E-mini NASDAQ-100 Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	3,011.00	2,981.00	-30.00	-1.0%	2,991.25
High	3,022.75	2,995.00	-27.75	-0.9%	3,036.75
Low	2,976.25	2,950.00	-26.25	-0.9%	2,976.25
Close	2,980.25	2,985.50	5.25	0.2%	2,980.25
Range	46.50	45.00	-1.50	-3.2%	60.50
ATR	37.28	37.83	0.55	1.5%	0.00
Volume	273,254	322,752	49,498	18.1%	970,472

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,111.75	3,093.75	3,010.25
R3	3,066.75	3,048.75	2,998.00
R2	3,021.75	3,021.75	2,993.75
R1	3,003.75	3,003.75	2,989.50	3,012.75
PP	2,976.75	2,976.75	2,976.75	2,981.50
S1	2,958.75	2,958.75	2,981.50	2,967.75
S2	2,931.75	2,931.75	2,977.25
S3	2,886.75	2,913.75	2,973.00
S4	2,841.75	2,868.75	2,960.75

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,179.25	3,140.25	3,013.50
R3	3,118.75	3,079.75	2,997.00
R2	3,058.25	3,058.25	2,991.25
R1	3,019.25	3,019.25	2,985.75	3,008.50
PP	2,997.75	2,997.75	2,997.75	2,992.50
S1	2,958.75	2,958.75	2,974.75	2,948.00
S2	2,937.25	2,937.25	2,969.25
S3	2,876.75	2,898.25	2,963.50
S4	2,816.25	2,837.75	2,947.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,036.75	2,950.00	86.75	2.9%	43.50	1.5%	41%	False	True	258,644
10	3,053.50	2,950.00	103.50	3.5%	42.25	1.4%	34%	False	True	255,271
20	3,053.50	2,936.50	117.00	3.9%	33.50	1.1%	42%	False	False	215,773
40	3,053.50	2,724.00	329.50	11.0%	38.25	1.3%	79%	False	False	224,452
60	3,053.50	2,724.00	329.50	11.0%	35.75	1.2%	79%	False	False	220,194
80	3,053.50	2,683.50	370.00	12.4%	34.50	1.2%	82%	False	False	166,799
100	3,053.50	2,683.50	370.00	12.4%	31.75	1.1%	82%	False	False	133,444
120	3,053.50	2,569.50	484.00	16.2%	29.50	1.0%	86%	False	False	111,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	11.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,186.25
2.618	3,112.75
1.618	3,067.75
1.000	3,040.00
0.618	3,022.75
HIGH	2,995.00
0.618	2,977.75
0.500	2,972.50
0.382	2,967.25
LOW	2,950.00
0.618	2,922.25
1.000	2,905.00
1.618	2,877.25
2.618	2,832.25
4.250	2,758.75

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	2,981.25	2,987.75
PP	2,976.75	2,987.00
S1	2,972.50	2,986.25

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

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