E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	3,560.25	3,530.50	-29.75	-0.8%	3,569.75
High	3,566.50	3,540.25	-26.25	-0.7%	3,594.75
Low	3,527.25	3,505.75	-21.50	-0.6%	3,527.25
Close	3,531.50	3,517.75	-13.75	-0.4%	3,531.50
Range	39.25	34.50	-4.75	-12.1%	67.50
ATR	31.85	32.04	0.19	0.6%	0.00
Volume	195,452	246,009	50,557	25.9%	553,842

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,624.75	3,605.75	3,536.75
R3	3,590.25	3,571.25	3,527.25
R2	3,555.75	3,555.75	3,524.00
R1	3,536.75	3,536.75	3,521.00	3,529.00
PP	3,521.25	3,521.25	3,521.25	3,517.50
S1	3,502.25	3,502.25	3,514.50	3,494.50
S2	3,486.75	3,486.75	3,511.50
S3	3,452.25	3,467.75	3,508.25
S4	3,417.75	3,433.25	3,498.75

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,753.75	3,710.00	3,568.50
R3	3,686.25	3,642.50	3,550.00
R2	3,618.75	3,618.75	3,544.00
R1	3,575.00	3,575.00	3,537.75	3,563.00
PP	3,551.25	3,551.25	3,551.25	3,545.25
S1	3,507.50	3,507.50	3,525.25	3,495.50
S2	3,483.75	3,483.75	3,519.00
S3	3,416.25	3,440.00	3,513.00
S4	3,348.75	3,372.50	3,494.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,594.75	3,505.75	89.00	2.5%	30.25	0.9%	13%	False	True	159,970
10	3,594.75	3,493.25	101.50	2.9%	27.00	0.8%	24%	False	False	130,090
20	3,594.75	3,415.25	179.50	5.1%	33.00	0.9%	57%	False	False	147,267
40	3,594.75	3,308.25	286.50	8.1%	31.75	0.9%	73%	False	False	73,941
60	3,594.75	3,135.00	459.75	13.1%	31.50	0.9%	83%	False	False	49,350
80	3,594.75	3,110.00	484.75	13.8%	29.00	0.8%	84%	False	False	37,057
100	3,594.75	3,045.00	549.75	15.6%	24.00	0.7%	86%	False	False	29,646
120	3,594.75	3,012.75	582.00	16.5%	20.50	0.6%	87%	False	False	24,705

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	3.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,687.00
2.618	3,630.50
1.618	3,596.00
1.000	3,574.75
0.618	3,561.50
HIGH	3,540.25
0.618	3,527.00
0.500	3,523.00
0.382	3,519.00
LOW	3,505.75
0.618	3,484.50
1.000	3,471.25
1.618	3,450.00
2.618	3,415.50
4.250	3,359.00

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	3,523.00	3,542.50
PP	3,521.25	3,534.25
S1	3,519.50	3,526.00

Download as Excel Spreadsheet

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

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