E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	3,177.25	3,196.25	19.00	0.6%	3,132.75
High	3,182.50	3,219.25	36.75	1.2%	3,189.25
Low	3,161.75	3,163.00	1.25	0.0%	3,130.50
Close	3,177.75	3,167.75	-10.00	-0.3%	3,177.75
Range	20.75	56.25	35.50	171.1%	58.75
ATR	34.25	35.82	1.57	4.6%	0.00
Volume	122,090	128,600	6,510	5.3%	997,463

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,352.00	3,316.25	3,198.75
R3	3,295.75	3,260.00	3,183.25
R2	3,239.50	3,239.50	3,178.00
R1	3,203.75	3,203.75	3,173.00	3,193.50
PP	3,183.25	3,183.25	3,183.25	3,178.25
S1	3,147.50	3,147.50	3,162.50	3,137.25
S2	3,127.00	3,127.00	3,157.50
S3	3,070.75	3,091.25	3,152.25
S4	3,014.50	3,035.00	3,136.75

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,342.00	3,318.75	3,210.00
R3	3,283.25	3,260.00	3,194.00
R2	3,224.50	3,224.50	3,188.50
R1	3,201.25	3,201.25	3,183.25	3,213.00
PP	3,165.75	3,165.75	3,165.75	3,171.75
S1	3,142.50	3,142.50	3,172.25	3,154.00
S2	3,107.00	3,107.00	3,167.00
S3	3,048.25	3,083.75	3,161.50
S4	2,989.50	3,025.00	3,145.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,219.25	3,160.00	59.25	1.9%	28.75	0.9%	13%	True	False	185,964
10	3,219.25	3,076.00	143.25	4.5%	34.25	1.1%	64%	True	False	209,124
20	3,219.25	3,052.50	166.75	5.3%	37.75	1.2%	69%	True	False	219,231
40	3,219.25	3,023.50	195.75	6.2%	33.75	1.1%	74%	True	False	211,699
60	3,219.25	2,817.75	401.50	12.7%	34.75	1.1%	87%	True	False	210,283
80	3,219.25	2,817.75	401.50	12.7%	37.00	1.2%	87%	True	False	178,848
100	3,219.25	2,809.75	409.50	12.9%	34.50	1.1%	87%	True	False	143,119
120	3,219.25	2,733.00	486.25	15.4%	33.50	1.1%	89%	True	False	119,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.70
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3,458.25
2.618	3,366.50
1.618	3,310.25
1.000	3,275.50
0.618	3,254.00
HIGH	3,219.25
0.618	3,197.75
0.500	3,191.00
0.382	3,184.50
LOW	3,163.00
0.618	3,128.25
1.000	3,106.75
1.618	3,072.00
2.618	3,015.75
4.250	2,924.00

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	3,191.00	3,190.50
PP	3,183.25	3,183.00
S1	3,175.50	3,175.25

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

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