E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	3,701.50	3,707.50	6.00	0.2%	3,678.00
High	3,712.00	3,726.00	14.00	0.4%	3,740.50
Low	3,684.00	3,681.00	-3.00	-0.1%	3,637.00
Close	3,707.50	3,688.50	-19.00	-0.5%	3,704.25
Range	28.00	45.00	17.00	60.7%	103.50
ATR	42.87	43.02	0.15	0.4%	0.00
Volume	192,161	259,716	67,555	35.2%	1,366,751

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,833.50	3,806.00	3,713.25
R3	3,788.50	3,761.00	3,701.00
R2	3,743.50	3,743.50	3,696.75
R1	3,716.00	3,716.00	3,692.50	3,707.25
PP	3,698.50	3,698.50	3,698.50	3,694.00
S1	3,671.00	3,671.00	3,684.50	3,662.25
S2	3,653.50	3,653.50	3,680.25
S3	3,608.50	3,626.00	3,676.00
S4	3,563.50	3,581.00	3,663.75

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,004.50	3,957.75	3,761.25
R3	3,901.00	3,854.25	3,732.75
R2	3,797.50	3,797.50	3,723.25
R1	3,750.75	3,750.75	3,713.75	3,774.00
PP	3,694.00	3,694.00	3,694.00	3,705.50
S1	3,647.25	3,647.25	3,694.75	3,670.50
S2	3,590.50	3,590.50	3,685.25
S3	3,487.00	3,543.75	3,675.75
S4	3,383.50	3,440.25	3,647.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,740.50	3,681.00	59.50	1.6%	35.25	1.0%	13%	False	True	235,708
10	3,740.50	3,637.00	103.50	2.8%	41.50	1.1%	50%	False	False	267,975
20	3,740.50	3,578.50	162.00	4.4%	39.00	1.1%	68%	False	False	253,963
40	3,740.50	3,412.00	328.50	8.9%	47.50	1.3%	84%	False	False	279,025
60	3,740.50	3,412.00	328.50	8.9%	43.25	1.2%	84%	False	False	248,893
80	3,740.50	3,343.00	397.50	10.8%	39.50	1.1%	87%	False	False	187,456
100	3,740.50	3,238.00	502.50	13.6%	37.75	1.0%	90%	False	False	149,991
120	3,740.50	3,110.00	630.50	17.1%	36.25	1.0%	92%	False	False	125,030

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	False
Bear Hook	False
Bull Hook	False
Stretch	10.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,917.25
2.618	3,843.75
1.618	3,798.75
1.000	3,771.00
0.618	3,753.75
HIGH	3,726.00
0.618	3,708.75
0.500	3,703.50
0.382	3,698.25
LOW	3,681.00
0.618	3,653.25
1.000	3,636.00
1.618	3,608.25
2.618	3,563.25
4.250	3,489.75

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	3,703.50	3,710.75
PP	3,698.50	3,703.25
S1	3,693.50	3,696.00

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

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