E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	3,553.75	3,584.50	30.75	0.9%	3,435.75
High	3,588.50	3,599.50	11.00	0.3%	3,542.50
Low	3,545.75	3,546.00	0.25	0.0%	3,404.75
Close	3,585.00	3,554.50	-30.50	-0.9%	3,523.25
Range	42.75	53.50	10.75	25.1%	137.75
ATR	60.30	59.82	-0.49	-0.8%	0.00
Volume	214,083	249,723	35,640	16.6%	1,650,631

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,727.25	3,694.25	3,584.00
R3	3,673.75	3,640.75	3,569.25
R2	3,620.25	3,620.25	3,564.25
R1	3,587.25	3,587.25	3,559.50	3,577.00
PP	3,566.75	3,566.75	3,566.75	3,561.50
S1	3,533.75	3,533.75	3,549.50	3,523.50
S2	3,513.25	3,513.25	3,544.75
S3	3,459.75	3,480.25	3,539.75
S4	3,406.25	3,426.75	3,525.00

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	3,599.50	3,479.50	120.00	3.4%	45.75	1.3%	63%	True	False	257,129
10	3,599.50	3,404.75	194.75	5.5%	64.50	1.8%	77%	True	False	366,118
20	3,669.00	3,404.75	264.25	7.4%	63.50	1.8%	57%	False	False	368,585
40	3,733.25	3,404.75	328.50	9.2%	57.25	1.6%	46%	False	False	259,646
60	3,733.25	3,404.75	328.50	9.2%	53.00	1.5%	46%	False	False	173,326
80	3,733.25	3,404.75	328.50	9.2%	47.75	1.3%	46%	False	False	130,005
100	3,733.25	3,404.75	328.50	9.2%	40.25	1.1%	46%	False	False	104,005
120	3,733.25	3,307.00	426.25	12.0%	34.00	1.0%	58%	False	False	86,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,827.00
2.618	3,739.50
1.618	3,686.00
1.000	3,653.00
0.618	3,632.50
HIGH	3,599.50
0.618	3,579.00
0.500	3,572.75
0.382	3,566.50
LOW	3,546.00
0.618	3,513.00
1.000	3,492.50
1.618	3,459.50
2.618	3,406.00
4.250	3,318.50

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	3,572.75	3,558.00
PP	3,566.75	3,557.00
S1	3,560.50	3,555.75

Download as Excel Spreadsheet

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

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