E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	3,136.00	3,117.75	-18.25	-0.6%	3,070.00
High	3,139.50	3,119.50	-20.00	-0.6%	3,138.00
Low	3,106.25	3,090.75	-15.50	-0.5%	3,056.75
Close	3,118.00	3,116.00	-2.00	-0.1%	3,136.00
Range	33.25	28.75	-4.50	-13.5%	81.25
ATR	31.24	31.06	-0.18	-0.6%	0.00
Volume	170,125	228,788	58,663	34.5%	997,925

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,195.00	3,184.25	3,131.75
R3	3,166.25	3,155.50	3,124.00
R2	3,137.50	3,137.50	3,121.25
R1	3,126.75	3,126.75	3,118.75	3,117.75
PP	3,108.75	3,108.75	3,108.75	3,104.25
S1	3,098.00	3,098.00	3,113.25	3,089.00
S2	3,080.00	3,080.00	3,110.75
S3	3,051.25	3,069.25	3,108.00
S4	3,022.50	3,040.50	3,100.25

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,354.00	3,326.25	3,180.75
R3	3,272.75	3,245.00	3,158.25
R2	3,191.50	3,191.50	3,151.00
R1	3,163.75	3,163.75	3,143.50	3,177.50
PP	3,110.25	3,110.25	3,110.25	3,117.25
S1	3,082.50	3,082.50	3,128.50	3,096.50
S2	3,029.00	3,029.00	3,121.00
S3	2,947.75	3,001.25	3,113.75
S4	2,866.50	2,920.00	3,091.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,140.25	3,088.75	51.50	1.7%	27.00	0.9%	53%	False	False	165,996
10	3,140.25	3,027.50	112.75	3.6%	27.75	0.9%	78%	False	False	190,994
20	3,140.25	3,011.50	128.75	4.1%	27.00	0.9%	81%	False	False	185,265
40	3,140.25	2,817.75	322.50	10.3%	36.50	1.2%	92%	False	False	208,349
60	3,140.25	2,817.75	322.50	10.3%	36.00	1.2%	92%	False	False	139,484
80	3,140.25	2,733.00	407.25	13.1%	33.75	1.1%	94%	False	False	104,647
100	3,140.25	2,733.00	407.25	13.1%	32.00	1.0%	94%	False	False	83,720
120	3,140.25	2,690.50	449.75	14.4%	28.00	0.9%	95%	False	False	69,767

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	4.88
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,241.75
2.618	3,194.75
1.618	3,166.00
1.000	3,148.25
0.618	3,137.25
HIGH	3,119.50
0.618	3,108.50
0.500	3,105.00
0.382	3,101.75
LOW	3,090.75
0.618	3,073.00
1.000	3,062.00
1.618	3,044.25
2.618	3,015.50
4.250	2,968.50

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	3,112.50	3,115.75
PP	3,108.75	3,115.75
S1	3,105.00	3,115.50

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

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