E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	3,478.00	3,505.00	27.00	0.8%	3,493.00
High	3,511.00	3,524.75	13.75	0.4%	3,511.00
Low	3,477.00	3,505.00	28.00	0.8%	3,453.25
Close	3,504.00	3,518.50	14.50	0.4%	3,504.00
Range	34.00	19.75	-14.25	-41.9%	57.75
ATR	32.63	31.78	-0.85	-2.6%	0.00
Volume	254,913	190,605	-64,308	-25.2%	1,242,355

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,575.25	3,566.75	3,529.25
R3	3,555.50	3,547.00	3,524.00
R2	3,535.75	3,535.75	3,522.00
R1	3,527.25	3,527.25	3,520.25	3,531.50
PP	3,516.00	3,516.00	3,516.00	3,518.25
S1	3,507.50	3,507.50	3,516.75	3,511.75
S2	3,496.25	3,496.25	3,515.00
S3	3,476.50	3,487.75	3,513.00
S4	3,456.75	3,468.00	3,507.75

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,662.75	3,641.00	3,535.75
R3	3,605.00	3,583.25	3,520.00
R2	3,547.25	3,547.25	3,514.50
R1	3,525.50	3,525.50	3,509.25	3,536.50
PP	3,489.50	3,489.50	3,489.50	3,494.75
S1	3,467.75	3,467.75	3,498.75	3,478.50
S2	3,431.75	3,431.75	3,493.50
S3	3,374.00	3,410.00	3,488.00
S4	3,316.25	3,352.25	3,472.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,524.75	3,453.25	71.50	2.0%	28.00	0.8%	91%	True	False	240,367
10	3,524.75	3,420.25	104.50	3.0%	27.00	0.8%	94%	True	False	204,396
20	3,524.75	3,338.25	186.50	5.3%	30.50	0.9%	97%	True	False	209,876
40	3,524.75	3,195.00	329.75	9.4%	34.25	1.0%	98%	True	False	226,358
60	3,524.75	3,110.75	414.00	11.8%	36.75	1.0%	98%	True	False	238,872
80	3,524.75	3,049.25	475.50	13.5%	35.75	1.0%	99%	True	False	183,802
100	3,524.75	3,016.75	508.00	14.4%	32.75	0.9%	99%	True	False	147,074
120	3,524.75	2,813.00	711.75	20.2%	30.50	0.9%	99%	True	False	122,564

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	4.93
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,608.75
2.618	3,576.50
1.618	3,556.75
1.000	3,544.50
0.618	3,537.00
HIGH	3,524.75
0.618	3,517.25
0.500	3,515.00
0.382	3,512.50
LOW	3,505.00
0.618	3,492.75
1.000	3,485.25
1.618	3,473.00
2.618	3,453.25
4.250	3,421.00

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	3,517.25	3,511.25
PP	3,516.00	3,504.00
S1	3,515.00	3,496.75

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

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