E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	3,467.00	3,459.75	-7.25	-0.2%	3,505.75
High	3,479.00	3,509.75	30.75	0.9%	3,519.25
Low	3,456.25	3,415.25	-41.00	-1.2%	3,445.25
Close	3,460.75	3,508.50	47.75	1.4%	3,453.25
Range	22.75	94.50	71.75	315.4%	74.00
ATR	31.11	35.64	4.53	14.6%	0.00
Volume	241,089	397,935	156,846	65.1%	439,332

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,761.25	3,729.50	3,560.50
R3	3,666.75	3,635.00	3,534.50
R2	3,572.25	3,572.25	3,525.75
R1	3,540.50	3,540.50	3,517.25	3,556.50
PP	3,477.75	3,477.75	3,477.75	3,485.75
S1	3,446.00	3,446.00	3,499.75	3,462.00
S2	3,383.25	3,383.25	3,491.25
S3	3,288.75	3,351.50	3,482.50
S4	3,194.25	3,257.00	3,456.50

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	3,509.75	3,415.25	94.50	2.7%	46.25	1.3%	99%	True	True	268,138
10	3,519.25	3,415.25	104.00	3.0%	38.00	1.1%	90%	False	True	139,467
20	3,519.25	3,354.00	165.25	4.7%	33.00	0.9%	93%	False	False	70,137
40	3,519.25	3,308.25	211.00	6.0%	31.00	0.9%	95%	False	False	35,139
60	3,519.25	3,110.00	409.25	11.7%	32.25	0.9%	97%	False	False	23,503
80	3,519.25	3,045.00	474.25	13.5%	26.00	0.7%	98%	False	False	17,634
100	3,519.25	3,045.00	474.25	13.5%	21.00	0.6%	98%	False	False	14,108
120	3,519.25	2,904.25	615.00	17.5%	18.00	0.5%	98%	False	False	11,757

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	11.98
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	3,911.50
2.618	3,757.25
1.618	3,662.75
1.000	3,604.25
0.618	3,568.25
HIGH	3,509.75
0.618	3,473.75
0.500	3,462.50
0.382	3,451.25
LOW	3,415.25
0.618	3,356.75
1.000	3,320.75
1.618	3,262.25
2.618	3,167.75
4.250	3,013.50

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	3,493.25	3,493.25
PP	3,477.75	3,477.75
S1	3,462.50	3,462.50

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

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