E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 29-Apr-2014

Day Change Summary
	Previous	Current
	28-Apr-2014	29-Apr-2014	Change	Change %	Previous Week
Open	3,524.25	3,540.25	16.00	0.5%	3,519.00
High	3,556.50	3,563.00	6.50	0.2%	3,611.00
Low	3,476.00	3,530.00	54.00	1.6%	3,512.00
Close	3,534.00	3,556.75	22.75	0.6%	3,523.75
Range	80.50	33.00	-47.50	-59.0%	99.00
ATR	54.09	52.58	-1.51	-2.8%	0.00
Volume	30	322	292	973.3%	87

Daily Pivots for day following 29-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,649.00	3,635.75	3,575.00
R3	3,616.00	3,602.75	3,565.75
R2	3,583.00	3,583.00	3,562.75
R1	3,569.75	3,569.75	3,559.75	3,576.50
PP	3,550.00	3,550.00	3,550.00	3,553.25
S1	3,536.75	3,536.75	3,553.75	3,543.50
S2	3,517.00	3,517.00	3,550.75
S3	3,484.00	3,503.75	3,547.75
S4	3,451.00	3,470.75	3,538.50

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,846.00	3,783.75	3,578.25
R3	3,747.00	3,684.75	3,551.00
R2	3,648.00	3,648.00	3,542.00
R1	3,585.75	3,585.75	3,532.75	3,617.00
PP	3,549.00	3,549.00	3,549.00	3,564.50
S1	3,486.75	3,486.75	3,514.75	3,518.00
S2	3,450.00	3,450.00	3,505.50
S3	3,351.00	3,387.75	3,496.50
S4	3,252.00	3,288.75	3,469.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,611.00	3,476.00	135.00	3.8%	55.75	1.6%	60%	False	False	84
10	3,611.00	3,404.00	207.00	5.8%	49.50	1.4%	74%	False	False	57
20	3,661.50	3,404.00	257.50	7.2%	57.50	1.6%	59%	False	False	58
40	3,722.75	3,404.00	318.75	9.0%	49.00	1.4%	48%	False	False	43
60	3,722.75	3,404.00	318.75	9.0%	36.25	1.0%	48%	False	False	31
80	3,722.75	3,404.00	318.75	9.0%	28.75	0.8%	48%	False	False	24
100	3,722.75	3,404.00	318.75	9.0%	24.00	0.7%	48%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.50
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,703.25
2.618	3,649.50
1.618	3,616.50
1.000	3,596.00
0.618	3,583.50
HIGH	3,563.00
0.618	3,550.50
0.500	3,546.50
0.382	3,542.50
LOW	3,530.00
0.618	3,509.50
1.000	3,497.00
1.618	3,476.50
2.618	3,443.50
4.250	3,389.75

Fisher Pivots for day following 29-Apr-2014
Pivot	1 day	3 day
R1	3,553.25	3,547.00
PP	3,550.00	3,537.00
S1	3,546.50	3,527.25

Download as Excel Spreadsheet

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

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