E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	3,380.00	3,374.00	-6.00	-0.2%	3,374.25
High	3,398.00	3,387.00	-11.00	-0.3%	3,401.75
Low	3,370.25	3,314.25	-56.00	-1.7%	3,357.50
Close	3,376.00	3,319.50	-56.50	-1.7%	3,368.00
Range	27.75	72.75	45.00	162.2%	44.25
ATR	35.94	38.57	2.63	7.3%	0.00
Volume	218,082	404,482	186,400	85.5%	1,175,972

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,558.50	3,511.75	3,359.50
R3	3,485.75	3,439.00	3,339.50
R2	3,413.00	3,413.00	3,332.75
R1	3,366.25	3,366.25	3,326.25	3,353.25
PP	3,340.25	3,340.25	3,340.25	3,333.75
S1	3,293.50	3,293.50	3,312.75	3,280.50
S2	3,267.50	3,267.50	3,306.25
S3	3,194.75	3,220.75	3,299.50
S4	3,122.00	3,148.00	3,279.50

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,508.50	3,482.50	3,392.25
R3	3,464.25	3,438.25	3,380.25
R2	3,420.00	3,420.00	3,376.00
R1	3,394.00	3,394.00	3,372.00	3,385.00
PP	3,375.75	3,375.75	3,375.75	3,371.25
S1	3,349.75	3,349.75	3,364.00	3,340.50
S2	3,331.50	3,331.50	3,360.00
S3	3,287.25	3,305.50	3,355.75
S4	3,243.00	3,261.25	3,343.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,398.00	3,314.25	83.75	2.5%	37.25	1.1%	6%	False	True	243,991
10	3,401.75	3,314.25	87.50	2.6%	34.25	1.0%	6%	False	True	238,863
20	3,401.75	3,175.75	226.00	6.8%	38.25	1.2%	64%	False	False	239,871
40	3,401.75	3,110.75	291.00	8.8%	39.00	1.2%	72%	False	False	251,245
60	3,401.75	3,049.25	352.50	10.6%	37.50	1.1%	77%	False	False	170,294
80	3,401.75	3,016.75	385.00	11.6%	32.75	1.0%	79%	False	False	127,756
100	3,401.75	2,813.00	588.75	17.7%	30.00	0.9%	86%	False	False	102,208
120	3,401.75	2,813.00	588.75	17.7%	26.75	0.8%	86%	False	False	85,174

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	11.15
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,696.25
2.618	3,577.50
1.618	3,504.75
1.000	3,459.75
0.618	3,432.00
HIGH	3,387.00
0.618	3,359.25
0.500	3,350.50
0.382	3,342.00
LOW	3,314.25
0.618	3,269.25
1.000	3,241.50
1.618	3,196.50
2.618	3,123.75
4.250	3,005.00

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	3,350.50	3,356.00
PP	3,340.25	3,344.00
S1	3,330.00	3,331.75

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

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