E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	3,505.50	3,525.00	19.50	0.6%	3,435.75
High	3,542.50	3,554.25	11.75	0.3%	3,542.50
Low	3,492.50	3,516.75	24.25	0.7%	3,404.75
Close	3,523.25	3,551.25	28.00	0.8%	3,523.25
Range	50.00	37.50	-12.50	-25.0%	137.75
ATR	63.51	61.65	-1.86	-2.9%	0.00
Volume	269,150	152,229	-116,921	-43.4%	1,650,631

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,653.25	3,639.75	3,572.00
R3	3,615.75	3,602.25	3,561.50
R2	3,578.25	3,578.25	3,558.00
R1	3,564.75	3,564.75	3,554.75	3,571.50
PP	3,540.75	3,540.75	3,540.75	3,544.00
S1	3,527.25	3,527.25	3,547.75	3,534.00
S2	3,503.25	3,503.25	3,544.50
S3	3,465.75	3,489.75	3,541.00
S4	3,428.25	3,452.25	3,530.50

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,903.50	3,851.00	3,599.00
R3	3,765.75	3,713.25	3,561.25
R2	3,628.00	3,628.00	3,548.50
R1	3,575.50	3,575.50	3,536.00	3,601.75
PP	3,490.25	3,490.25	3,490.25	3,503.25
S1	3,437.75	3,437.75	3,510.50	3,464.00
S2	3,352.50	3,352.50	3,498.00
S3	3,214.75	3,300.00	3,485.25
S4	3,077.00	3,162.25	3,447.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,554.25	3,404.75	149.50	4.2%	57.75	1.6%	98%	True	False	360,572
10	3,599.50	3,404.75	194.75	5.5%	66.25	1.9%	75%	False	False	410,950
20	3,669.00	3,404.75	264.25	7.4%	65.75	1.9%	55%	False	False	383,647
40	3,733.25	3,404.75	328.50	9.3%	56.75	1.6%	45%	False	False	248,128
60	3,733.25	3,404.75	328.50	9.3%	54.00	1.5%	45%	False	False	165,599
80	3,733.25	3,404.75	328.50	9.3%	46.50	1.3%	45%	False	False	124,208
100	3,733.25	3,404.75	328.50	9.3%	39.50	1.1%	45%	False	False	99,367
120	3,733.25	3,307.00	426.25	12.0%	33.50	0.9%	57%	False	False	82,806

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.20
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3,713.50
2.618	3,652.50
1.618	3,615.00
1.000	3,591.75
0.618	3,577.50
HIGH	3,554.25
0.618	3,540.00
0.500	3,535.50
0.382	3,531.00
LOW	3,516.75
0.618	3,493.50
1.000	3,479.25
1.618	3,456.00
2.618	3,418.50
4.250	3,357.50

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	3,546.00	3,539.75
PP	3,540.75	3,528.25
S1	3,535.50	3,517.00

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

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