E-mini NASDAQ-100 Future December 2013

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

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	3,113.00	3,134.25	21.25	0.7%	3,063.25
High	3,129.25	3,134.25	5.00	0.2%	3,129.25
Low	3,105.50	3,123.00	17.50	0.6%	3,058.75
Close	3,129.25	3,129.00	-0.25	0.0%	3,129.25
Range	23.75	11.25	-12.50	-52.6%	70.50
ATR	23.22	22.37	-0.86	-3.7%	0.00
Volume	6	15	9	150.0%	888

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,162.50	3,157.00	3,135.25
R3	3,151.25	3,145.75	3,132.00
R2	3,140.00	3,140.00	3,131.00
R1	3,134.50	3,134.50	3,130.00	3,131.50
PP	3,128.75	3,128.75	3,128.75	3,127.25
S1	3,123.25	3,123.25	3,128.00	3,120.50
S2	3,117.50	3,117.50	3,127.00
S3	3,106.25	3,112.00	3,126.00
S4	3,095.00	3,100.75	3,122.75

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,317.25	3,293.75	3,168.00
R3	3,246.75	3,223.25	3,148.75
R2	3,176.25	3,176.25	3,142.25
R1	3,152.75	3,152.75	3,135.75	3,164.50
PP	3,105.75	3,105.75	3,105.75	3,111.50
S1	3,082.25	3,082.25	3,122.75	3,094.00
S2	3,035.25	3,035.25	3,116.25
S3	2,964.75	3,011.75	3,109.75
S4	2,894.25	2,941.25	3,090.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,134.25	3,068.75	65.50	2.1%	15.25	0.5%	92%	True	False	74
10	3,134.25	3,016.75	117.50	3.8%	17.50	0.6%	96%	True	False	124
20	3,134.25	2,968.25	166.00	5.3%	14.50	0.5%	97%	True	False	78
40	3,134.25	2,813.00	321.25	10.3%	18.50	0.6%	98%	True	False	42
60	3,134.25	2,813.00	321.25	10.3%	13.75	0.4%	98%	True	False	28
80	3,134.25	2,726.75	407.50	13.0%	11.25	0.4%	99%	True	False	22
100	3,134.25	2,726.75	407.50	13.0%	9.00	0.3%	99%	True	False	17

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	1.58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,182.00
2.618	3,163.75
1.618	3,152.50
1.000	3,145.50
0.618	3,141.25
HIGH	3,134.25
0.618	3,130.00
0.500	3,128.50
0.382	3,127.25
LOW	3,123.00
0.618	3,116.00
1.000	3,111.75
1.618	3,104.75
2.618	3,093.50
4.250	3,075.25

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	3,129.00	3,124.00
PP	3,128.75	3,119.00
S1	3,128.50	3,114.00

Download as Excel Spreadsheet

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

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