E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	3,708.00	3,655.75	-52.25	-1.4%	3,701.50
High	3,722.25	3,661.00	-61.25	-1.6%	3,726.00
Low	3,636.25	3,625.75	-10.50	-0.3%	3,625.75
Close	3,651.25	3,627.75	-23.50	-0.6%	3,627.75
Range	86.00	35.25	-50.75	-59.0%	100.25
ATR	46.46	45.65	-0.80	-1.7%	0.00
Volume	450,566	168,047	-282,519	-62.7%	1,389,954

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,744.00	3,721.00	3,647.25
R3	3,708.75	3,685.75	3,637.50
R2	3,673.50	3,673.50	3,634.25
R1	3,650.50	3,650.50	3,631.00	3,644.50
PP	3,638.25	3,638.25	3,638.25	3,635.00
S1	3,615.25	3,615.25	3,624.50	3,609.00
S2	3,603.00	3,603.00	3,621.25
S3	3,567.75	3,580.00	3,618.00
S4	3,532.50	3,544.75	3,608.25

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,960.50	3,894.50	3,683.00
R3	3,860.25	3,794.25	3,655.25
R2	3,760.00	3,760.00	3,646.25
R1	3,694.00	3,694.00	3,637.00	3,677.00
PP	3,659.75	3,659.75	3,659.75	3,651.25
S1	3,593.75	3,593.75	3,618.50	3,576.50
S2	3,559.50	3,559.50	3,609.25
S3	3,459.25	3,493.50	3,600.25
S4	3,359.00	3,393.25	3,572.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,726.00	3,625.75	100.25	2.8%	48.50	1.3%	2%	False	True	277,990
10	3,740.50	3,625.75	114.75	3.2%	44.25	1.2%	2%	False	True	275,670
20	3,740.50	3,625.75	114.75	3.2%	41.00	1.1%	2%	False	True	261,373
40	3,740.50	3,412.00	328.50	9.1%	47.25	1.3%	66%	False	False	280,960
60	3,740.50	3,412.00	328.50	9.1%	44.00	1.2%	66%	False	False	252,833
80	3,740.50	3,354.00	386.50	10.7%	40.75	1.1%	71%	False	False	199,180
100	3,740.50	3,308.25	432.25	11.9%	38.25	1.1%	74%	False	False	159,369
120	3,740.50	3,110.00	630.50	17.4%	37.50	1.0%	82%	False	False	132,847

Crabel Price Patterns
NR	True
NR4	True
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	10.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,810.75
2.618	3,753.25
1.618	3,718.00
1.000	3,696.25
0.618	3,682.75
HIGH	3,661.00
0.618	3,647.50
0.500	3,643.50
0.382	3,639.25
LOW	3,625.75
0.618	3,604.00
1.000	3,590.50
1.618	3,568.75
2.618	3,533.50
4.250	3,476.00

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	3,643.50	3,674.00
PP	3,638.25	3,658.50
S1	3,633.00	3,643.25

Download as Excel Spreadsheet

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

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