E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	3,610.50	3,599.25	-11.25	-0.3%	3,583.25
High	3,615.00	3,606.75	-8.25	-0.2%	3,603.75
Low	3,583.25	3,540.25	-43.00	-1.2%	3,497.50
Close	3,596.25	3,563.25	-33.00	-0.9%	3,548.00
Range	31.75	66.50	34.75	109.4%	106.25
ATR	52.72	53.70	0.98	1.9%	0.00
Volume	234,686	398,709	164,023	69.9%	1,652,104

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,769.50	3,733.00	3,599.75
R3	3,703.00	3,666.50	3,581.50
R2	3,636.50	3,636.50	3,575.50
R1	3,600.00	3,600.00	3,569.25	3,585.00
PP	3,570.00	3,570.00	3,570.00	3,562.50
S1	3,533.50	3,533.50	3,557.25	3,518.50
S2	3,503.50	3,503.50	3,551.00
S3	3,437.00	3,467.00	3,545.00
S4	3,370.50	3,400.50	3,526.75

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,868.50	3,814.50	3,606.50
R3	3,762.25	3,708.25	3,577.25
R2	3,656.00	3,656.00	3,567.50
R1	3,602.00	3,602.00	3,557.75	3,576.00
PP	3,549.75	3,549.75	3,549.75	3,536.75
S1	3,495.75	3,495.75	3,538.25	3,469.50
S2	3,443.50	3,443.50	3,528.50
S3	3,337.25	3,389.50	3,518.75
S4	3,231.00	3,283.25	3,489.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,624.25	3,510.50	113.75	3.2%	45.25	1.3%	46%	False	False	284,362
10	3,624.25	3,497.50	126.75	3.6%	49.75	1.4%	52%	False	False	305,158
20	3,624.25	3,480.50	143.75	4.0%	51.25	1.4%	58%	False	False	296,609
40	3,712.75	3,404.75	308.00	8.6%	59.25	1.7%	51%	False	False	345,655
60	3,733.25	3,404.75	328.50	9.2%	54.50	1.5%	48%	False	False	257,284
80	3,733.25	3,404.75	328.50	9.2%	53.00	1.5%	48%	False	False	193,086
100	3,733.25	3,404.75	328.50	9.2%	47.25	1.3%	48%	False	False	154,474
120	3,733.25	3,387.75	345.50	9.7%	40.75	1.1%	51%	False	False	128,729

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.45
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,889.50
2.618	3,780.75
1.618	3,714.25
1.000	3,673.25
0.618	3,647.75
HIGH	3,606.75
0.618	3,581.25
0.500	3,573.50
0.382	3,565.75
LOW	3,540.25
0.618	3,499.25
1.000	3,473.75
1.618	3,432.75
2.618	3,366.25
4.250	3,257.50

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	3,573.50	3,582.25
PP	3,570.00	3,576.00
S1	3,566.75	3,569.50

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

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