E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	3,625.50	3,613.25	-12.25	-0.3%	3,584.50
High	3,635.25	3,621.25	-14.00	-0.4%	3,635.25
Low	3,581.50	3,527.75	-53.75	-1.5%	3,527.75
Close	3,613.75	3,532.25	-81.50	-2.3%	3,532.25
Range	53.75	93.50	39.75	74.0%	107.50
ATR	37.32	41.33	4.01	10.8%	0.00
Volume	286,469	379,834	93,365	32.6%	1,061,381

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,841.00	3,780.00	3,583.75
R3	3,747.50	3,686.50	3,558.00
R2	3,654.00	3,654.00	3,549.50
R1	3,593.00	3,593.00	3,540.75	3,576.75
PP	3,560.50	3,560.50	3,560.50	3,552.25
S1	3,499.50	3,499.50	3,523.75	3,483.25
S2	3,467.00	3,467.00	3,515.00
S3	3,373.50	3,406.00	3,506.50
S4	3,280.00	3,312.50	3,480.75

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,887.50	3,817.50	3,591.50
R3	3,780.00	3,710.00	3,561.75
R2	3,672.50	3,672.50	3,552.00
R1	3,602.50	3,602.50	3,542.00	3,583.75
PP	3,565.00	3,565.00	3,565.00	3,555.75
S1	3,495.00	3,495.00	3,522.50	3,476.25
S2	3,457.50	3,457.50	3,512.50
S3	3,350.00	3,387.50	3,502.75
S4	3,242.50	3,280.00	3,473.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,635.25	3,527.75	107.50	3.0%	48.25	1.4%	4%	False	True	263,514
10	3,635.25	3,492.50	142.75	4.0%	48.50	1.4%	28%	False	False	260,371
20	3,635.25	3,492.50	142.75	4.0%	39.00	1.1%	28%	False	False	208,348
40	3,635.25	3,415.25	220.00	6.2%	36.00	1.0%	53%	False	False	154,294
60	3,635.25	3,308.25	327.00	9.3%	33.75	1.0%	69%	False	False	102,956
80	3,635.25	3,110.00	525.25	14.9%	34.25	1.0%	80%	False	False	77,260
100	3,635.25	3,073.25	562.00	15.9%	29.25	0.8%	82%	False	False	61,829
120	3,635.25	3,045.00	590.25	16.7%	25.00	0.7%	83%	False	False	51,525

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	7.68
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	4,018.50
2.618	3,866.00
1.618	3,772.50
1.000	3,714.75
0.618	3,679.00
HIGH	3,621.25
0.618	3,585.50
0.500	3,574.50
0.382	3,563.50
LOW	3,527.75
0.618	3,470.00
1.000	3,434.25
1.618	3,376.50
2.618	3,283.00
4.250	3,130.50

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	3,574.50	3,581.50
PP	3,560.50	3,565.00
S1	3,546.25	3,548.75

Download as Excel Spreadsheet

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

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