E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	3,062.75	3,074.00	11.25	0.4%	2,961.50
High	3,076.50	3,080.25	3.75	0.1%	3,070.50
Low	3,062.75	3,063.75	1.00	0.0%	2,948.75
Close	3,073.00	3,070.75	-2.25	-0.1%	3,062.00
Range	13.75	16.50	2.75	20.0%	121.75
ATR	39.60	37.95	-1.65	-4.2%	0.00
Volume	112,409	147,259	34,850	31.0%	910,970

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,121.00	3,112.50	3,079.75
R3	3,104.50	3,096.00	3,075.25
R2	3,088.00	3,088.00	3,073.75
R1	3,079.50	3,079.50	3,072.25	3,075.50
PP	3,071.50	3,071.50	3,071.50	3,069.50
S1	3,063.00	3,063.00	3,069.25	3,059.00
S2	3,055.00	3,055.00	3,067.75
S3	3,038.50	3,046.50	3,066.25
S4	3,022.00	3,030.00	3,061.75

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	3,080.25	2,969.00	111.25	3.6%	28.50	0.9%	91%	True	False	161,544
10	3,080.25	2,897.00	183.25	6.0%	32.75	1.1%	95%	True	False	175,448
20	3,080.25	2,817.75	262.50	8.5%	40.50	1.3%	96%	True	False	229,253
40	3,080.25	2,817.75	262.50	8.5%	40.75	1.3%	96%	True	False	131,793
60	3,080.25	2,778.75	301.50	9.8%	34.50	1.1%	97%	True	False	87,924
80	3,080.25	2,733.00	347.25	11.3%	33.00	1.1%	97%	True	False	65,947
100	3,080.25	2,690.50	389.75	12.7%	29.25	0.9%	98%	True	False	52,758
120	3,080.25	2,690.50	389.75	12.7%	25.00	0.8%	98%	True	False	43,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,150.50
2.618	3,123.50
1.618	3,107.00
1.000	3,096.75
0.618	3,090.50
HIGH	3,080.25
0.618	3,074.00
0.500	3,072.00
0.382	3,070.00
LOW	3,063.75
0.618	3,053.50
1.000	3,047.25
1.618	3,037.00
2.618	3,020.50
4.250	2,993.50

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	3,072.00	3,068.75
PP	3,071.50	3,066.75
S1	3,071.25	3,064.75

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

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