E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	3,565.25	3,572.75	7.50	0.2%	3,454.25
High	3,572.75	3,583.75	11.00	0.3%	3,537.25
Low	3,561.00	3,568.25	7.25	0.2%	3,415.25
Close	3,569.75	3,581.75	12.00	0.3%	3,532.25
Range	11.75	15.50	3.75	31.9%	122.00
ATR	34.40	33.05	-1.35	-3.9%	0.00
Volume	47,467	54,009	6,542	13.8%	1,374,003

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,624.50	3,618.50	3,590.25
R3	3,609.00	3,603.00	3,586.00
R2	3,593.50	3,593.50	3,584.50
R1	3,587.50	3,587.50	3,583.25	3,590.50
PP	3,578.00	3,578.00	3,578.00	3,579.50
S1	3,572.00	3,572.00	3,580.25	3,575.00
S2	3,562.50	3,562.50	3,579.00
S3	3,547.00	3,556.50	3,577.50
S4	3,531.50	3,541.00	3,573.25

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	3,583.75	3,478.00	105.75	3.0%	26.50	0.7%	98%	True	False	131,847
10	3,583.75	3,415.25	168.50	4.7%	36.50	1.0%	99%	True	False	199,993
20	3,583.75	3,415.25	168.50	4.7%	32.25	0.9%	99%	True	False	102,936
40	3,583.75	3,308.25	275.50	7.7%	31.00	0.9%	99%	True	False	51,599
60	3,583.75	3,110.00	473.75	13.2%	32.50	0.9%	100%	True	False	34,450
80	3,583.75	3,110.00	473.75	13.2%	27.25	0.8%	100%	True	False	25,875
100	3,583.75	3,045.00	538.75	15.0%	22.25	0.6%	100%	True	False	20,700
120	3,583.75	2,962.00	621.75	17.4%	19.25	0.5%	100%	True	False	17,250

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	10.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,649.50
2.618	3,624.25
1.618	3,608.75
1.000	3,599.25
0.618	3,593.25
HIGH	3,583.75
0.618	3,577.75
0.500	3,576.00
0.382	3,574.25
LOW	3,568.25
0.618	3,558.75
1.000	3,552.75
1.618	3,543.25
2.618	3,527.75
4.250	3,502.50

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	3,579.75	3,575.25
PP	3,578.00	3,568.75
S1	3,576.00	3,562.50

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

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