E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 06-Dec-2013

Day Change Summary
	Previous	Current
	05-Dec-2013	06-Dec-2013	Change	Change %	Previous Week
Open	3,476.00	3,473.50	-2.50	-0.1%	3,489.50
High	3,485.75	3,505.00	19.25	0.6%	3,505.00
Low	3,463.25	3,471.25	8.00	0.2%	3,447.75
Close	3,473.00	3,498.25	25.25	0.7%	3,498.25
Range	22.50	33.75	11.25	50.0%	57.25
ATR	28.99	29.33	0.34	1.2%	0.00
Volume	3,213	4,733	1,520	47.3%	11,032

Daily Pivots for day following 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,592.75	3,579.25	3,516.75
R3	3,559.00	3,545.50	3,507.50
R2	3,525.25	3,525.25	3,504.50
R1	3,511.75	3,511.75	3,501.25	3,518.50
PP	3,491.50	3,491.50	3,491.50	3,495.00
S1	3,478.00	3,478.00	3,495.25	3,484.75
S2	3,457.75	3,457.75	3,492.00
S3	3,424.00	3,444.25	3,489.00
S4	3,390.25	3,410.50	3,479.75

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,655.50	3,634.00	3,529.75
R3	3,598.25	3,576.75	3,514.00
R2	3,541.00	3,541.00	3,508.75
R1	3,519.50	3,519.50	3,503.50	3,530.25
PP	3,483.75	3,483.75	3,483.75	3,489.00
S1	3,462.25	3,462.25	3,493.00	3,473.00
S2	3,426.50	3,426.50	3,487.75
S3	3,369.25	3,405.00	3,482.50
S4	3,312.00	3,347.75	3,466.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,505.00	3,447.75	57.25	1.6%	28.00	0.8%	88%	True	False	2,206
10	3,505.00	3,395.50	109.50	3.1%	25.75	0.7%	94%	True	False	1,441
20	3,505.00	3,308.50	196.50	5.6%	28.50	0.8%	97%	True	False	851
40	3,505.00	3,188.75	316.25	9.0%	30.00	0.9%	98%	True	False	500
60	3,505.00	3,110.00	395.00	11.3%	28.25	0.8%	98%	True	False	400
80	3,505.00	3,045.00	460.00	13.1%	22.00	0.6%	99%	True	False	300
100	3,505.00	3,012.75	492.25	14.1%	18.25	0.5%	99%	True	False	240
120	3,505.00	2,831.25	673.75	19.3%	16.00	0.5%	99%	True	False	201

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	5.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,648.50
2.618	3,593.25
1.618	3,559.50
1.000	3,538.75
0.618	3,525.75
HIGH	3,505.00
0.618	3,492.00
0.500	3,488.00
0.382	3,484.25
LOW	3,471.25
0.618	3,450.50
1.000	3,437.50
1.618	3,416.75
2.618	3,383.00
4.250	3,327.75

Fisher Pivots for day following 06-Dec-2013
Pivot	1 day	3 day
R1	3,495.00	3,491.00
PP	3,491.50	3,483.75
S1	3,488.00	3,476.50

Download as Excel Spreadsheet

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

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