E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	3,200.50	3,158.50	-42.00	-1.3%	3,126.25
High	3,213.25	3,189.00	-24.25	-0.8%	3,183.00
Low	3,156.25	3,156.25	0.00	0.0%	3,119.75
Close	3,161.00	3,184.00	23.00	0.7%	3,171.50
Range	57.00	32.75	-24.25	-42.5%	63.25
ATR	33.27	33.23	-0.04	-0.1%	0.00
Volume	300,932	225,570	-75,362	-25.0%	362,080

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,274.75	3,262.00	3,202.00
R3	3,242.00	3,229.25	3,193.00
R2	3,209.25	3,209.25	3,190.00
R1	3,196.50	3,196.50	3,187.00	3,203.00
PP	3,176.50	3,176.50	3,176.50	3,179.50
S1	3,163.75	3,163.75	3,181.00	3,170.00
S2	3,143.75	3,143.75	3,178.00
S3	3,111.00	3,131.00	3,175.00
S4	3,078.25	3,098.25	3,166.00

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,347.75	3,323.00	3,206.25
R3	3,284.50	3,259.75	3,189.00
R2	3,221.25	3,221.25	3,183.00
R1	3,196.50	3,196.50	3,177.25	3,209.00
PP	3,158.00	3,158.00	3,158.00	3,164.25
S1	3,133.25	3,133.25	3,165.75	3,145.50
S2	3,094.75	3,094.75	3,160.00
S3	3,031.50	3,070.00	3,154.00
S4	2,968.25	3,006.75	3,136.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,213.25	3,153.00	60.25	1.9%	31.50	1.0%	51%	False	False	174,942
10	3,213.25	3,076.75	136.50	4.3%	34.25	1.1%	79%	False	False	89,281
20	3,213.25	3,049.25	164.00	5.2%	35.75	1.1%	82%	False	False	44,898
40	3,213.25	3,016.75	196.50	6.2%	28.75	0.9%	85%	False	False	22,537
60	3,213.25	2,813.00	400.25	12.6%	25.00	0.8%	93%	False	False	15,032
80	3,213.25	2,813.00	400.25	12.6%	21.50	0.7%	93%	False	False	11,274
100	3,213.25	2,813.00	400.25	12.6%	18.75	0.6%	93%	False	False	9,019
120	3,213.25	2,726.75	486.50	15.3%	15.75	0.5%	94%	False	False	7,516

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	6.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,328.25
2.618	3,274.75
1.618	3,242.00
1.000	3,221.75
0.618	3,209.25
HIGH	3,189.00
0.618	3,176.50
0.500	3,172.50
0.382	3,168.75
LOW	3,156.25
0.618	3,136.00
1.000	3,123.50
1.618	3,103.25
2.618	3,070.50
4.250	3,017.00

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	3,180.25	3,184.25
PP	3,176.50	3,184.25
S1	3,172.50	3,184.00

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

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