E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	3,579.25	3,612.00	32.75	0.9%	3,514.00
High	3,626.00	3,633.50	7.50	0.2%	3,561.75
Low	3,578.50	3,610.25	31.75	0.9%	3,412.00
Close	3,612.75	3,624.50	11.75	0.3%	3,558.00
Range	47.50	23.25	-24.25	-51.1%	149.75
ATR	51.97	49.91	-2.05	-3.9%	0.00
Volume	249,858	252,230	2,372	0.9%	1,755,202

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,692.50	3,681.75	3,637.25
R3	3,669.25	3,658.50	3,631.00
R2	3,646.00	3,646.00	3,628.75
R1	3,635.25	3,635.25	3,626.75	3,640.50
PP	3,622.75	3,622.75	3,622.75	3,625.50
S1	3,612.00	3,612.00	3,622.25	3,617.50
S2	3,599.50	3,599.50	3,620.25
S3	3,576.25	3,588.75	3,618.00
S4	3,553.00	3,565.50	3,611.75

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	3,633.50	3,447.75	185.75	5.1%	47.25	1.3%	95%	True	False	268,562
10	3,633.50	3,412.00	221.50	6.1%	55.25	1.5%	96%	True	False	310,455
20	3,635.25	3,412.00	223.25	6.2%	52.25	1.4%	95%	False	False	297,869
40	3,635.25	3,412.00	223.25	6.2%	45.75	1.3%	95%	False	False	249,078
60	3,635.25	3,354.00	281.25	7.8%	39.75	1.1%	96%	False	False	173,654
80	3,635.25	3,307.00	328.25	9.1%	37.25	1.0%	97%	False	False	130,272
100	3,635.25	3,110.00	525.25	14.5%	36.50	1.0%	98%	False	False	104,264
120	3,635.25	3,045.00	590.25	16.3%	31.00	0.9%	98%	False	False	86,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	8.28
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3,732.25
2.618	3,694.25
1.618	3,671.00
1.000	3,656.75
0.618	3,647.75
HIGH	3,633.50
0.618	3,624.50
0.500	3,622.00
0.382	3,619.25
LOW	3,610.25
0.618	3,596.00
1.000	3,587.00
1.618	3,572.75
2.618	3,549.50
4.250	3,511.50

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	3,623.50	3,613.75
PP	3,622.75	3,602.75
S1	3,622.00	3,592.00

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

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