E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 13-Jun-2014

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	3,797.50	3,773.00	-24.50	-0.6%	3,800.00
High	3,806.50	3,785.75	-20.75	-0.5%	3,806.50
Low	3,751.50	3,760.00	8.50	0.2%	3,751.50
Close	3,771.25	3,775.75	4.50	0.1%	3,775.75
Range	55.00	25.75	-29.25	-53.2%	55.00
ATR	37.79	36.93	-0.86	-2.3%	0.00
Volume	295,542	158,900	-136,642	-46.2%	961,632

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,851.00	3,839.25	3,790.00
R3	3,825.25	3,813.50	3,782.75
R2	3,799.50	3,799.50	3,780.50
R1	3,787.75	3,787.75	3,778.00	3,793.50
PP	3,773.75	3,773.75	3,773.75	3,776.75
S1	3,762.00	3,762.00	3,773.50	3,768.00
S2	3,748.00	3,748.00	3,771.00
S3	3,722.25	3,736.25	3,768.75
S4	3,696.50	3,710.50	3,761.50

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,943.00	3,914.25	3,806.00
R3	3,888.00	3,859.25	3,791.00
R2	3,833.00	3,833.00	3,785.75
R1	3,804.25	3,804.25	3,780.75	3,791.00
PP	3,778.00	3,778.00	3,778.00	3,771.25
S1	3,749.25	3,749.25	3,770.75	3,736.00
S2	3,723.00	3,723.00	3,765.75
S3	3,668.00	3,694.25	3,760.50
S4	3,613.00	3,639.25	3,745.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,806.50	3,751.50	55.00	1.5%	28.75	0.8%	44%	False	False	192,326
10	3,806.50	3,707.25	99.25	2.6%	30.75	0.8%	69%	False	False	204,372
20	3,806.50	3,543.00	263.50	7.0%	33.25	0.9%	88%	False	False	216,011
40	3,806.50	3,480.50	326.00	8.6%	42.25	1.1%	91%	False	False	256,310
60	3,806.50	3,404.75	401.75	10.6%	50.75	1.3%	92%	False	False	302,440
80	3,806.50	3,404.75	401.75	10.6%	49.25	1.3%	92%	False	False	246,966
100	3,806.50	3,404.75	401.75	10.6%	49.00	1.3%	92%	False	False	197,671
120	3,806.50	3,404.75	401.75	10.6%	45.00	1.2%	92%	False	False	164,730

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,895.25
2.618	3,853.25
1.618	3,827.50
1.000	3,811.50
0.618	3,801.75
HIGH	3,785.75
0.618	3,776.00
0.500	3,773.00
0.382	3,769.75
LOW	3,760.00
0.618	3,744.00
1.000	3,734.25
1.618	3,718.25
2.618	3,692.50
4.250	3,650.50

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	3,774.75	3,779.00
PP	3,773.75	3,778.00
S1	3,773.00	3,776.75

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

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