E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	3,665.75	3,685.75	20.00	0.5%	3,660.00
High	3,701.50	3,697.25	-4.25	-0.1%	3,686.75
Low	3,655.00	3,668.50	13.50	0.4%	3,638.25
Close	3,688.00	3,688.50	0.50	0.0%	3,664.50
Range	46.50	28.75	-17.75	-38.2%	48.50
ATR	44.93	43.77	-1.16	-2.6%	0.00
Volume	206,372	236,400	30,028	14.6%	954,046

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,771.00	3,758.50	3,704.25
R3	3,742.25	3,729.75	3,696.50
R2	3,713.50	3,713.50	3,693.75
R1	3,701.00	3,701.00	3,691.25	3,707.25
PP	3,684.75	3,684.75	3,684.75	3,688.00
S1	3,672.25	3,672.25	3,685.75	3,678.50
S2	3,656.00	3,656.00	3,683.25
S3	3,627.25	3,643.50	3,680.50
S4	3,598.50	3,614.75	3,672.75

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,808.75	3,785.00	3,691.25
R3	3,760.25	3,736.50	3,677.75
R2	3,711.75	3,711.75	3,673.50
R1	3,688.00	3,688.00	3,669.00	3,700.00
PP	3,663.25	3,663.25	3,663.25	3,669.00
S1	3,639.50	3,639.50	3,660.00	3,651.50
S2	3,614.75	3,614.75	3,655.50
S3	3,566.25	3,591.00	3,651.25
S4	3,517.75	3,542.50	3,637.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,701.50	3,638.25	63.25	1.7%	34.75	0.9%	79%	False	False	235,329
10	3,701.50	3,578.50	123.00	3.3%	36.50	1.0%	89%	False	False	239,951
20	3,701.50	3,412.00	289.50	7.8%	48.50	1.3%	96%	False	False	284,835
40	3,701.50	3,412.00	289.50	7.8%	45.25	1.2%	96%	False	False	256,348
60	3,701.50	3,412.00	289.50	7.8%	41.00	1.1%	96%	False	False	205,211
80	3,701.50	3,308.25	393.25	10.7%	38.25	1.0%	97%	False	False	153,973
100	3,701.50	3,110.00	591.50	16.0%	37.50	1.0%	98%	False	False	123,209
120	3,701.50	3,110.00	591.50	16.0%	33.25	0.9%	98%	False	False	102,699

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,819.50
2.618	3,772.50
1.618	3,743.75
1.000	3,726.00
0.618	3,715.00
HIGH	3,697.25
0.618	3,686.25
0.500	3,683.00
0.382	3,679.50
LOW	3,668.50
0.618	3,650.75
1.000	3,639.75
1.618	3,622.00
2.618	3,593.25
4.250	3,546.25

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	3,686.50	3,685.00
PP	3,684.75	3,681.75
S1	3,683.00	3,678.25

Download as Excel Spreadsheet

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

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