E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	3,459.75	3,508.75	49.00	1.4%	3,505.75
High	3,509.75	3,512.75	3.00	0.1%	3,519.25
Low	3,415.25	3,478.00	62.75	1.8%	3,445.25
Close	3,508.50	3,492.75	-15.75	-0.4%	3,453.25
Range	94.50	34.75	-59.75	-63.2%	74.00
ATR	35.64	35.58	-0.06	-0.2%	0.00
Volume	397,935	252,985	-144,950	-36.4%	439,332

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,598.75	3,580.50	3,511.75
R3	3,564.00	3,545.75	3,502.25
R2	3,529.25	3,529.25	3,499.00
R1	3,511.00	3,511.00	3,496.00	3,502.75
PP	3,494.50	3,494.50	3,494.50	3,490.50
S1	3,476.25	3,476.25	3,489.50	3,468.00
S2	3,459.75	3,459.75	3,486.50
S3	3,425.00	3,441.50	3,483.25
S4	3,390.25	3,406.75	3,473.75

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	3,512.75	3,415.25	97.50	2.8%	48.50	1.4%	79%	True	False	291,658
10	3,519.25	3,415.25	104.00	3.0%	39.00	1.1%	75%	False	False	164,444
20	3,519.25	3,356.00	163.25	4.7%	33.00	0.9%	84%	False	False	82,742
40	3,519.25	3,308.25	211.00	6.0%	31.00	0.9%	87%	False	False	41,458
60	3,519.25	3,110.00	409.25	11.7%	32.75	0.9%	94%	False	False	27,719
80	3,519.25	3,055.00	464.25	13.3%	26.00	0.7%	94%	False	False	20,797
100	3,519.25	3,045.00	474.25	13.6%	21.50	0.6%	94%	False	False	16,637
120	3,519.25	2,910.50	608.75	17.4%	18.50	0.5%	96%	False	False	13,865

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	11.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,660.50
2.618	3,603.75
1.618	3,569.00
1.000	3,547.50
0.618	3,534.25
HIGH	3,512.75
0.618	3,499.50
0.500	3,495.50
0.382	3,491.25
LOW	3,478.00
0.618	3,456.50
1.000	3,443.25
1.618	3,421.75
2.618	3,387.00
4.250	3,330.25

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	3,495.50	3,483.25
PP	3,494.50	3,473.50
S1	3,493.50	3,464.00

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

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