E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	3,435.75	3,471.00	35.25	1.0%	3,539.50
High	3,485.00	3,501.00	16.00	0.5%	3,599.50
Low	3,425.25	3,404.75	-20.50	-0.6%	3,431.50
Close	3,470.25	3,491.25	21.00	0.6%	3,444.00
Range	59.75	96.25	36.50	61.1%	168.00
ATR	63.73	66.05	2.32	3.6%	0.00
Volume	383,258	597,761	214,503	56.0%	2,306,647

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,754.50	3,719.00	3,544.25
R3	3,658.25	3,622.75	3,517.75
R2	3,562.00	3,562.00	3,509.00
R1	3,526.50	3,526.50	3,500.00	3,544.25
PP	3,465.75	3,465.75	3,465.75	3,474.50
S1	3,430.25	3,430.25	3,482.50	3,448.00
S2	3,369.50	3,369.50	3,473.50
S3	3,273.25	3,334.00	3,464.75
S4	3,177.00	3,237.75	3,438.25

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,995.75	3,887.75	3,536.50
R3	3,827.75	3,719.75	3,490.25
R2	3,659.75	3,659.75	3,474.75
R1	3,551.75	3,551.75	3,459.50	3,521.75
PP	3,491.75	3,491.75	3,491.75	3,476.50
S1	3,383.75	3,383.75	3,428.50	3,353.75
S2	3,323.75	3,323.75	3,413.25
S3	3,155.75	3,215.75	3,397.75
S4	2,987.75	3,047.75	3,351.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,599.50	3,404.75	194.75	5.6%	83.00	2.4%	44%	False	True	475,108
10	3,669.00	3,404.75	264.25	7.6%	75.00	2.1%	33%	False	True	441,312
20	3,712.75	3,404.75	308.00	8.8%	67.75	1.9%	28%	False	True	392,206
40	3,733.25	3,404.75	328.50	9.4%	55.75	1.6%	26%	False	True	227,629
60	3,733.25	3,404.75	328.50	9.4%	53.00	1.5%	26%	False	True	151,904
80	3,733.25	3,404.75	328.50	9.4%	45.75	1.3%	26%	False	True	113,935
100	3,733.25	3,354.00	379.25	10.9%	38.25	1.1%	36%	False	False	91,148
120	3,733.25	3,307.00	426.25	12.2%	32.50	0.9%	43%	False	False	75,957

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	11.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,910.00
2.618	3,753.00
1.618	3,656.75
1.000	3,597.25
0.618	3,560.50
HIGH	3,501.00
0.618	3,464.25
0.500	3,453.00
0.382	3,441.50
LOW	3,404.75
0.618	3,345.25
1.000	3,308.50
1.618	3,249.00
2.618	3,152.75
4.250	2,995.75

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	3,478.50	3,478.50
PP	3,465.75	3,465.75
S1	3,453.00	3,453.00

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

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