E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	3,493.50	3,541.00	47.50	1.4%	3,454.25
High	3,537.25	3,567.50	30.25	0.9%	3,537.25
Low	3,493.25	3,541.00	47.75	1.4%	3,415.25
Close	3,532.25	3,564.75	32.50	0.9%	3,532.25
Range	44.00	26.50	-17.50	-39.8%	122.00
ATR	36.21	36.15	-0.07	-0.2%	0.00
Volume	173,625	131,151	-42,474	-24.5%	1,374,003

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,637.25	3,627.50	3,579.25
R3	3,610.75	3,601.00	3,572.00
R2	3,584.25	3,584.25	3,569.50
R1	3,574.50	3,574.50	3,567.25	3,579.50
PP	3,557.75	3,557.75	3,557.75	3,560.25
S1	3,548.00	3,548.00	3,562.25	3,553.00
S2	3,531.25	3,531.25	3,560.00
S3	3,504.75	3,521.50	3,557.50
S4	3,478.25	3,495.00	3,550.25

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	3,567.50	3,415.25	152.25	4.3%	44.50	1.2%	98%	True	False	239,357
10	3,567.50	3,415.25	152.25	4.3%	41.00	1.2%	98%	True	False	193,829
20	3,567.50	3,415.25	152.25	4.3%	33.25	0.9%	98%	True	False	97,883
40	3,567.50	3,308.25	259.25	7.3%	31.25	0.9%	99%	True	False	49,074
60	3,567.50	3,110.00	457.50	12.8%	33.00	0.9%	99%	True	False	32,778
80	3,567.50	3,060.25	507.25	14.2%	26.75	0.8%	99%	True	False	24,606
100	3,567.50	3,045.00	522.50	14.7%	22.00	0.6%	99%	True	False	19,685
120	3,567.50	2,944.25	623.25	17.5%	19.00	0.5%	100%	True	False	16,405

Crabel Price Patterns
NR	True
NR4	True
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	10.80
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,680.00
2.618	3,637.00
1.618	3,610.50
1.000	3,594.00
0.618	3,584.00
HIGH	3,567.50
0.618	3,557.50
0.500	3,554.25
0.382	3,551.00
LOW	3,541.00
0.618	3,524.50
1.000	3,514.50
1.618	3,498.00
2.618	3,471.50
4.250	3,428.50

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	3,561.25	3,550.75
PP	3,557.75	3,536.75
S1	3,554.25	3,522.75

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

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