E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	2,977.25	3,011.50	34.25	1.2%	2,902.75
High	3,014.00	3,058.00	44.00	1.5%	2,971.25
Low	2,969.00	3,011.50	42.50	1.4%	2,894.25
Close	2,996.25	3,055.00	58.75	2.0%	2,956.50
Range	45.00	46.50	1.50	3.3%	77.00
ATR	41.65	43.09	1.44	3.4%	0.00
Volume	198,676	200,923	2,247	1.1%	784,473

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,181.00	3,164.50	3,080.50
R3	3,134.50	3,118.00	3,067.75
R2	3,088.00	3,088.00	3,063.50
R1	3,071.50	3,071.50	3,059.25	3,079.75
PP	3,041.50	3,041.50	3,041.50	3,045.50
S1	3,025.00	3,025.00	3,050.75	3,033.25
S2	2,995.00	2,995.00	3,046.50
S3	2,948.50	2,978.50	3,042.25
S4	2,902.00	2,932.00	3,029.50

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	3,058.00	2,927.75	130.25	4.3%	38.00	1.2%	98%	True	False	198,286
10	3,058.00	2,882.25	175.75	5.8%	40.25	1.3%	98%	True	False	195,968
20	3,058.00	2,817.75	240.25	7.9%	45.50	1.5%	99%	True	False	239,571
40	3,058.00	2,817.75	240.25	7.9%	41.00	1.3%	99%	True	False	121,613
60	3,058.00	2,733.00	325.00	10.6%	36.25	1.2%	99%	True	False	81,122
80	3,058.00	2,733.00	325.00	10.6%	33.25	1.1%	99%	True	False	60,846
100	3,058.00	2,690.50	367.50	12.0%	28.75	0.9%	99%	True	False	48,677
120	3,058.00	2,690.50	367.50	12.0%	25.00	0.8%	99%	True	False	40,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.45
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,255.50
2.618	3,179.75
1.618	3,133.25
1.000	3,104.50
0.618	3,086.75
HIGH	3,058.00
0.618	3,040.25
0.500	3,034.75
0.382	3,029.25
LOW	3,011.50
0.618	2,982.75
1.000	2,965.00
1.618	2,936.25
2.618	2,889.75
4.250	2,814.00

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	3,048.25	3,039.50
PP	3,041.50	3,024.00
S1	3,034.75	3,008.50

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

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