E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	3,307.50	3,344.75	37.25	1.1%	3,205.00
High	3,348.00	3,362.25	14.25	0.4%	3,348.00
Low	3,306.75	3,342.50	35.75	1.1%	3,195.00
Close	3,342.00	3,354.00	12.00	0.4%	3,342.00
Range	41.25	19.75	-21.50	-52.1%	153.00
ATR	43.86	42.17	-1.69	-3.8%	0.00
Volume	235,866	175,096	-60,770	-25.8%	1,236,913

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,412.25	3,402.75	3,364.75
R3	3,392.50	3,383.00	3,359.50
R2	3,372.75	3,372.75	3,357.50
R1	3,363.25	3,363.25	3,355.75	3,368.00
PP	3,353.00	3,353.00	3,353.00	3,355.25
S1	3,343.50	3,343.50	3,352.25	3,348.25
S2	3,333.25	3,333.25	3,350.50
S3	3,313.50	3,323.75	3,348.50
S4	3,293.75	3,304.00	3,343.25

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,754.00	3,701.00	3,426.25
R3	3,601.00	3,548.00	3,384.00
R2	3,448.00	3,448.00	3,370.00
R1	3,395.00	3,395.00	3,356.00	3,421.50
PP	3,295.00	3,295.00	3,295.00	3,308.25
S1	3,242.00	3,242.00	3,328.00	3,268.50
S2	3,142.00	3,142.00	3,314.00
S3	2,989.00	3,089.00	3,300.00
S4	2,836.00	2,936.00	3,257.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,362.25	3,234.00	128.25	3.8%	37.50	1.1%	94%	True	False	235,635
10	3,362.25	3,110.75	251.50	7.5%	50.25	1.5%	97%	True	False	284,378
20	3,362.25	3,110.75	251.50	7.5%	43.00	1.3%	97%	True	False	262,504
40	3,362.25	3,050.00	312.25	9.3%	39.00	1.2%	97%	True	False	176,490
60	3,362.25	3,049.25	313.00	9.3%	34.00	1.0%	97%	True	False	117,744
80	3,362.25	2,887.00	475.25	14.2%	30.00	0.9%	98%	True	False	88,317
100	3,362.25	2,813.00	549.25	16.4%	27.00	0.8%	98%	True	False	70,654
120	3,362.25	2,813.00	549.25	16.4%	24.00	0.7%	98%	True	False	58,879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	7.73
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	3,446.25
2.618	3,414.00
1.618	3,394.25
1.000	3,382.00
0.618	3,374.50
HIGH	3,362.25
0.618	3,354.75
0.500	3,352.50
0.382	3,350.00
LOW	3,342.50
0.618	3,330.25
1.000	3,322.75
1.618	3,310.50
2.618	3,290.75
4.250	3,258.50

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	3,353.50	3,339.00
PP	3,353.00	3,323.75
S1	3,352.50	3,308.75

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

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