E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	3,800.00	3,792.50	-7.50	-0.2%	3,735.00
High	3,803.00	3,802.75	-0.25	0.0%	3,800.25
Low	3,783.00	3,784.75	1.75	0.0%	3,707.25
Close	3,793.75	3,800.50	6.75	0.2%	3,798.00
Range	20.00	18.00	-2.00	-10.0%	93.00
ATR	38.82	37.33	-1.49	-3.8%	0.00
Volume	148,831	154,780	5,949	4.0%	1,082,091

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,850.00	3,843.25	3,810.50
R3	3,832.00	3,825.25	3,805.50
R2	3,814.00	3,814.00	3,803.75
R1	3,807.25	3,807.25	3,802.25	3,810.50
PP	3,796.00	3,796.00	3,796.00	3,797.75
S1	3,789.25	3,789.25	3,798.75	3,792.50
S2	3,778.00	3,778.00	3,797.25
S3	3,760.00	3,771.25	3,795.50
S4	3,742.00	3,753.25	3,790.50

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,047.50	4,015.75	3,849.25
R3	3,954.50	3,922.75	3,823.50
R2	3,861.50	3,861.50	3,815.00
R1	3,829.75	3,829.75	3,806.50	3,845.50
PP	3,768.50	3,768.50	3,768.50	3,776.50
S1	3,736.75	3,736.75	3,789.50	3,752.50
S2	3,675.50	3,675.50	3,781.00
S3	3,582.50	3,643.75	3,772.50
S4	3,489.50	3,550.75	3,746.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,803.00	3,714.00	89.00	2.3%	29.25	0.8%	97%	False	False	195,224
10	3,803.00	3,707.25	95.75	2.5%	27.50	0.7%	97%	False	False	200,321
20	3,803.00	3,540.25	262.75	6.9%	34.00	0.9%	99%	False	False	225,868
40	3,803.00	3,404.75	398.25	10.5%	44.75	1.2%	99%	False	False	274,396
60	3,803.00	3,404.75	398.25	10.5%	52.00	1.4%	99%	False	False	308,539
80	3,803.00	3,404.75	398.25	10.5%	49.00	1.3%	99%	False	False	238,759
100	3,803.00	3,404.75	398.25	10.5%	48.50	1.3%	99%	False	False	191,094
120	3,803.00	3,404.75	398.25	10.5%	44.75	1.2%	99%	False	False	159,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.08
Narrowest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	3,879.25
2.618	3,849.75
1.618	3,831.75
1.000	3,820.75
0.618	3,813.75
HIGH	3,802.75
0.618	3,795.75
0.500	3,793.75
0.382	3,791.75
LOW	3,784.75
0.618	3,773.75
1.000	3,766.75
1.618	3,755.75
2.618	3,737.75
4.250	3,708.25

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	3,798.25	3,796.75
PP	3,796.00	3,793.00
S1	3,793.75	3,789.50

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

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