E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	3,560.00	3,572.50	12.50	0.4%	3,640.25
High	3,601.25	3,611.25	10.00	0.3%	3,657.00
Low	3,551.50	3,572.50	21.00	0.6%	3,535.25
Close	3,563.00	3,586.25	23.25	0.7%	3,563.00
Range	49.75	38.75	-11.00	-22.1%	121.75
ATR	53.27	52.92	-0.36	-0.7%	0.00
Volume	313,345	297,696	-15,649	-5.0%	1,874,918

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,706.25	3,685.00	3,607.50
R3	3,667.50	3,646.25	3,597.00
R2	3,628.75	3,628.75	3,593.25
R1	3,607.50	3,607.50	3,589.75	3,618.00
PP	3,590.00	3,590.00	3,590.00	3,595.25
S1	3,568.75	3,568.75	3,582.75	3,579.50
S2	3,551.25	3,551.25	3,579.25
S3	3,512.50	3,530.00	3,575.50
S4	3,473.75	3,491.25	3,565.00

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,950.25	3,878.50	3,630.00
R3	3,828.50	3,756.75	3,596.50
R2	3,706.75	3,706.75	3,585.25
R1	3,635.00	3,635.00	3,574.25	3,610.00
PP	3,585.00	3,585.00	3,585.00	3,572.50
S1	3,513.25	3,513.25	3,551.75	3,488.25
S2	3,463.25	3,463.25	3,540.75
S3	3,341.50	3,391.50	3,529.50
S4	3,219.75	3,269.75	3,496.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,652.00	3,535.25	116.75	3.3%	55.25	1.5%	44%	False	False	354,486
10	3,712.75	3,535.25	177.50	4.9%	59.25	1.7%	29%	False	False	353,050
20	3,733.25	3,535.25	198.00	5.5%	52.75	1.5%	26%	False	False	220,689
40	3,733.25	3,408.00	325.25	9.1%	47.75	1.3%	55%	False	False	110,842
60	3,733.25	3,408.00	325.25	9.1%	45.50	1.3%	55%	False	False	73,937
80	3,733.25	3,408.00	325.25	9.1%	37.00	1.0%	55%	False	False	55,454
100	3,733.25	3,307.00	426.25	11.9%	30.25	0.8%	66%	False	False	44,364
120	3,733.25	3,119.75	613.50	17.1%	25.75	0.7%	76%	False	False	36,970

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	14.25
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,776.00
2.618	3,712.75
1.618	3,674.00
1.000	3,650.00
0.618	3,635.25
HIGH	3,611.25
0.618	3,596.50
0.500	3,592.00
0.382	3,587.25
LOW	3,572.50
0.618	3,548.50
1.000	3,533.75
1.618	3,509.75
2.618	3,471.00
4.250	3,407.75

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	3,592.00	3,582.00
PP	3,590.00	3,577.50
S1	3,588.00	3,573.25

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

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