E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 01-Oct-2013

Day Change Summary
	Previous	Current
	30-Sep-2013	01-Oct-2013	Change	Change %	Previous Week
Open	3,211.50	3,221.25	9.75	0.3%	3,222.75
High	3,223.25	3,251.25	28.00	0.9%	3,237.00
Low	3,178.25	3,213.00	34.75	1.1%	3,195.75
Close	3,209.00	3,245.50	36.50	1.1%	3,223.00
Range	45.00	38.25	-6.75	-15.0%	41.25
ATR	32.95	33.62	0.66	2.0%	0.00
Volume	281,669	250,343	-31,326	-11.1%	1,067,983

Daily Pivots for day following 01-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,351.25	3,336.75	3,266.50
R3	3,313.00	3,298.50	3,256.00
R2	3,274.75	3,274.75	3,252.50
R1	3,260.25	3,260.25	3,249.00	3,267.50
PP	3,236.50	3,236.50	3,236.50	3,240.25
S1	3,222.00	3,222.00	3,242.00	3,229.25
S2	3,198.25	3,198.25	3,238.50
S3	3,160.00	3,183.75	3,235.00
S4	3,121.75	3,145.50	3,224.50

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,342.25	3,324.00	3,245.75
R3	3,301.00	3,282.75	3,234.25
R2	3,259.75	3,259.75	3,230.50
R1	3,241.50	3,241.50	3,226.75	3,250.50
PP	3,218.50	3,218.50	3,218.50	3,223.25
S1	3,200.25	3,200.25	3,219.25	3,209.50
S2	3,177.25	3,177.25	3,215.50
S3	3,136.00	3,159.00	3,211.75
S4	3,094.75	3,117.75	3,200.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,251.25	3,178.25	73.00	2.2%	34.25	1.1%	92%	True	False	236,822
10	3,251.25	3,178.25	73.00	2.2%	32.25	1.0%	92%	True	False	227,587
20	3,251.25	3,076.75	174.50	5.4%	33.25	1.0%	97%	True	False	158,434
40	3,251.25	3,049.25	202.00	6.2%	32.50	1.0%	97%	True	False	79,403
60	3,251.25	2,968.25	283.00	8.7%	26.50	0.8%	98%	True	False	52,961
80	3,251.25	2,813.00	438.25	13.5%	25.50	0.8%	99%	True	False	39,722
100	3,251.25	2,813.00	438.25	13.5%	21.25	0.7%	99%	True	False	31,778
120	3,251.25	2,726.75	524.50	16.2%	18.25	0.6%	99%	True	False	26,482

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	6.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,413.75
2.618	3,351.50
1.618	3,313.25
1.000	3,289.50
0.618	3,275.00
HIGH	3,251.25
0.618	3,236.75
0.500	3,232.00
0.382	3,227.50
LOW	3,213.00
0.618	3,189.25
1.000	3,174.75
1.618	3,151.00
2.618	3,112.75
4.250	3,050.50

Fisher Pivots for day following 01-Oct-2013
Pivot	1 day	3 day
R1	3,241.00	3,235.25
PP	3,236.50	3,225.00
S1	3,232.00	3,214.75

Download as Excel Spreadsheet

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

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