E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	3,480.00	3,520.00	40.00	1.1%	3,531.75
High	3,537.25	3,532.75	-4.50	-0.1%	3,545.00
Low	3,471.00	3,479.25	8.25	0.2%	3,454.25
Close	3,502.00	3,514.00	12.00	0.3%	3,514.00
Range	66.25	53.50	-12.75	-19.2%	90.75
ATR	47.67	48.09	0.42	0.9%	0.00
Volume	315,346	326,853	11,507	3.6%	1,781,176

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,669.25	3,645.00	3,543.50
R3	3,615.75	3,591.50	3,528.75
R2	3,562.25	3,562.25	3,523.75
R1	3,538.00	3,538.00	3,519.00	3,523.50
PP	3,508.75	3,508.75	3,508.75	3,501.25
S1	3,484.50	3,484.50	3,509.00	3,470.00
S2	3,455.25	3,455.25	3,504.25
S3	3,401.75	3,431.00	3,499.25
S4	3,348.25	3,377.50	3,484.50

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,776.75	3,736.00	3,564.00
R3	3,686.00	3,645.25	3,539.00
R2	3,595.25	3,595.25	3,530.75
R1	3,554.50	3,554.50	3,522.25	3,529.50
PP	3,504.50	3,504.50	3,504.50	3,492.00
S1	3,463.75	3,463.75	3,505.75	3,438.75
S2	3,413.75	3,413.75	3,497.25
S3	3,323.00	3,373.00	3,489.00
S4	3,232.25	3,282.25	3,464.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,545.00	3,454.25	90.75	2.6%	63.50	1.8%	66%	False	False	356,235
10	3,635.25	3,454.25	181.00	5.2%	56.00	1.6%	33%	False	False	309,874
20	3,635.25	3,454.25	181.00	5.2%	49.25	1.4%	33%	False	False	272,047
40	3,635.25	3,415.25	220.00	6.3%	40.75	1.2%	45%	False	False	198,754
60	3,635.25	3,308.25	327.00	9.3%	37.25	1.1%	63%	False	False	132,623
80	3,635.25	3,110.00	525.25	14.9%	36.25	1.0%	77%	False	False	99,510
100	3,635.25	3,110.00	525.25	14.9%	32.50	0.9%	77%	False	False	79,641
120	3,635.25	3,045.00	590.25	16.8%	27.50	0.8%	79%	False	False	66,368

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,760.00
2.618	3,672.75
1.618	3,619.25
1.000	3,586.25
0.618	3,565.75
HIGH	3,532.75
0.618	3,512.25
0.500	3,506.00
0.382	3,499.75
LOW	3,479.25
0.618	3,446.25
1.000	3,425.75
1.618	3,392.75
2.618	3,339.25
4.250	3,252.00

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	3,511.25	3,508.00
PP	3,508.75	3,501.75
S1	3,506.00	3,495.75

Download as Excel Spreadsheet

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

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