E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	3,066.00	3,082.50	16.50	0.5%	3,043.75
High	3,094.75	3,105.00	10.25	0.3%	3,073.50
Low	3,065.50	3,079.25	13.75	0.4%	3,023.50
Close	3,085.50	3,083.00	-2.50	-0.1%	3,070.50
Range	29.25	25.75	-3.50	-12.0%	50.00
ATR	33.00	32.48	-0.52	-1.6%	0.00
Volume	237,285	254,202	16,917	7.1%	1,015,863

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,166.25	3,150.50	3,097.25
R3	3,140.50	3,124.75	3,090.00
R2	3,114.75	3,114.75	3,087.75
R1	3,099.00	3,099.00	3,085.25	3,107.00
PP	3,089.00	3,089.00	3,089.00	3,093.00
S1	3,073.25	3,073.25	3,080.75	3,081.00
S2	3,063.25	3,063.25	3,078.25
S3	3,037.50	3,047.50	3,076.00
S4	3,011.75	3,021.75	3,068.75

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,205.75	3,188.25	3,098.00
R3	3,155.75	3,138.25	3,084.25
R2	3,105.75	3,105.75	3,079.75
R1	3,088.25	3,088.25	3,075.00	3,097.00
PP	3,055.75	3,055.75	3,055.75	3,060.25
S1	3,038.25	3,038.25	3,066.00	3,047.00
S2	3,005.75	3,005.75	3,061.25
S3	2,955.75	2,988.25	3,056.75
S4	2,905.75	2,938.25	3,043.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,105.00	3,027.50	77.50	2.5%	28.75	0.9%	72%	True	False	215,992
10	3,105.00	3,023.50	81.50	2.6%	28.50	0.9%	73%	True	False	208,006
20	3,105.00	2,897.00	208.00	6.7%	30.00	1.0%	89%	True	False	190,894
40	3,105.00	2,817.75	287.25	9.3%	38.00	1.2%	92%	True	False	188,132
60	3,105.00	2,817.75	287.25	9.3%	35.25	1.1%	92%	True	False	125,670
80	3,105.00	2,733.00	372.00	12.1%	34.00	1.1%	94%	True	False	94,273
100	3,105.00	2,733.00	372.00	12.1%	31.00	1.0%	94%	True	False	75,421
120	3,105.00	2,690.50	414.50	13.4%	27.00	0.9%	95%	True	False	62,851

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	7.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,214.50
2.618	3,172.50
1.618	3,146.75
1.000	3,130.75
0.618	3,121.00
HIGH	3,105.00
0.618	3,095.25
0.500	3,092.00
0.382	3,089.00
LOW	3,079.25
0.618	3,063.25
1.000	3,053.50
1.618	3,037.50
2.618	3,011.75
4.250	2,969.75

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	3,092.00	3,082.25
PP	3,089.00	3,081.50
S1	3,086.00	3,081.00

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

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