E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	3,087.75	3,131.50	43.75	1.4%	3,120.25
High	3,132.00	3,137.75	5.75	0.2%	3,147.25
Low	3,083.25	3,124.00	40.75	1.3%	3,052.50
Close	3,128.25	3,128.00	-0.25	0.0%	3,073.50
Range	48.75	13.75	-35.00	-71.8%	94.75
ATR	38.31	36.55	-1.75	-4.6%	0.00
Volume	216,735	152,933	-63,802	-29.4%	1,238,015

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,171.25	3,163.25	3,135.50
R3	3,157.50	3,149.50	3,131.75
R2	3,143.75	3,143.75	3,130.50
R1	3,135.75	3,135.75	3,129.25	3,133.00
PP	3,130.00	3,130.00	3,130.00	3,128.50
S1	3,122.00	3,122.00	3,126.75	3,119.00
S2	3,116.25	3,116.25	3,125.50
S3	3,102.50	3,108.25	3,124.25
S4	3,088.75	3,094.50	3,120.50

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,375.25	3,319.25	3,125.50
R3	3,280.50	3,224.50	3,099.50
R2	3,185.75	3,185.75	3,090.75
R1	3,129.75	3,129.75	3,082.25	3,110.50
PP	3,091.00	3,091.00	3,091.00	3,081.50
S1	3,035.00	3,035.00	3,064.75	3,015.50
S2	2,996.25	2,996.25	3,056.25
S3	2,901.50	2,940.25	3,047.50
S4	2,806.75	2,845.50	3,021.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,137.75	3,062.00	75.75	2.4%	37.25	1.2%	87%	True	False	236,833
10	3,147.25	3,052.50	94.75	3.0%	40.00	1.3%	80%	False	False	230,699
20	3,148.00	3,052.50	95.50	3.1%	37.25	1.2%	79%	False	False	226,675
40	3,148.00	3,011.50	136.50	4.4%	32.00	1.0%	85%	False	False	205,970
60	3,148.00	2,817.75	330.25	10.6%	36.75	1.2%	94%	False	False	214,458
80	3,148.00	2,817.75	330.25	10.6%	36.50	1.2%	94%	False	False	161,282
100	3,148.00	2,733.00	415.00	13.3%	34.50	1.1%	95%	False	False	129,053
120	3,148.00	2,733.00	415.00	13.3%	32.75	1.0%	95%	False	False	107,546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.10
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	3,196.25
2.618	3,173.75
1.618	3,160.00
1.000	3,151.50
0.618	3,146.25
HIGH	3,137.75
0.618	3,132.50
0.500	3,131.00
0.382	3,129.25
LOW	3,124.00
0.618	3,115.50
1.000	3,110.25
1.618	3,101.75
2.618	3,088.00
4.250	3,065.50

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	3,131.00	3,121.00
PP	3,130.00	3,114.00
S1	3,129.00	3,107.00

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

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