E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	3,589.50	3,583.25	-6.25	-0.2%	3,536.00
High	3,604.50	3,598.00	-6.50	-0.2%	3,605.50
Low	3,569.50	3,548.00	-21.50	-0.6%	3,480.50
Close	3,579.25	3,590.75	11.50	0.3%	3,579.25
Range	35.00	50.00	15.00	42.9%	125.00
ATR	56.55	56.09	-0.47	-0.8%	0.00
Volume	297,575	235,364	-62,211	-20.9%	1,569,556

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,729.00	3,709.75	3,618.25
R3	3,679.00	3,659.75	3,604.50
R2	3,629.00	3,629.00	3,600.00
R1	3,609.75	3,609.75	3,595.25	3,619.50
PP	3,579.00	3,579.00	3,579.00	3,583.75
S1	3,559.75	3,559.75	3,586.25	3,569.50
S2	3,529.00	3,529.00	3,581.50
S3	3,479.00	3,509.75	3,577.00
S4	3,429.00	3,459.75	3,563.25

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,930.00	3,879.75	3,648.00
R3	3,805.00	3,754.75	3,613.50
R2	3,680.00	3,680.00	3,602.25
R1	3,629.75	3,629.75	3,590.75	3,655.00
PP	3,555.00	3,555.00	3,555.00	3,567.75
S1	3,504.75	3,504.75	3,567.75	3,530.00
S2	3,430.00	3,430.00	3,556.25
S3	3,305.00	3,379.75	3,545.00
S4	3,180.00	3,254.75	3,510.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,605.50	3,530.00	75.50	2.1%	40.00	1.1%	80%	False	False	264,715
10	3,618.25	3,480.50	137.75	3.8%	52.50	1.5%	80%	False	False	299,217
20	3,618.25	3,404.75	213.50	5.9%	59.50	1.7%	87%	False	False	355,083
40	3,719.00	3,404.75	314.25	8.8%	59.75	1.7%	59%	False	False	322,514
60	3,733.25	3,404.75	328.50	9.1%	52.75	1.5%	57%	False	False	215,378
80	3,733.25	3,404.75	328.50	9.1%	51.25	1.4%	57%	False	False	161,608
100	3,733.25	3,404.75	328.50	9.1%	44.25	1.2%	57%	False	False	129,288
120	3,733.25	3,341.75	391.50	10.9%	37.75	1.0%	64%	False	False	107,741

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.98
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,810.50
2.618	3,729.00
1.618	3,679.00
1.000	3,648.00
0.618	3,629.00
HIGH	3,598.00
0.618	3,579.00
0.500	3,573.00
0.382	3,567.00
LOW	3,548.00
0.618	3,517.00
1.000	3,498.00
1.618	3,467.00
2.618	3,417.00
4.250	3,335.50

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	3,584.75	3,586.00
PP	3,579.00	3,581.50
S1	3,573.00	3,576.75

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

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