E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	3,588.00	3,536.00	-52.00	-1.4%	3,525.00
High	3,589.75	3,562.50	-27.25	-0.8%	3,618.25
Low	3,516.50	3,480.50	-36.00	-1.0%	3,516.50
Close	3,530.50	3,540.75	10.25	0.3%	3,530.50
Range	73.25	82.00	8.75	11.9%	101.75
ATR	61.73	63.18	1.45	2.3%	0.00
Volume	330,378	481,343	150,965	45.7%	1,339,481

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,774.00	3,739.25	3,585.75
R3	3,692.00	3,657.25	3,563.25
R2	3,610.00	3,610.00	3,555.75
R1	3,575.25	3,575.25	3,548.25	3,592.50
PP	3,528.00	3,528.00	3,528.00	3,536.50
S1	3,493.25	3,493.25	3,533.25	3,510.50
S2	3,446.00	3,446.00	3,525.75
S3	3,364.00	3,411.25	3,518.25
S4	3,282.00	3,329.25	3,495.75

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,860.25	3,797.25	3,586.50
R3	3,758.50	3,695.50	3,558.50
R2	3,656.75	3,656.75	3,549.25
R1	3,593.75	3,593.75	3,539.75	3,625.25
PP	3,555.00	3,555.00	3,555.00	3,571.00
S1	3,492.00	3,492.00	3,521.25	3,523.50
S2	3,453.25	3,453.25	3,511.75
S3	3,351.50	3,390.25	3,502.50
S4	3,249.75	3,288.50	3,474.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,618.25	3,480.50	137.75	3.9%	65.25	1.8%	44%	False	True	333,719
10	3,618.25	3,404.75	213.50	6.0%	61.50	1.7%	64%	False	False	347,145
20	3,669.00	3,404.75	264.25	7.5%	66.00	1.9%	51%	False	False	373,330
40	3,733.25	3,404.75	328.50	9.3%	59.75	1.7%	41%	False	False	289,682
60	3,733.25	3,404.75	328.50	9.3%	54.00	1.5%	41%	False	False	193,387
80	3,733.25	3,404.75	328.50	9.3%	50.25	1.4%	41%	False	False	145,064
100	3,733.25	3,404.75	328.50	9.3%	42.50	1.2%	41%	False	False	116,053
120	3,733.25	3,307.00	426.25	12.0%	36.00	1.0%	55%	False	False	96,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,911.00
2.618	3,777.25
1.618	3,695.25
1.000	3,644.50
0.618	3,613.25
HIGH	3,562.50
0.618	3,531.25
0.500	3,521.50
0.382	3,511.75
LOW	3,480.50
0.618	3,429.75
1.000	3,398.50
1.618	3,347.75
2.618	3,265.75
4.250	3,132.00

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	3,534.25	3,549.50
PP	3,528.00	3,546.50
S1	3,521.50	3,543.50

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

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