E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	3,773.00	3,774.75	1.75	0.0%	3,800.00
High	3,785.75	3,790.50	4.75	0.1%	3,806.50
Low	3,760.00	3,757.00	-3.00	-0.1%	3,751.50
Close	3,775.75	3,779.25	3.50	0.1%	3,775.75
Range	25.75	33.50	7.75	30.1%	55.00
ATR	36.93	36.69	-0.25	-0.7%	0.00
Volume	158,900	119,711	-39,189	-24.7%	961,632

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,876.00	3,861.25	3,797.75
R3	3,842.50	3,827.75	3,788.50
R2	3,809.00	3,809.00	3,785.50
R1	3,794.25	3,794.25	3,782.25	3,801.50
PP	3,775.50	3,775.50	3,775.50	3,779.25
S1	3,760.75	3,760.75	3,776.25	3,768.00
S2	3,742.00	3,742.00	3,773.00
S3	3,708.50	3,727.25	3,770.00
S4	3,675.00	3,693.75	3,760.75

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%	31.50	0.8%	50%	False	False	186,502
10	3,806.50	3,714.00	92.50	2.4%	30.75	0.8%	71%	False	False	193,784
20	3,806.50	3,565.50	241.00	6.4%	32.75	0.9%	89%	False	False	207,266
40	3,806.50	3,480.50	326.00	8.6%	42.00	1.1%	92%	False	False	252,574
60	3,806.50	3,404.75	401.75	10.6%	50.50	1.3%	93%	False	False	300,047
80	3,806.50	3,404.75	401.75	10.6%	49.25	1.3%	93%	False	False	248,454
100	3,806.50	3,404.75	401.75	10.6%	49.25	1.3%	93%	False	False	198,868
120	3,806.50	3,404.75	401.75	10.6%	44.75	1.2%	93%	False	False	165,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,933.00
2.618	3,878.25
1.618	3,844.75
1.000	3,824.00
0.618	3,811.25
HIGH	3,790.50
0.618	3,777.75
0.500	3,773.75
0.382	3,769.75
LOW	3,757.00
0.618	3,736.25
1.000	3,723.50
1.618	3,702.75
2.618	3,669.25
4.250	3,614.50

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	3,777.50	3,779.25
PP	3,775.50	3,779.00
S1	3,773.75	3,779.00

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

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