E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	3,211.00	3,215.25	4.25	0.1%	3,200.50
High	3,230.75	3,220.50	-10.25	-0.3%	3,241.50
Low	3,202.75	3,195.75	-7.00	-0.2%	3,156.25
Close	3,213.25	3,200.00	-13.25	-0.4%	3,216.50
Range	28.00	24.75	-3.25	-11.6%	85.25
ATR	32.45	31.90	-0.55	-1.7%	0.00
Volume	178,347	250,162	71,815	40.3%	1,202,386

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,279.75	3,264.50	3,213.50
R3	3,255.00	3,239.75	3,206.75
R2	3,230.25	3,230.25	3,204.50
R1	3,215.00	3,215.00	3,202.25	3,210.25
PP	3,205.50	3,205.50	3,205.50	3,203.00
S1	3,190.25	3,190.25	3,197.75	3,185.50
S2	3,180.75	3,180.75	3,195.50
S3	3,156.00	3,165.50	3,193.25
S4	3,131.25	3,140.75	3,186.50

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,460.50	3,423.75	3,263.50
R3	3,375.25	3,338.50	3,240.00
R2	3,290.00	3,290.00	3,232.25
R1	3,253.25	3,253.25	3,224.25	3,271.50
PP	3,204.75	3,204.75	3,204.75	3,214.00
S1	3,168.00	3,168.00	3,208.75	3,186.50
S2	3,119.50	3,119.50	3,200.75
S3	3,034.25	3,082.75	3,193.00
S4	2,949.00	2,997.50	3,169.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,241.50	3,195.75	45.75	1.4%	26.00	0.8%	9%	False	True	217,386
10	3,241.50	3,155.25	86.25	2.7%	30.75	1.0%	52%	False	False	218,581
20	3,241.50	3,050.00	191.50	6.0%	33.00	1.0%	78%	False	False	111,873
40	3,241.50	3,049.25	192.25	6.0%	30.25	0.9%	78%	False	False	56,060
60	3,241.50	2,899.25	342.25	10.7%	25.50	0.8%	88%	False	False	37,396
80	3,241.50	2,813.00	428.50	13.4%	23.50	0.7%	90%	False	False	28,048
100	3,241.50	2,813.00	428.50	13.4%	19.75	0.6%	90%	False	False	22,439
120	3,241.50	2,726.75	514.75	16.1%	17.25	0.5%	92%	False	False	18,699

Crabel Price Patterns
NR	True
NR4	True
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	6.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,325.75
2.618	3,285.25
1.618	3,260.50
1.000	3,245.25
0.618	3,235.75
HIGH	3,220.50
0.618	3,211.00
0.500	3,208.00
0.382	3,205.25
LOW	3,195.75
0.618	3,180.50
1.000	3,171.00
1.618	3,155.75
2.618	3,131.00
4.250	3,090.50

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	3,208.00	3,216.50
PP	3,205.50	3,211.00
S1	3,202.75	3,205.50

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

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