E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	2,961.50	2,961.00	-0.50	0.0%	2,902.75
High	2,978.25	2,985.00	6.75	0.2%	2,971.25
Low	2,948.75	2,959.00	10.25	0.3%	2,894.25
Close	2,958.75	2,974.25	15.50	0.5%	2,956.50
Range	29.50	26.00	-3.50	-11.9%	77.00
ATR	42.56	41.40	-1.17	-2.7%	0.00
Volume	200,400	162,518	-37,882	-18.9%	784,473

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,050.75	3,038.50	2,988.50
R3	3,024.75	3,012.50	2,981.50
R2	2,998.75	2,998.75	2,979.00
R1	2,986.50	2,986.50	2,976.75	2,992.50
PP	2,972.75	2,972.75	2,972.75	2,975.75
S1	2,960.50	2,960.50	2,971.75	2,966.50
S2	2,946.75	2,946.75	2,969.50
S3	2,920.75	2,934.50	2,967.00
S4	2,894.75	2,908.50	2,960.00

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,171.75	3,141.00	2,998.75
R3	3,094.75	3,064.00	2,977.75
R2	3,017.75	3,017.75	2,970.50
R1	2,987.00	2,987.00	2,963.50	3,002.50
PP	2,940.75	2,940.75	2,940.75	2,948.25
S1	2,910.00	2,910.00	2,949.50	2,925.50
S2	2,863.75	2,863.75	2,942.50
S3	2,786.75	2,833.00	2,935.25
S4	2,709.75	2,756.00	2,914.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,985.00	2,897.00	88.00	3.0%	37.00	1.2%	88%	True	False	189,353
10	2,985.00	2,830.75	154.25	5.2%	40.00	1.3%	93%	True	False	201,429
20	2,999.00	2,817.75	181.25	6.1%	45.50	1.5%	86%	False	False	221,997
40	3,044.00	2,817.75	226.25	7.6%	40.25	1.3%	69%	False	False	111,636
60	3,044.00	2,733.00	311.00	10.5%	36.50	1.2%	78%	False	False	74,463
80	3,044.00	2,733.00	311.00	10.5%	32.75	1.1%	78%	False	False	55,851
100	3,044.00	2,690.50	353.50	11.9%	27.75	0.9%	80%	False	False	44,681
120	3,044.00	2,690.50	353.50	11.9%	24.00	0.8%	80%	False	False	37,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.30
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,095.50
2.618	3,053.00
1.618	3,027.00
1.000	3,011.00
0.618	3,001.00
HIGH	2,985.00
0.618	2,975.00
0.500	2,972.00
0.382	2,969.00
LOW	2,959.00
0.618	2,943.00
1.000	2,933.00
1.618	2,917.00
2.618	2,891.00
4.250	2,848.50

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	2,973.50	2,968.25
PP	2,972.75	2,962.25
S1	2,972.00	2,956.50

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

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