E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	3,074.00	3,073.25	-0.75	0.0%	2,961.50
High	3,080.25	3,086.50	6.25	0.2%	3,070.50
Low	3,063.75	3,065.50	1.75	0.1%	2,948.75
Close	3,070.75	3,079.25	8.50	0.3%	3,062.00
Range	16.50	21.00	4.50	27.3%	121.75
ATR	37.95	36.74	-1.21	-3.2%	0.00
Volume	147,259	186,222	38,963	26.5%	910,970

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,140.00	3,130.75	3,090.75
R3	3,119.00	3,109.75	3,085.00
R2	3,098.00	3,098.00	3,083.00
R1	3,088.75	3,088.75	3,081.25	3,093.50
PP	3,077.00	3,077.00	3,077.00	3,079.50
S1	3,067.75	3,067.75	3,077.25	3,072.50
S2	3,056.00	3,056.00	3,075.50
S3	3,035.00	3,046.75	3,073.50
S4	3,014.00	3,025.75	3,067.75

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	3,086.50	3,011.50	75.00	2.4%	23.75	0.8%	90%	True	False	159,053
10	3,086.50	2,897.00	189.50	6.2%	31.50	1.0%	96%	True	False	173,782
20	3,086.50	2,817.75	268.75	8.7%	40.00	1.3%	97%	True	False	226,672
40	3,086.50	2,817.75	268.75	8.7%	40.75	1.3%	97%	True	False	136,445
60	3,086.50	2,799.00	287.50	9.3%	34.50	1.1%	97%	True	False	91,024
80	3,086.50	2,733.00	353.50	11.5%	33.00	1.1%	98%	True	False	68,274
100	3,086.50	2,690.50	396.00	12.9%	29.25	1.0%	98%	True	False	54,621
120	3,086.50	2,690.50	396.00	12.9%	25.25	0.8%	98%	True	False	45,517

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,175.75
2.618	3,141.50
1.618	3,120.50
1.000	3,107.50
0.618	3,099.50
HIGH	3,086.50
0.618	3,078.50
0.500	3,076.00
0.382	3,073.50
LOW	3,065.50
0.618	3,052.50
1.000	3,044.50
1.618	3,031.50
2.618	3,010.50
4.250	2,976.25

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	3,078.25	3,077.75
PP	3,077.00	3,076.25
S1	3,076.00	3,074.50

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

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