E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	3,520.00	3,514.00	-6.00	-0.2%	3,531.75
High	3,532.75	3,529.75	-3.00	-0.1%	3,545.00
Low	3,479.25	3,425.25	-54.00	-1.6%	3,454.25
Close	3,514.00	3,430.00	-84.00	-2.4%	3,514.00
Range	53.50	104.50	51.00	95.3%	90.75
ATR	48.09	52.12	4.03	8.4%	0.00
Volume	326,853	438,269	111,416	34.1%	1,781,176

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,775.25	3,707.00	3,487.50
R3	3,670.75	3,602.50	3,458.75
R2	3,566.25	3,566.25	3,449.25
R1	3,498.00	3,498.00	3,439.50	3,480.00
PP	3,461.75	3,461.75	3,461.75	3,452.50
S1	3,393.50	3,393.50	3,420.50	3,375.50
S2	3,357.25	3,357.25	3,410.75
S3	3,252.75	3,289.00	3,401.25
S4	3,148.25	3,184.50	3,372.50

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	3,537.25	3,425.25	112.00	3.3%	69.00	2.0%	4%	False	True	355,038
10	3,635.25	3,425.25	210.00	6.1%	62.75	1.8%	2%	False	True	328,082
20	3,635.25	3,425.25	210.00	6.1%	52.50	1.5%	2%	False	True	284,188
40	3,635.25	3,415.25	220.00	6.4%	42.50	1.2%	7%	False	False	209,658
60	3,635.25	3,308.25	327.00	9.5%	38.50	1.1%	37%	False	False	139,923
80	3,635.25	3,110.00	525.25	15.3%	37.00	1.1%	61%	False	False	104,988
100	3,635.25	3,110.00	525.25	15.3%	33.50	1.0%	61%	False	False	84,024
120	3,635.25	3,045.00	590.25	17.2%	28.50	0.8%	65%	False	False	70,020

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	9.65
Widest range in 188 trading days

Fibonacci Retracements and Extensions
4.250	3,974.00
2.618	3,803.25
1.618	3,698.75
1.000	3,634.25
0.618	3,594.25
HIGH	3,529.75
0.618	3,489.75
0.500	3,477.50
0.382	3,465.25
LOW	3,425.25
0.618	3,360.75
1.000	3,320.75
1.618	3,256.25
2.618	3,151.75
4.250	2,981.00

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	3,477.50	3,481.25
PP	3,461.75	3,464.25
S1	3,445.75	3,447.00

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

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