E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	3,636.00	3,539.50	-96.50	-2.7%	3,572.50
High	3,657.75	3,542.75	-115.00	-3.1%	3,669.00
Low	3,522.75	3,474.50	-48.25	-1.4%	3,522.75
Close	3,537.50	3,499.25	-38.25	-1.1%	3,537.50
Range	135.00	68.25	-66.75	-49.4%	146.25
ATR	58.81	59.49	0.67	1.1%	0.00
Volume	613,419	511,929	-101,490	-16.5%	1,688,516

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,710.25	3,673.00	3,536.75
R3	3,642.00	3,604.75	3,518.00
R2	3,573.75	3,573.75	3,511.75
R1	3,536.50	3,536.50	3,505.50	3,521.00
PP	3,505.50	3,505.50	3,505.50	3,497.75
S1	3,468.25	3,468.25	3,493.00	3,452.75
S2	3,437.25	3,437.25	3,486.75
S3	3,369.00	3,400.00	3,480.50
S4	3,300.75	3,331.75	3,461.75

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,015.25	3,922.50	3,618.00
R3	3,869.00	3,776.25	3,577.75
R2	3,722.75	3,722.75	3,564.25
R1	3,630.00	3,630.00	3,551.00	3,603.25
PP	3,576.50	3,576.50	3,576.50	3,563.00
S1	3,483.75	3,483.75	3,524.00	3,457.00
S2	3,430.25	3,430.25	3,510.75
S3	3,284.00	3,337.50	3,497.25
S4	3,137.75	3,191.25	3,457.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,669.00	3,474.50	194.50	5.6%	72.75	2.1%	13%	False	True	380,549
10	3,669.00	3,474.50	194.50	5.6%	64.00	1.8%	13%	False	True	367,518
20	3,719.00	3,474.50	244.50	7.0%	62.00	1.8%	10%	False	True	315,421
40	3,733.25	3,474.50	258.75	7.4%	49.00	1.4%	10%	False	True	158,319
60	3,733.25	3,408.00	325.25	9.3%	49.25	1.4%	28%	False	False	105,648
80	3,733.25	3,408.00	325.25	9.3%	41.50	1.2%	28%	False	False	79,238
100	3,733.25	3,352.00	381.25	10.9%	34.00	1.0%	39%	False	False	63,391
120	3,733.25	3,227.75	505.50	14.4%	28.75	0.8%	54%	False	False	52,826

Crabel Price Patterns
NR	True
NR4	False
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	11.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,832.75
2.618	3,721.50
1.618	3,653.25
1.000	3,611.00
0.618	3,585.00
HIGH	3,542.75
0.618	3,516.75
0.500	3,508.50
0.382	3,500.50
LOW	3,474.50
0.618	3,432.25
1.000	3,406.25
1.618	3,364.00
2.618	3,295.75
4.250	3,184.50

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	3,508.50	3,571.75
PP	3,505.50	3,547.50
S1	3,502.50	3,523.50

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

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