E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	3,049.00	3,043.75	-5.25	-0.2%	3,062.75
High	3,049.00	3,055.25	6.25	0.2%	3,087.00
Low	3,030.50	3,038.50	8.00	0.3%	3,030.50
Close	3,040.75	3,047.50	6.75	0.2%	3,040.75
Range	18.50	16.75	-1.75	-9.5%	56.50
ATR	35.72	34.36	-1.35	-3.8%	0.00
Volume	203,203	140,933	-62,270	-30.6%	828,655

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,097.25	3,089.25	3,056.75
R3	3,080.50	3,072.50	3,052.00
R2	3,063.75	3,063.75	3,050.50
R1	3,055.75	3,055.75	3,049.00	3,059.75
PP	3,047.00	3,047.00	3,047.00	3,049.00
S1	3,039.00	3,039.00	3,046.00	3,043.00
S2	3,030.25	3,030.25	3,044.50
S3	3,013.50	3,022.25	3,043.00
S4	2,996.75	3,005.50	3,038.25

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,222.25	3,188.00	3,071.75
R3	3,165.75	3,131.50	3,056.25
R2	3,109.25	3,109.25	3,051.00
R1	3,075.00	3,075.00	3,046.00	3,064.00
PP	3,052.75	3,052.75	3,052.75	3,047.25
S1	3,018.50	3,018.50	3,035.50	3,007.50
S2	2,996.25	2,996.25	3,030.50
S3	2,939.75	2,962.00	3,025.25
S4	2,883.25	2,905.50	3,009.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,087.00	3,030.50	56.50	1.9%	22.75	0.7%	30%	False	False	171,435
10	3,087.00	2,959.00	128.00	4.2%	26.50	0.9%	69%	False	False	168,015
20	3,087.00	2,817.75	269.25	8.8%	34.75	1.1%	85%	False	False	194,536
40	3,087.00	2,817.75	269.25	8.8%	39.50	1.3%	85%	False	False	149,495
60	3,087.00	2,817.75	269.25	8.8%	34.50	1.1%	85%	False	False	99,747
80	3,087.00	2,733.00	354.00	11.6%	33.25	1.1%	89%	False	False	74,820
100	3,087.00	2,724.00	363.00	11.9%	29.50	1.0%	89%	False	False	59,857
120	3,087.00	2,690.50	396.50	13.0%	25.75	0.8%	90%	False	False	49,881

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.50
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,126.50
2.618	3,099.00
1.618	3,082.25
1.000	3,072.00
0.618	3,065.50
HIGH	3,055.25
0.618	3,048.75
0.500	3,047.00
0.382	3,045.00
LOW	3,038.50
0.618	3,028.25
1.000	3,021.75
1.618	3,011.50
2.618	2,994.75
4.250	2,967.25

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	3,047.25	3,058.75
PP	3,047.00	3,055.00
S1	3,047.00	3,051.25

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

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