E-mini NASDAQ-100 Future June 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	3,019.50	3,021.75	2.25	0.1%	2,972.25
High	3,036.75	3,053.50	16.75	0.6%	3,028.25
Low	3,010.00	2,983.75	-26.25	-0.9%	2,960.50
Close	3,021.50	3,001.00	-20.50	-0.7%	3,022.75
Range	26.75	69.75	43.00	160.7%	67.75
ATR	31.24	34.00	2.75	8.8%	0.00
Volume	185,202	363,785	178,583	96.4%	952,413

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,222.00	3,181.25	3,039.25
R3	3,152.25	3,111.50	3,020.25
R2	3,082.50	3,082.50	3,013.75
R1	3,041.75	3,041.75	3,007.50	3,027.25
PP	3,012.75	3,012.75	3,012.75	3,005.50
S1	2,972.00	2,972.00	2,994.50	2,957.50
S2	2,943.00	2,943.00	2,988.25
S3	2,873.25	2,902.25	2,981.75
S4	2,803.50	2,832.50	2,962.75

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,207.00	3,182.75	3,060.00
R3	3,139.25	3,115.00	3,041.50
R2	3,071.50	3,071.50	3,035.25
R1	3,047.25	3,047.25	3,029.00	3,059.50
PP	3,003.75	3,003.75	3,003.75	3,010.00
S1	2,979.50	2,979.50	3,016.50	2,991.50
S2	2,936.00	2,936.00	3,010.25
S3	2,868.25	2,911.75	3,004.00
S4	2,800.50	2,844.00	2,985.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,053.50	2,983.75	69.75	2.3%	34.25	1.1%	25%	True	True	226,819
10	3,053.50	2,950.00	103.50	3.4%	30.50	1.0%	49%	True	False	204,892
20	3,053.50	2,814.00	239.50	8.0%	31.00	1.0%	78%	True	False	188,945
40	3,053.50	2,724.00	329.50	11.0%	36.50	1.2%	84%	True	False	215,189
60	3,053.50	2,698.50	355.00	11.8%	34.50	1.1%	85%	True	False	192,100
80	3,053.50	2,683.50	370.00	12.3%	33.00	1.1%	86%	True	False	144,172
100	3,053.50	2,569.50	484.00	16.1%	30.75	1.0%	89%	True	False	115,341
120	3,053.50	2,569.50	484.00	16.1%	26.75	0.9%	89%	True	False	96,122

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	11.03
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	3,350.00
2.618	3,236.00
1.618	3,166.25
1.000	3,123.25
0.618	3,096.50
HIGH	3,053.50
0.618	3,026.75
0.500	3,018.50
0.382	3,010.50
LOW	2,983.75
0.618	2,940.75
1.000	2,914.00
1.618	2,871.00
2.618	2,801.25
4.250	2,687.25

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	3,018.50	3,018.50
PP	3,012.75	3,012.75
S1	3,007.00	3,007.00

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

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