E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	3,530.50	3,516.25	-14.25	-0.4%	3,569.75
High	3,540.25	3,557.25	17.00	0.5%	3,594.75
Low	3,505.75	3,516.00	10.25	0.3%	3,527.25
Close	3,517.75	3,548.75	31.00	0.9%	3,531.50
Range	34.50	41.25	6.75	19.6%	67.50
ATR	32.04	32.70	0.66	2.1%	0.00
Volume	246,009	191,716	-54,293	-22.1%	553,842

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,664.50	3,647.75	3,571.50
R3	3,623.25	3,606.50	3,560.00
R2	3,582.00	3,582.00	3,556.25
R1	3,565.25	3,565.25	3,552.50	3,573.50
PP	3,540.75	3,540.75	3,540.75	3,544.75
S1	3,524.00	3,524.00	3,545.00	3,532.50
S2	3,499.50	3,499.50	3,541.25
S3	3,458.25	3,482.75	3,537.50
S4	3,417.00	3,441.50	3,526.00

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%	35.00	1.0%	48%	False	False	180,274
10	3,594.75	3,505.75	89.00	2.5%	26.75	0.8%	48%	False	False	131,899
20	3,594.75	3,415.25	179.50	5.1%	33.50	0.9%	74%	False	False	156,616
40	3,594.75	3,308.50	286.25	8.1%	31.00	0.9%	84%	False	False	78,733
60	3,594.75	3,188.75	406.00	11.4%	31.25	0.9%	89%	False	False	52,539
80	3,594.75	3,110.00	484.75	13.7%	29.50	0.8%	91%	False	False	39,454
100	3,594.75	3,045.00	549.75	15.5%	24.25	0.7%	92%	False	False	31,563
120	3,594.75	3,012.75	582.00	16.4%	20.75	0.6%	92%	False	False	26,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.83
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,732.50
2.618	3,665.25
1.618	3,624.00
1.000	3,598.50
0.618	3,582.75
HIGH	3,557.25
0.618	3,541.50
0.500	3,536.50
0.382	3,531.75
LOW	3,516.00
0.618	3,490.50
1.000	3,474.75
1.618	3,449.25
2.618	3,408.00
4.250	3,340.75

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	3,544.75	3,544.50
PP	3,540.75	3,540.25
S1	3,536.50	3,536.00

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

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