E-mini NASDAQ-100 Future June 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	2,939.25	2,948.25	9.00	0.3%	2,981.00
High	2,954.00	2,992.00	38.00	1.3%	3,007.00
Low	2,910.50	2,940.00	29.50	1.0%	2,910.50
Close	2,949.50	2,980.50	31.00	1.1%	2,980.50
Range	43.50	52.00	8.50	19.5%	96.50
ATR	39.27	40.18	0.91	2.3%	0.00
Volume	280,562	266,604	-13,958	-5.0%	1,456,115

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,126.75	3,105.75	3,009.00
R3	3,074.75	3,053.75	2,994.75
R2	3,022.75	3,022.75	2,990.00
R1	3,001.75	3,001.75	2,985.25	3,012.25
PP	2,970.75	2,970.75	2,970.75	2,976.00
S1	2,949.75	2,949.75	2,975.75	2,960.25
S2	2,918.75	2,918.75	2,971.00
S3	2,866.75	2,897.75	2,966.25
S4	2,814.75	2,845.75	2,952.00

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,255.50	3,214.50	3,033.50
R3	3,159.00	3,118.00	3,007.00
R2	3,062.50	3,062.50	2,998.25
R1	3,021.50	3,021.50	2,989.25	2,993.75
PP	2,966.00	2,966.00	2,966.00	2,952.00
S1	2,925.00	2,925.00	2,971.75	2,897.25
S2	2,869.50	2,869.50	2,962.75
S3	2,773.00	2,828.50	2,954.00
S4	2,676.50	2,732.00	2,927.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,007.00	2,910.50	96.50	3.2%	46.50	1.6%	73%	False	False	291,223
10	3,036.75	2,910.50	126.25	4.2%	44.50	1.5%	55%	False	False	263,055
20	3,053.50	2,910.50	143.00	4.8%	38.50	1.3%	49%	False	False	240,387
40	3,053.50	2,724.00	329.50	11.1%	39.25	1.3%	78%	False	False	230,983
60	3,053.50	2,724.00	329.50	11.1%	37.25	1.3%	78%	False	False	224,051
80	3,053.50	2,683.50	370.00	12.4%	35.75	1.2%	80%	False	False	180,956
100	3,053.50	2,683.50	370.00	12.4%	33.00	1.1%	80%	False	False	144,777
120	3,053.50	2,569.50	484.00	16.2%	30.75	1.0%	85%	False	False	120,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.70
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,213.00
2.618	3,128.25
1.618	3,076.25
1.000	3,044.00
0.618	3,024.25
HIGH	2,992.00
0.618	2,972.25
0.500	2,966.00
0.382	2,959.75
LOW	2,940.00
0.618	2,907.75
1.000	2,888.00
1.618	2,855.75
2.618	2,803.75
4.250	2,719.00

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	2,975.75	2,970.75
PP	2,970.75	2,961.00
S1	2,966.00	2,951.25

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

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