E-mini NASDAQ-100 Future March 2014

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

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	3,450.25	3,490.75	40.50	1.2%	3,514.00
High	3,499.25	3,561.75	62.50	1.8%	3,561.75
Low	3,447.75	3,479.50	31.75	0.9%	3,412.00
Close	3,487.25	3,558.00	70.75	2.0%	3,558.00
Range	51.50	82.25	30.75	59.7%	149.75
ATR	51.66	53.85	2.18	4.2%	0.00
Volume	267,809	367,851	100,042	37.4%	1,755,202

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,779.75	3,751.25	3,603.25
R3	3,697.50	3,669.00	3,580.50
R2	3,615.25	3,615.25	3,573.00
R1	3,586.75	3,586.75	3,565.50	3,601.00
PP	3,533.00	3,533.00	3,533.00	3,540.25
S1	3,504.50	3,504.50	3,550.50	3,518.75
S2	3,450.75	3,450.75	3,543.00
S3	3,368.50	3,422.25	3,535.50
S4	3,286.25	3,340.00	3,512.75

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,959.75	3,908.75	3,640.25
R3	3,810.00	3,759.00	3,599.25
R2	3,660.25	3,660.25	3,585.50
R1	3,609.25	3,609.25	3,571.75	3,634.75
PP	3,510.50	3,510.50	3,510.50	3,523.50
S1	3,459.50	3,459.50	3,544.25	3,485.00
S2	3,360.75	3,360.75	3,530.50
S3	3,211.00	3,309.75	3,516.75
S4	3,061.25	3,160.00	3,475.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,561.75	3,412.00	149.75	4.2%	66.25	1.9%	97%	True	False	351,040
10	3,561.75	3,412.00	149.75	4.2%	65.00	1.8%	97%	True	False	353,637
20	3,635.25	3,412.00	223.25	6.3%	56.75	1.6%	65%	False	False	307,004
40	3,635.25	3,412.00	223.25	6.3%	46.00	1.3%	65%	False	False	242,104
60	3,635.25	3,341.50	293.75	8.3%	39.50	1.1%	74%	False	False	161,869
80	3,635.25	3,228.50	406.75	11.4%	37.25	1.0%	81%	False	False	121,436
100	3,635.25	3,110.00	525.25	14.8%	35.50	1.0%	85%	False	False	97,193
120	3,635.25	3,045.00	590.25	16.6%	30.25	0.8%	87%	False	False	80,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,911.25
2.618	3,777.00
1.618	3,694.75
1.000	3,644.00
0.618	3,612.50
HIGH	3,561.75
0.618	3,530.25
0.500	3,520.50
0.382	3,511.00
LOW	3,479.50
0.618	3,428.75
1.000	3,397.25
1.618	3,346.50
2.618	3,264.25
4.250	3,130.00

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	3,545.50	3,534.25
PP	3,533.00	3,510.50
S1	3,520.50	3,487.00

Download as Excel Spreadsheet

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

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