E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	3,117.75	3,117.25	-0.50	0.0%	3,070.00
High	3,119.50	3,136.50	17.00	0.5%	3,138.00
Low	3,090.75	3,108.50	17.75	0.6%	3,056.75
Close	3,116.00	3,127.00	11.00	0.4%	3,136.00
Range	28.75	28.00	-0.75	-2.6%	81.25
ATR	31.06	30.84	-0.22	-0.7%	0.00
Volume	228,788	215,700	-13,088	-5.7%	997,925

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,208.00	3,195.50	3,142.50
R3	3,180.00	3,167.50	3,134.75
R2	3,152.00	3,152.00	3,132.25
R1	3,139.50	3,139.50	3,129.50	3,145.75
PP	3,124.00	3,124.00	3,124.00	3,127.00
S1	3,111.50	3,111.50	3,124.50	3,117.75
S2	3,096.00	3,096.00	3,121.75
S3	3,068.00	3,083.50	3,119.25
S4	3,040.00	3,055.50	3,111.50

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	3,090.75	49.50	1.6%	25.50	0.8%	73%	False	False	178,370
10	3,140.25	3,037.50	102.75	3.3%	27.50	0.9%	87%	False	False	191,070
20	3,140.25	3,023.50	116.75	3.7%	26.00	0.8%	89%	False	False	186,004
40	3,140.25	2,817.75	322.50	10.3%	35.75	1.1%	96%	False	False	212,787
60	3,140.25	2,817.75	322.50	10.3%	36.00	1.2%	96%	False	False	143,077
80	3,140.25	2,733.00	407.25	13.0%	33.75	1.1%	97%	False	False	107,343
100	3,140.25	2,733.00	407.25	13.0%	31.75	1.0%	97%	False	False	85,877
120	3,140.25	2,690.50	449.75	14.4%	28.25	0.9%	97%	False	False	71,565

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	5.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,255.50
2.618	3,209.75
1.618	3,181.75
1.000	3,164.50
0.618	3,153.75
HIGH	3,136.50
0.618	3,125.75
0.500	3,122.50
0.382	3,119.25
LOW	3,108.50
0.618	3,091.25
1.000	3,080.50
1.618	3,063.25
2.618	3,035.25
4.250	2,989.50

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	3,125.50	3,123.00
PP	3,124.00	3,119.00
S1	3,122.50	3,115.00

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

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