E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	3,703.75	3,678.00	-25.75	-0.7%	3,665.75
High	3,722.50	3,679.75	-42.75	-1.1%	3,722.50
Low	3,665.00	3,637.00	-28.00	-0.8%	3,655.00
Close	3,695.25	3,668.75	-26.50	-0.7%	3,695.25
Range	57.50	42.75	-14.75	-25.7%	67.50
ATR	44.62	45.59	0.97	2.2%	0.00
Volume	325,511	376,912	51,401	15.8%	1,303,898

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,790.00	3,772.25	3,692.25
R3	3,747.25	3,729.50	3,680.50
R2	3,704.50	3,704.50	3,676.50
R1	3,686.75	3,686.75	3,672.75	3,674.25
PP	3,661.75	3,661.75	3,661.75	3,655.50
S1	3,644.00	3,644.00	3,664.75	3,631.50
S2	3,619.00	3,619.00	3,661.00
S3	3,576.25	3,601.25	3,657.00
S4	3,533.50	3,558.50	3,645.25

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,893.50	3,861.75	3,732.50
R3	3,826.00	3,794.25	3,713.75
R2	3,758.50	3,758.50	3,707.50
R1	3,726.75	3,726.75	3,701.50	3,742.50
PP	3,691.00	3,691.00	3,691.00	3,698.75
S1	3,659.25	3,659.25	3,689.00	3,675.00
S2	3,623.50	3,623.50	3,683.00
S3	3,556.00	3,591.75	3,676.75
S4	3,488.50	3,524.25	3,658.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,722.50	3,637.00	85.50	2.3%	42.75	1.2%	37%	False	True	294,887
10	3,722.50	3,637.00	85.50	2.3%	39.00	1.1%	37%	False	True	263,485
20	3,722.50	3,412.00	310.50	8.5%	45.75	1.2%	83%	False	False	279,891
40	3,722.50	3,412.00	310.50	8.5%	47.50	1.3%	83%	False	False	275,969
60	3,722.50	3,412.00	310.50	8.5%	42.50	1.2%	83%	False	False	225,800
80	3,722.50	3,308.25	414.25	11.3%	39.25	1.1%	87%	False	False	169,440
100	3,722.50	3,110.00	612.50	16.7%	38.25	1.0%	91%	False	False	135,586
120	3,722.50	3,110.00	612.50	16.7%	34.75	0.9%	91%	False	False	113,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10.93
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,861.50
2.618	3,791.75
1.618	3,749.00
1.000	3,722.50
0.618	3,706.25
HIGH	3,679.75
0.618	3,663.50
0.500	3,658.50
0.382	3,653.25
LOW	3,637.00
0.618	3,610.50
1.000	3,594.25
1.618	3,567.75
2.618	3,525.00
4.250	3,455.25

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	3,665.25	3,679.75
PP	3,661.75	3,676.00
S1	3,658.50	3,672.50

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

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