E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	3,508.75	3,493.50	-15.25	-0.4%	3,454.25
High	3,512.75	3,537.25	24.50	0.7%	3,537.25
Low	3,478.00	3,493.25	15.25	0.4%	3,415.25
Close	3,492.75	3,532.25	39.50	1.1%	3,532.25
Range	34.75	44.00	9.25	26.6%	122.00
ATR	35.58	36.21	0.64	1.8%	0.00
Volume	252,985	173,625	-79,360	-31.4%	1,374,003

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,653.00	3,636.50	3,556.50
R3	3,609.00	3,592.50	3,544.25
R2	3,565.00	3,565.00	3,540.25
R1	3,548.50	3,548.50	3,536.25	3,556.75
PP	3,521.00	3,521.00	3,521.00	3,525.00
S1	3,504.50	3,504.50	3,528.25	3,512.75
S2	3,477.00	3,477.00	3,524.25
S3	3,433.00	3,460.50	3,520.25
S4	3,389.00	3,416.50	3,508.00

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,861.00	3,818.50	3,599.25
R3	3,739.00	3,696.50	3,565.75
R2	3,617.00	3,617.00	3,554.50
R1	3,574.50	3,574.50	3,543.50	3,595.75
PP	3,495.00	3,495.00	3,495.00	3,505.50
S1	3,452.50	3,452.50	3,521.00	3,473.75
S2	3,373.00	3,373.00	3,510.00
S3	3,251.00	3,330.50	3,498.75
S4	3,129.00	3,208.50	3,465.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,537.25	3,415.25	122.00	3.5%	51.50	1.5%	96%	True	False	274,800
10	3,537.25	3,415.25	122.00	3.5%	40.00	1.1%	96%	True	False	181,333
20	3,537.25	3,395.50	141.75	4.0%	33.00	0.9%	96%	True	False	91,387
40	3,537.25	3,308.25	229.00	6.5%	31.25	0.9%	98%	True	False	45,797
60	3,537.25	3,110.00	427.25	12.1%	33.00	0.9%	99%	True	False	30,607
80	3,537.25	3,060.25	477.00	13.5%	26.50	0.8%	99%	True	False	22,967
100	3,537.25	3,045.00	492.25	13.9%	21.75	0.6%	99%	True	False	18,374
120	3,537.25	2,923.75	613.50	17.4%	18.75	0.5%	99%	True	False	15,312

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	11.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,724.25
2.618	3,652.50
1.618	3,608.50
1.000	3,581.25
0.618	3,564.50
HIGH	3,537.25
0.618	3,520.50
0.500	3,515.25
0.382	3,510.00
LOW	3,493.25
0.618	3,466.00
1.000	3,449.25
1.618	3,422.00
2.618	3,378.00
4.250	3,306.25

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	3,526.50	3,513.50
PP	3,521.00	3,495.00
S1	3,515.25	3,476.25

Download as Excel Spreadsheet

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

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