E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	3,728.25	3,726.25	-2.00	-0.1%	3,674.50
High	3,732.75	3,734.00	1.25	0.0%	3,732.75
Low	3,708.25	3,700.25	-8.00	-0.2%	3,673.00
Close	3,728.00	3,720.25	-7.75	-0.2%	3,728.00
Range	24.50	33.75	9.25	37.8%	59.75
ATR	39.41	39.01	-0.40	-1.0%	0.00
Volume	950	1,394	444	46.7%	10,039

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,819.50	3,803.50	3,738.75
R3	3,785.75	3,769.75	3,729.50
R2	3,752.00	3,752.00	3,726.50
R1	3,736.00	3,736.00	3,723.25	3,727.00
PP	3,718.25	3,718.25	3,718.25	3,713.75
S1	3,702.25	3,702.25	3,717.25	3,693.50
S2	3,684.50	3,684.50	3,714.00
S3	3,650.75	3,668.50	3,711.00
S4	3,617.00	3,634.75	3,701.75

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,890.50	3,869.00	3,760.75
R3	3,830.75	3,809.25	3,744.50
R2	3,771.00	3,771.00	3,739.00
R1	3,749.50	3,749.50	3,733.50	3,760.25
PP	3,711.25	3,711.25	3,711.25	3,716.50
S1	3,689.75	3,689.75	3,722.50	3,700.50
S2	3,651.50	3,651.50	3,717.00
S3	3,591.75	3,630.00	3,711.50
S4	3,532.00	3,570.25	3,695.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,734.00	3,673.00	61.00	1.6%	29.25	0.8%	77%	True	False	2,286
10	3,734.00	3,558.75	175.25	4.7%	33.50	0.9%	92%	True	False	1,708
20	3,734.00	3,500.00	234.00	6.3%	39.00	1.0%	94%	True	False	901
40	3,734.00	3,404.00	330.00	8.9%	46.25	1.2%	96%	True	False	484
60	3,734.00	3,404.00	330.00	8.9%	46.00	1.2%	96%	True	False	334
80	3,734.00	3,404.00	330.00	8.9%	37.50	1.0%	96%	True	False	252
100	3,734.00	3,404.00	330.00	8.9%	31.00	0.8%	96%	True	False	202
120	3,734.00	3,404.00	330.00	8.9%	27.00	0.7%	96%	True	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,877.50
2.618	3,822.25
1.618	3,788.50
1.000	3,767.75
0.618	3,754.75
HIGH	3,734.00
0.618	3,721.00
0.500	3,717.00
0.382	3,713.25
LOW	3,700.25
0.618	3,679.50
1.000	3,666.50
1.618	3,645.75
2.618	3,612.00
4.250	3,556.75

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	3,719.25	3,719.25
PP	3,718.25	3,718.25
S1	3,717.00	3,717.00

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

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