E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	3,193.50	3,205.00	11.50	0.4%	3,224.00
High	3,230.50	3,255.00	24.50	0.8%	3,232.75
Low	3,175.75	3,195.00	19.25	0.6%	3,110.75
Close	3,225.50	3,248.25	22.75	0.7%	3,225.50
Range	54.75	60.00	5.25	9.6%	122.00
ATR	42.57	43.82	1.24	2.9%	0.00
Volume	230,009	233,830	3,821	1.7%	1,670,961

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,412.75	3,390.50	3,281.25
R3	3,352.75	3,330.50	3,264.75
R2	3,292.75	3,292.75	3,259.25
R1	3,270.50	3,270.50	3,253.75	3,281.50
PP	3,232.75	3,232.75	3,232.75	3,238.25
S1	3,210.50	3,210.50	3,242.75	3,221.50
S2	3,172.75	3,172.75	3,237.25
S3	3,112.75	3,150.50	3,231.75
S4	3,052.75	3,090.50	3,215.25

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,555.75	3,512.50	3,292.50
R3	3,433.75	3,390.50	3,259.00
R2	3,311.75	3,311.75	3,247.75
R1	3,268.50	3,268.50	3,236.75	3,290.00
PP	3,189.75	3,189.75	3,189.75	3,200.50
S1	3,146.50	3,146.50	3,214.25	3,168.00
S2	3,067.75	3,067.75	3,203.25
S3	2,945.75	3,024.50	3,192.00
S4	2,823.75	2,902.50	3,158.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,255.00	3,110.75	144.25	4.4%	63.00	1.9%	95%	True	False	333,120
10	3,255.00	3,110.75	144.25	4.4%	51.25	1.6%	95%	True	False	295,980
20	3,255.00	3,110.75	144.25	4.4%	41.50	1.3%	95%	True	False	260,545
40	3,255.00	3,049.25	205.75	6.3%	38.50	1.2%	97%	True	False	147,085
60	3,255.00	3,016.75	238.25	7.3%	32.50	1.0%	97%	True	False	98,114
80	3,255.00	2,813.00	442.00	13.6%	29.25	0.9%	98%	True	False	73,590
100	3,255.00	2,813.00	442.00	13.6%	25.25	0.8%	98%	True	False	58,873
120	3,255.00	2,813.00	442.00	13.6%	22.25	0.7%	98%	True	False	49,061

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	8.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,510.00
2.618	3,412.00
1.618	3,352.00
1.000	3,315.00
0.618	3,292.00
HIGH	3,255.00
0.618	3,232.00
0.500	3,225.00
0.382	3,218.00
LOW	3,195.00
0.618	3,158.00
1.000	3,135.00
1.618	3,098.00
2.618	3,038.00
4.250	2,940.00

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	3,240.50	3,230.00
PP	3,232.75	3,212.00
S1	3,225.00	3,194.00

Download as Excel Spreadsheet

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

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