E-mini NASDAQ-100 Future December 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	3,127.25	3,106.00	-21.25	-0.7%	3,063.25
High	3,127.25	3,112.25	-15.00	-0.5%	3,129.25
Low	3,095.25	3,094.00	-1.25	0.0%	3,058.75
Close	3,111.00	3,109.25	-1.75	-0.1%	3,129.25
Range	32.00	18.25	-13.75	-43.0%	70.50
ATR	23.18	22.83	-0.35	-1.5%	0.00
Volume	205	144	-61	-29.8%	888

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,160.00	3,152.75	3,119.25
R3	3,141.75	3,134.50	3,114.25
R2	3,123.50	3,123.50	3,112.50
R1	3,116.25	3,116.25	3,111.00	3,120.00
PP	3,105.25	3,105.25	3,105.25	3,107.00
S1	3,098.00	3,098.00	3,107.50	3,101.50
S2	3,087.00	3,087.00	3,106.00
S3	3,068.75	3,079.75	3,104.25
S4	3,050.50	3,061.50	3,099.25

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	3,094.00	40.25	1.3%	20.25	0.7%	38%	False	True	119
10	3,134.25	3,025.75	108.50	3.5%	17.75	0.6%	77%	False	False	145
20	3,134.25	3,010.25	124.00	4.0%	17.00	0.5%	80%	False	False	93
40	3,134.25	2,813.00	321.25	10.3%	19.25	0.6%	92%	False	False	51
60	3,134.25	2,813.00	321.25	10.3%	14.50	0.5%	92%	False	False	34
80	3,134.25	2,726.75	407.50	13.1%	12.00	0.4%	94%	False	False	26
100	3,134.25	2,726.75	407.50	13.1%	9.50	0.3%	94%	False	False	21

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	2.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,189.75
2.618	3,160.00
1.618	3,141.75
1.000	3,130.50
0.618	3,123.50
HIGH	3,112.25
0.618	3,105.25
0.500	3,103.00
0.382	3,101.00
LOW	3,094.00
0.618	3,082.75
1.000	3,075.75
1.618	3,064.50
2.618	3,046.25
4.250	3,016.50

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	3,107.25	3,114.00
PP	3,105.25	3,112.50
S1	3,103.00	3,111.00

Download as Excel Spreadsheet

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

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