E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	3,070.00	3,067.00	-3.00	-0.1%	3,105.50
High	3,082.75	3,089.00	6.25	0.2%	3,139.25
Low	3,062.75	3,063.25	0.50	0.0%	3,061.25
Close	3,062.75	3,063.50	0.75	0.0%	3,062.75
Range	20.00	25.75	5.75	28.8%	78.00
ATR	25.34	25.41	0.06	0.3%	0.00
Volume	281	90	-191	-68.0%	1,080

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,149.25	3,132.00	3,077.75
R3	3,123.50	3,106.25	3,070.50
R2	3,097.75	3,097.75	3,068.25
R1	3,080.50	3,080.50	3,065.75	3,076.25
PP	3,072.00	3,072.00	3,072.00	3,069.75
S1	3,054.75	3,054.75	3,061.25	3,050.50
S2	3,046.25	3,046.25	3,058.75
S3	3,020.50	3,029.00	3,056.50
S4	2,994.75	3,003.25	3,049.25

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,321.75	3,270.25	3,105.75
R3	3,243.75	3,192.25	3,084.25
R2	3,165.75	3,165.75	3,077.00
R1	3,114.25	3,114.25	3,070.00	3,101.00
PP	3,087.75	3,087.75	3,087.75	3,081.00
S1	3,036.25	3,036.25	3,055.50	3,023.00
S2	3,009.75	3,009.75	3,048.50
S3	2,931.75	2,958.25	3,041.25
S4	2,853.75	2,880.25	3,019.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,139.25	3,061.25	78.00	2.5%	28.00	0.9%	3%	False	False	229
10	3,139.25	3,061.25	78.00	2.5%	25.75	0.8%	3%	False	False	226
20	3,139.25	3,016.75	122.50	4.0%	21.75	0.7%	38%	False	False	175
40	3,139.25	2,813.00	326.25	10.6%	19.75	0.6%	77%	False	False	98
60	3,139.25	2,813.00	326.25	10.6%	16.75	0.5%	77%	False	False	66
80	3,139.25	2,813.00	326.25	10.6%	14.50	0.5%	77%	False	False	50
100	3,139.25	2,726.75	412.50	13.5%	11.75	0.4%	82%	False	False	40
120	3,139.25	2,720.00	419.25	13.7%	10.00	0.3%	82%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,198.50
2.618	3,156.50
1.618	3,130.75
1.000	3,114.75
0.618	3,105.00
HIGH	3,089.00
0.618	3,079.25
0.500	3,076.00
0.382	3,073.00
LOW	3,063.25
0.618	3,047.25
1.000	3,037.50
1.618	3,021.50
2.618	2,995.75
4.250	2,953.75

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	3,076.00	3,080.25
PP	3,072.00	3,074.75
S1	3,067.75	3,069.00

Download as Excel Spreadsheet

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

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