E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	3,452.50	3,454.25	1.75	0.1%	3,505.75
High	3,474.00	3,491.25	17.25	0.5%	3,519.25
Low	3,445.25	3,429.50	-15.75	-0.5%	3,445.25
Close	3,453.25	3,470.00	16.75	0.5%	3,453.25
Range	28.75	61.75	33.00	114.8%	74.00
ATR	29.45	31.76	2.31	7.8%	0.00
Volume	257,915	308,369	50,454	19.6%	439,332

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,648.75	3,621.25	3,504.00
R3	3,587.00	3,559.50	3,487.00
R2	3,525.25	3,525.25	3,481.25
R1	3,497.75	3,497.75	3,475.75	3,511.50
PP	3,463.50	3,463.50	3,463.50	3,470.50
S1	3,436.00	3,436.00	3,464.25	3,449.75
S2	3,401.75	3,401.75	3,458.75
S3	3,340.00	3,374.25	3,453.00
S4	3,278.25	3,312.50	3,436.00

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,694.50	3,648.00	3,494.00
R3	3,620.50	3,574.00	3,473.50
R2	3,546.50	3,546.50	3,466.75
R1	3,500.00	3,500.00	3,460.00	3,486.25
PP	3,472.50	3,472.50	3,472.50	3,465.75
S1	3,426.00	3,426.00	3,446.50	3,412.25
S2	3,398.50	3,398.50	3,439.75
S3	3,324.50	3,352.00	3,433.00
S4	3,250.50	3,278.00	3,412.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,518.75	3,429.50	89.25	2.6%	37.50	1.1%	45%	False	True	148,302
10	3,519.25	3,429.50	89.75	2.6%	32.25	0.9%	45%	False	True	75,813
20	3,519.25	3,354.00	165.25	4.8%	30.50	0.9%	70%	False	False	38,222
40	3,519.25	3,308.25	211.00	6.1%	29.50	0.8%	77%	False	False	19,173
60	3,519.25	3,110.00	409.25	11.8%	31.00	0.9%	88%	False	False	12,861
80	3,519.25	3,045.00	474.25	13.7%	24.50	0.7%	90%	False	False	9,647
100	3,519.25	3,045.00	474.25	13.7%	20.00	0.6%	90%	False	False	7,717
120	3,519.25	2,883.75	635.50	18.3%	17.25	0.5%	92%	False	False	6,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.90
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	3,753.75
2.618	3,653.00
1.618	3,591.25
1.000	3,553.00
0.618	3,529.50
HIGH	3,491.25
0.618	3,467.75
0.500	3,460.50
0.382	3,453.00
LOW	3,429.50
0.618	3,391.25
1.000	3,367.75
1.618	3,329.50
2.618	3,267.75
4.250	3,167.00

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	3,466.75	3,466.75
PP	3,463.50	3,463.50
S1	3,460.50	3,460.50

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

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