E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	3,685.75	3,691.25	5.50	0.1%	3,660.00
High	3,697.25	3,702.25	5.00	0.1%	3,686.75
Low	3,668.50	3,662.50	-6.00	-0.2%	3,638.25
Close	3,688.50	3,673.75	-14.75	-0.4%	3,664.50
Range	28.75	39.75	11.00	38.3%	48.50
ATR	43.77	43.49	-0.29	-0.7%	0.00
Volume	236,400	271,366	34,966	14.8%	954,046

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,798.75	3,776.00	3,695.50
R3	3,759.00	3,736.25	3,684.75
R2	3,719.25	3,719.25	3,681.00
R1	3,696.50	3,696.50	3,677.50	3,688.00
PP	3,679.50	3,679.50	3,679.50	3,675.25
S1	3,656.75	3,656.75	3,670.00	3,648.25
S2	3,639.75	3,639.75	3,666.50
S3	3,600.00	3,617.00	3,662.75
S4	3,560.25	3,577.25	3,652.00

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	3,702.25	3,638.25	64.00	1.7%	36.00	1.0%	55%	True	False	234,132
10	3,702.25	3,596.75	105.50	2.9%	35.75	1.0%	73%	True	False	242,102
20	3,702.25	3,412.00	290.25	7.9%	48.00	1.3%	90%	True	False	283,502
40	3,702.25	3,412.00	290.25	7.9%	45.75	1.2%	90%	True	False	260,762
60	3,702.25	3,412.00	290.25	7.9%	41.25	1.1%	90%	True	False	209,712
80	3,702.25	3,308.25	394.00	10.7%	38.25	1.0%	93%	True	False	157,364
100	3,702.25	3,110.00	592.25	16.1%	37.75	1.0%	95%	True	False	125,922
120	3,702.25	3,110.00	592.25	16.1%	33.50	0.9%	95%	True	False	104,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,871.25
2.618	3,806.25
1.618	3,766.50
1.000	3,742.00
0.618	3,726.75
HIGH	3,702.25
0.618	3,687.00
0.500	3,682.50
0.382	3,677.75
LOW	3,662.50
0.618	3,638.00
1.000	3,622.75
1.618	3,598.25
2.618	3,558.50
4.250	3,493.50

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	3,682.50	3,678.50
PP	3,679.50	3,677.00
S1	3,676.50	3,675.50

Download as Excel Spreadsheet

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

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