E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	3,471.00	3,497.75	26.75	0.8%	3,539.50
High	3,501.00	3,524.50	23.50	0.7%	3,599.50
Low	3,404.75	3,479.50	74.75	2.2%	3,431.50
Close	3,491.25	3,501.50	10.25	0.3%	3,444.00
Range	96.25	45.00	-51.25	-53.2%	168.00
ATR	66.05	64.55	-1.50	-2.3%	0.00
Volume	597,761	400,462	-197,299	-33.0%	2,306,647

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,636.75	3,614.25	3,526.25
R3	3,591.75	3,569.25	3,514.00
R2	3,546.75	3,546.75	3,509.75
R1	3,524.25	3,524.25	3,505.50	3,535.50
PP	3,501.75	3,501.75	3,501.75	3,507.50
S1	3,479.25	3,479.25	3,497.50	3,490.50
S2	3,456.75	3,456.75	3,493.25
S3	3,411.75	3,434.25	3,489.00
S4	3,366.75	3,389.25	3,476.75

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%	78.50	2.2%	50%	False	False	488,659
10	3,669.00	3,404.75	264.25	7.5%	77.00	2.2%	37%	False	False	457,376
20	3,712.75	3,404.75	308.00	8.8%	67.25	1.9%	31%	False	False	394,701
40	3,733.25	3,404.75	328.50	9.4%	56.00	1.6%	29%	False	False	237,622
60	3,733.25	3,404.75	328.50	9.4%	53.50	1.5%	29%	False	False	158,578
80	3,733.25	3,404.75	328.50	9.4%	46.25	1.3%	29%	False	False	118,941
100	3,733.25	3,387.75	345.50	9.9%	38.50	1.1%	33%	False	False	95,153
120	3,733.25	3,307.00	426.25	12.2%	32.75	0.9%	46%	False	False	79,294

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	12.33
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,715.75
2.618	3,642.25
1.618	3,597.25
1.000	3,569.50
0.618	3,552.25
HIGH	3,524.50
0.618	3,507.25
0.500	3,502.00
0.382	3,496.75
LOW	3,479.50
0.618	3,451.75
1.000	3,434.50
1.618	3,406.75
2.618	3,361.75
4.250	3,288.25

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	3,502.00	3,489.25
PP	3,501.75	3,477.00
S1	3,501.75	3,464.50

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

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