E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	3,572.25	3,604.00	31.75	0.9%	3,519.75
High	3,616.25	3,622.00	5.75	0.2%	3,555.00
Low	3,572.25	3,603.25	31.00	0.9%	3,408.00
Close	3,605.00	3,616.75	11.75	0.3%	3,550.00
Range	44.00	18.75	-25.25	-57.4%	147.00
ATR	46.29	44.32	-1.97	-4.2%	0.00
Volume	200	562	362	181.0%	3,657

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,670.25	3,662.25	3,627.00
R3	3,651.50	3,643.50	3,622.00
R2	3,632.75	3,632.75	3,620.25
R1	3,624.75	3,624.75	3,618.50	3,628.75
PP	3,614.00	3,614.00	3,614.00	3,616.00
S1	3,606.00	3,606.00	3,615.00	3,610.00
S2	3,595.25	3,595.25	3,613.25
S3	3,576.50	3,587.25	3,611.50
S4	3,557.75	3,568.50	3,606.50

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,945.25	3,894.75	3,630.75
R3	3,798.25	3,747.75	3,590.50
R2	3,651.25	3,651.25	3,577.00
R1	3,600.75	3,600.75	3,563.50	3,626.00
PP	3,504.25	3,504.25	3,504.25	3,517.00
S1	3,453.75	3,453.75	3,536.50	3,479.00
S2	3,357.25	3,357.25	3,523.00
S3	3,210.25	3,306.75	3,509.50
S4	3,063.25	3,159.75	3,469.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,622.00	3,447.25	174.75	4.8%	43.00	1.2%	97%	True	False	462
10	3,622.00	3,408.00	214.00	5.9%	51.50	1.4%	98%	True	False	640
20	3,622.00	3,408.00	214.00	5.9%	45.00	1.2%	98%	True	False	382
40	3,622.00	3,408.00	214.00	5.9%	35.25	1.0%	98%	True	False	198
60	3,622.00	3,354.00	268.00	7.4%	25.00	0.7%	98%	True	False	133
80	3,622.00	3,307.00	315.00	8.7%	19.50	0.5%	98%	True	False	100
100	3,622.00	3,119.75	502.25	13.9%	16.00	0.4%	99%	True	False	80
120	3,622.00	3,040.00	582.00	16.1%	13.25	0.4%	99%	True	False	67

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.78
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3,701.75
2.618	3,671.00
1.618	3,652.25
1.000	3,640.75
0.618	3,633.50
HIGH	3,622.00
0.618	3,614.75
0.500	3,612.50
0.382	3,610.50
LOW	3,603.25
0.618	3,591.75
1.000	3,584.50
1.618	3,573.00
2.618	3,554.25
4.250	3,523.50

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	3,615.50	3,605.75
PP	3,614.00	3,594.50
S1	3,612.50	3,583.50

Download as Excel Spreadsheet

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

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