E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	3,734.25	3,770.00	35.75	1.0%	3,726.25
High	3,774.50	3,791.50	17.00	0.5%	3,791.50
Low	3,726.75	3,765.50	38.75	1.0%	3,700.25
Close	3,769.00	3,790.75	21.75	0.6%	3,790.75
Range	47.75	26.00	-21.75	-45.5%	91.25
ATR	38.26	37.38	-0.88	-2.3%	0.00
Volume	4,520	2,053	-2,467	-54.6%	10,186

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,860.50	3,851.75	3,805.00
R3	3,834.50	3,825.75	3,798.00
R2	3,808.50	3,808.50	3,795.50
R1	3,799.75	3,799.75	3,793.25	3,804.00
PP	3,782.50	3,782.50	3,782.50	3,784.75
S1	3,773.75	3,773.75	3,788.25	3,778.00
S2	3,756.50	3,756.50	3,786.00
S3	3,730.50	3,747.75	3,783.50
S4	3,704.50	3,721.75	3,776.50

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,034.50	4,004.00	3,841.00
R3	3,943.25	3,912.75	3,815.75
R2	3,852.00	3,852.00	3,807.50
R1	3,821.50	3,821.50	3,799.00	3,836.75
PP	3,760.75	3,760.75	3,760.75	3,768.50
S1	3,730.25	3,730.25	3,782.50	3,745.50
S2	3,669.50	3,669.50	3,774.00
S3	3,578.25	3,639.00	3,765.75
S4	3,487.00	3,547.75	3,740.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,791.50	3,700.25	91.25	2.4%	32.75	0.9%	99%	True	False	2,037
10	3,791.50	3,639.25	152.25	4.0%	30.75	0.8%	100%	True	False	2,150
20	3,791.50	3,509.00	282.50	7.5%	35.25	0.9%	100%	True	False	1,325
40	3,791.50	3,404.00	387.50	10.2%	42.25	1.1%	100%	True	False	695
60	3,791.50	3,404.00	387.50	10.2%	46.00	1.2%	100%	True	False	480
80	3,791.50	3,404.00	387.50	10.2%	38.25	1.0%	100%	True	False	361
100	3,791.50	3,404.00	387.50	10.2%	32.25	0.9%	100%	True	False	290
120	3,791.50	3,404.00	387.50	10.2%	27.75	0.7%	100%	True	False	242

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,902.00
2.618	3,859.50
1.618	3,833.50
1.000	3,817.50
0.618	3,807.50
HIGH	3,791.50
0.618	3,781.50
0.500	3,778.50
0.382	3,775.50
LOW	3,765.50
0.618	3,749.50
1.000	3,739.50
1.618	3,723.50
2.618	3,697.50
4.250	3,655.00

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	3,786.75	3,776.75
PP	3,782.50	3,763.00
S1	3,778.50	3,749.00

Download as Excel Spreadsheet

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

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