E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 04-Feb-2014

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	3,514.00	3,439.50	-74.50	-2.1%	3,531.75
High	3,529.75	3,473.75	-56.00	-1.6%	3,545.00
Low	3,425.25	3,431.50	6.25	0.2%	3,454.25
Close	3,430.00	3,452.00	22.00	0.6%	3,514.00
Range	104.50	42.25	-62.25	-59.6%	90.75
ATR	52.12	51.52	-0.60	-1.1%	0.00
Volume	438,269	324,399	-113,870	-26.0%	1,781,176

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,579.25	3,557.75	3,475.25
R3	3,537.00	3,515.50	3,463.50
R2	3,494.75	3,494.75	3,459.75
R1	3,473.25	3,473.25	3,455.75	3,484.00
PP	3,452.50	3,452.50	3,452.50	3,457.75
S1	3,431.00	3,431.00	3,448.25	3,441.75
S2	3,410.25	3,410.25	3,444.25
S3	3,368.00	3,388.75	3,440.50
S4	3,325.75	3,346.50	3,428.75

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	3.2%	68.25	2.0%	24%	False	False	360,313
10	3,635.25	3,425.25	210.00	6.1%	63.50	1.8%	13%	False	False	339,473
20	3,635.25	3,425.25	210.00	6.1%	52.75	1.5%	13%	False	False	288,108
40	3,635.25	3,415.25	220.00	6.4%	43.00	1.2%	17%	False	False	217,687
60	3,635.25	3,308.25	327.00	9.5%	38.75	1.1%	44%	False	False	145,330
80	3,635.25	3,135.00	500.25	14.5%	37.00	1.1%	63%	False	False	109,040
100	3,635.25	3,110.00	525.25	15.2%	33.75	1.0%	65%	False	False	87,267
120	3,635.25	3,045.00	590.25	17.1%	28.75	0.8%	69%	False	False	72,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.75
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,653.25
2.618	3,584.25
1.618	3,542.00
1.000	3,516.00
0.618	3,499.75
HIGH	3,473.75
0.618	3,457.50
0.500	3,452.50
0.382	3,447.75
LOW	3,431.50
0.618	3,405.50
1.000	3,389.25
1.618	3,363.25
2.618	3,321.00
4.250	3,252.00

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	3,452.50	3,479.00
PP	3,452.50	3,470.00
S1	3,452.25	3,461.00

Download as Excel Spreadsheet

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

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