E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	3,678.00	3,671.00	-7.00	-0.2%	3,665.75
High	3,679.75	3,723.25	43.50	1.2%	3,722.50
Low	3,637.00	3,669.75	32.75	0.9%	3,655.00
Close	3,668.75	3,716.75	48.00	1.3%	3,695.25
Range	42.75	53.50	10.75	25.1%	67.50
ATR	45.59	46.23	0.64	1.4%	0.00
Volume	376,912	263,175	-113,737	-30.2%	1,303,898

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,863.75	3,843.75	3,746.25
R3	3,810.25	3,790.25	3,731.50
R2	3,756.75	3,756.75	3,726.50
R1	3,736.75	3,736.75	3,721.75	3,746.75
PP	3,703.25	3,703.25	3,703.25	3,708.25
S1	3,683.25	3,683.25	3,711.75	3,693.25
S2	3,649.75	3,649.75	3,707.00
S3	3,596.25	3,629.75	3,702.00
S4	3,542.75	3,576.25	3,687.25

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	3,723.25	3,637.00	86.25	2.3%	47.75	1.3%	92%	True	False	300,242
10	3,723.25	3,637.00	86.25	2.3%	41.25	1.1%	92%	True	False	267,786
20	3,723.25	3,412.00	311.25	8.4%	43.00	1.2%	98%	True	False	271,136
40	3,723.25	3,412.00	311.25	8.4%	47.75	1.3%	98%	True	False	277,662
60	3,723.25	3,412.00	311.25	8.4%	42.75	1.1%	98%	True	False	230,150
80	3,723.25	3,308.25	415.00	11.2%	39.75	1.1%	98%	True	False	172,727
100	3,723.25	3,110.00	613.25	16.5%	38.25	1.0%	99%	True	False	138,218
120	3,723.25	3,110.00	613.25	16.5%	35.00	0.9%	99%	True	False	115,209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,950.50
2.618	3,863.25
1.618	3,809.75
1.000	3,776.75
0.618	3,756.25
HIGH	3,723.25
0.618	3,702.75
0.500	3,696.50
0.382	3,690.25
LOW	3,669.75
0.618	3,636.75
1.000	3,616.25
1.618	3,583.25
2.618	3,529.75
4.250	3,442.50

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	3,710.00	3,704.50
PP	3,703.25	3,692.25
S1	3,696.50	3,680.00

Download as Excel Spreadsheet

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

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