%	2,936.75
High	2,978.75	2,987.50	8.75	0.3%	2,978.75
Low	2,958.75	2,960.50	1.75	0.1%	2,936.50
Close	2,975.50	2,981.00	5.50	0.2%	2,975.50
Range	20.00	27.00	7.00	35.0%	42.25
ATR	34.39	33.86	-0.53	-1.5%	0.00
Volume	169,255	162,112	-7,143	-4.2%	810,345

Daily Pivots for day following 13-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,057.25	3,046.25	2,995.75
R3	3,030.25	3,019.25	2,988.50
R2	3,003.25	3,003.25	2,986.00
R1	2,992.25	2,992.25	2,983.50	2,997.75
PP	2,976.25	2,976.25	2,976.25	2,979.00
S1	2,965.25	2,965.25	2,978.50	2,970.75
S2	2,949.25	2,949.25	2,976.00
S3	2,922.25	2,938.25	2,973.50
S4	2,895.25	2,911.25	2,966.25

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,090.25	3,075.25	2,998.75
R3	3,048.00	3,033.00	2,987.00
R2	3,005.75	3,005.75	2,983.25
R1	2,990.75	2,990.75	2,979.25	2,998.25
PP	2,963.50	2,963.50	2,963.50	2,967.50
S1	2,948.50	2,948.50	2,971.75	2,956.00
S2	2,921.25	2,921.25	2,967.75
S3	2,879.00	2,906.25	2,964.00
S4	2,836.75	2,864.00	2,952.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,987.50	2,937.25	50.25	1.7%	23.50	0.8%	87%	True	False	167,526
10	2,987.50	2,853.25	134.25	4.5%	28.25	0.9%	95%	True	False	170,940
20	2,987.50	2,724.00	263.50	8.8%	37.00	1.2%	98%	True	False	211,876
40	2,987.50	2,724.00	263.50	8.8%	37.00	1.2%	98%	True	False	216,277
60	2,987.50	2,683.50	304.00	10.2%	35.00	1.2%	98%	True	False	166,641
80	2,987.50	2,683.50	304.00	10.2%	31.75	1.1%	98%	True	False	125,016
100	2,987.50	2,569.50	418.00	14.0%	29.75	1.0%	98%	True	False	100,021
120	2,987.50	2,569.50	418.00	14.0%	25.00	0.8%	98%	True	False	83,351

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	5.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,102.25
2.618	3,058.25
1.618	3,031.25
1.000	3,014.50
0.618	3,004.25
HIGH	2,987.50
0.618	2,977.25
0.500	2,974.00
0.382	2,970.75
LOW	2,960.50
0.618	2,943.75
1.000	2,933.50
1.618	2,916.75
2.618	2,889.75
4.250	2,845.75

Fisher Pivots for day following 13-May-2013
Pivot	1 day	3 day
R1	2,978.75	2,977.00
PP	2,976.25	2,972.75
S1	2,974.00	2,968.75

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

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