E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 08-Oct-2013

Day Change Summary
	Previous	Current
	07-Oct-2013	08-Oct-2013	Change	Change %	Previous Week
Open	3,224.00	3,206.50	-17.50	-0.5%	3,211.50
High	3,232.75	3,214.50	-18.25	-0.6%	3,251.25
Low	3,201.75	3,144.25	-57.50	-1.8%	3,178.25
Close	3,205.00	3,150.75	-54.25	-1.7%	3,234.50
Range	31.00	70.25	39.25	126.6%	73.00
ATR	35.32	37.81	2.50	7.1%	0.00
Volume	239,190	418,005	178,815	74.8%	1,336,682

Daily Pivots for day following 08-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,380.50	3,336.00	3,189.50
R3	3,310.25	3,265.75	3,170.00
R2	3,240.00	3,240.00	3,163.75
R1	3,195.50	3,195.50	3,157.25	3,182.50
PP	3,169.75	3,169.75	3,169.75	3,163.50
S1	3,125.25	3,125.25	3,144.25	3,112.50
S2	3,099.50	3,099.50	3,137.75
S3	3,029.25	3,055.00	3,131.50
S4	2,959.00	2,984.75	3,112.00

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,440.25	3,410.50	3,274.75
R3	3,367.25	3,337.50	3,254.50
R2	3,294.25	3,294.25	3,248.00
R1	3,264.50	3,264.50	3,241.25	3,279.50
PP	3,221.25	3,221.25	3,221.25	3,228.75
S1	3,191.50	3,191.50	3,227.75	3,206.50
S2	3,148.25	3,148.25	3,221.00
S3	3,075.25	3,118.50	3,214.50
S4	3,002.25	3,045.50	3,194.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,251.00	3,144.25	106.75	3.4%	46.00	1.5%	6%	False	True	292,373
10	3,251.25	3,144.25	107.00	3.4%	40.25	1.3%	6%	False	True	264,597
20	3,251.25	3,144.25	107.00	3.4%	35.50	1.1%	6%	False	True	230,622
40	3,251.25	3,049.25	202.00	6.4%	35.25	1.1%	50%	False	False	115,921
60	3,251.25	3,016.75	234.50	7.4%	29.25	0.9%	57%	False	False	77,324
80	3,251.25	2,813.00	438.25	13.9%	26.50	0.8%	77%	False	False	57,996
100	3,251.25	2,813.00	438.25	13.9%	23.25	0.7%	77%	False	False	46,397
120	3,251.25	2,755.50	495.75	15.7%	20.25	0.6%	80%	False	False	38,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.60
Widest range in 160 trading days

Fibonacci Retracements and Extensions
4.250	3,513.00
2.618	3,398.50
1.618	3,328.25
1.000	3,284.75
0.618	3,258.00
HIGH	3,214.50
0.618	3,187.75
0.500	3,179.50
0.382	3,171.00
LOW	3,144.25
0.618	3,100.75
1.000	3,074.00
1.618	3,030.50
2.618	2,960.25
4.250	2,845.75

Fisher Pivots for day following 08-Oct-2013
Pivot	1 day	3 day
R1	3,179.50	3,192.00
PP	3,169.75	3,178.25
S1	3,160.25	3,164.50

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

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