E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	3,011.50	3,053.00	41.50	1.4%	2,961.50
High	3,058.00	3,070.50	12.50	0.4%	3,070.50
Low	3,011.50	3,049.25	37.75	1.3%	2,948.75
Close	3,055.00	3,062.00	7.00	0.2%	3,062.00
Range	46.50	21.25	-25.25	-54.3%	121.75
ATR	43.09	41.53	-1.56	-3.6%	0.00
Volume	200,923	148,453	-52,470	-26.1%	910,970

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,124.25	3,114.50	3,073.75
R3	3,103.00	3,093.25	3,067.75
R2	3,081.75	3,081.75	3,066.00
R1	3,072.00	3,072.00	3,064.00	3,077.00
PP	3,060.50	3,060.50	3,060.50	3,063.00
S1	3,050.75	3,050.75	3,060.00	3,055.50
S2	3,039.25	3,039.25	3,058.00
S3	3,018.00	3,029.50	3,056.25
S4	2,996.75	3,008.25	3,050.25

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,392.25	3,349.00	3,129.00
R3	3,270.50	3,227.25	3,095.50
R2	3,148.75	3,148.75	3,084.25
R1	3,105.50	3,105.50	3,073.25	3,127.00
PP	3,027.00	3,027.00	3,027.00	3,038.00
S1	2,983.75	2,983.75	3,050.75	3,005.50
S2	2,905.25	2,905.25	3,039.75
S3	2,783.50	2,862.00	3,028.50
S4	2,661.75	2,740.25	2,995.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,070.50	2,948.75	121.75	4.0%	33.75	1.1%	93%	True	False	182,194
10	3,070.50	2,884.25	186.25	6.1%	38.75	1.3%	95%	True	False	193,466
20	3,070.50	2,817.75	252.75	8.3%	42.75	1.4%	97%	True	False	242,975
40	3,070.50	2,817.75	252.75	8.3%	41.00	1.3%	97%	True	False	125,315
60	3,070.50	2,733.00	337.50	11.0%	35.25	1.2%	97%	True	False	83,596
80	3,070.50	2,733.00	337.50	11.0%	33.00	1.1%	97%	True	False	62,701
100	3,070.50	2,690.50	380.00	12.4%	28.75	0.9%	98%	True	False	50,162
120	3,070.50	2,690.50	380.00	12.4%	25.00	0.8%	98%	True	False	41,801

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.48
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3,160.75
2.618	3,126.25
1.618	3,105.00
1.000	3,091.75
0.618	3,083.75
HIGH	3,070.50
0.618	3,062.50
0.500	3,060.00
0.382	3,057.25
LOW	3,049.25
0.618	3,036.00
1.000	3,028.00
1.618	3,014.75
2.618	2,993.50
4.250	2,959.00

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	3,061.25	3,048.00
PP	3,060.50	3,033.75
S1	3,060.00	3,019.75

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

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