E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	3,043.75	3,049.25	5.50	0.2%	3,062.75
High	3,055.25	3,060.00	4.75	0.2%	3,087.00
Low	3,038.50	3,023.50	-15.00	-0.5%	3,030.50
Close	3,047.50	3,026.00	-21.50	-0.7%	3,040.75
Range	16.75	36.50	19.75	117.9%	56.50
ATR	34.36	34.52	0.15	0.4%	0.00
Volume	140,933	161,677	20,744	14.7%	828,655

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,146.00	3,122.50	3,046.00
R3	3,109.50	3,086.00	3,036.00
R2	3,073.00	3,073.00	3,032.75
R1	3,049.50	3,049.50	3,029.25	3,043.00
PP	3,036.50	3,036.50	3,036.50	3,033.25
S1	3,013.00	3,013.00	3,022.75	3,006.50
S2	3,000.00	3,000.00	3,019.25
S3	2,963.50	2,976.50	3,016.00
S4	2,927.00	2,940.00	3,006.00

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	3,023.50	63.50	2.1%	26.75	0.9%	4%	False	True	174,319
10	3,087.00	2,969.00	118.00	3.9%	27.75	0.9%	48%	False	False	167,931
20	3,087.00	2,830.75	256.25	8.5%	34.00	1.1%	76%	False	False	184,680
40	3,087.00	2,817.75	269.25	8.9%	39.50	1.3%	77%	False	False	153,525
60	3,087.00	2,817.75	269.25	8.9%	35.00	1.2%	77%	False	False	102,441
80	3,087.00	2,733.00	354.00	11.7%	33.25	1.1%	83%	False	False	76,841
100	3,087.00	2,724.00	363.00	12.0%	29.75	1.0%	83%	False	False	61,474
120	3,087.00	2,690.50	396.50	13.1%	26.00	0.9%	85%	False	False	51,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,215.00
2.618	3,155.50
1.618	3,119.00
1.000	3,096.50
0.618	3,082.50
HIGH	3,060.00
0.618	3,046.00
0.500	3,041.75
0.382	3,037.50
LOW	3,023.50
0.618	3,001.00
1.000	2,987.00
1.618	2,964.50
2.618	2,928.00
4.250	2,868.50

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	3,041.75	3,041.75
PP	3,036.50	3,036.50
S1	3,031.25	3,031.25

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

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