E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	3,595.00	3,551.00	-44.00	-1.2%	3,536.00
High	3,603.75	3,566.50	-37.25	-1.0%	3,605.50
Low	3,546.75	3,497.50	-49.25	-1.4%	3,480.50
Close	3,551.00	3,540.50	-10.50	-0.3%	3,579.25
Range	57.00	69.00	12.00	21.1%	125.00
ATR	56.15	57.07	0.92	1.6%	0.00
Volume	260,995	447,227	186,232	71.4%	1,569,556

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,741.75	3,710.25	3,578.50
R3	3,672.75	3,641.25	3,559.50
R2	3,603.75	3,603.75	3,553.25
R1	3,572.25	3,572.25	3,546.75	3,553.50
PP	3,534.75	3,534.75	3,534.75	3,525.50
S1	3,503.25	3,503.25	3,534.25	3,484.50
S2	3,465.75	3,465.75	3,527.75
S3	3,396.75	3,434.25	3,521.50
S4	3,327.75	3,365.25	3,502.50

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	3,497.50	108.00	3.1%	49.25	1.4%	40%	False	True	287,270
10	3,618.25	3,480.50	137.75	3.9%	55.50	1.6%	44%	False	False	323,658
20	3,618.25	3,404.75	213.50	6.0%	60.00	1.7%	64%	False	False	344,888
40	3,715.50	3,404.75	310.75	8.8%	61.00	1.7%	44%	False	False	339,921
60	3,733.25	3,404.75	328.50	9.3%	53.00	1.5%	41%	False	False	227,165
80	3,733.25	3,404.75	328.50	9.3%	52.00	1.5%	41%	False	False	170,460
100	3,733.25	3,404.75	328.50	9.3%	45.50	1.3%	41%	False	False	136,370
120	3,733.25	3,354.00	379.25	10.7%	38.75	1.1%	49%	False	False	113,642

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	14.10
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,859.75
2.618	3,747.25
1.618	3,678.25
1.000	3,635.50
0.618	3,609.25
HIGH	3,566.50
0.618	3,540.25
0.500	3,532.00
0.382	3,523.75
LOW	3,497.50
0.618	3,454.75
1.000	3,428.50
1.618	3,385.75
2.618	3,316.75
4.250	3,204.25

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	3,537.75	3,550.50
PP	3,534.75	3,547.25
S1	3,532.00	3,544.00

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

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