E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	3,794.75	3,786.00	-8.75	-0.2%	3,767.00
High	3,803.25	3,799.50	-3.75	-0.1%	3,803.25
Low	3,774.25	3,784.75	10.50	0.3%	3,750.25
Close	3,789.00	3,793.25	4.25	0.1%	3,793.25
Range	29.00	14.75	-14.25	-49.1%	53.00
ATR	34.33	32.94	-1.40	-4.1%	0.00
Volume	218,554	158,922	-59,632	-27.3%	1,176,723

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,836.75	3,829.75	3,801.25
R3	3,822.00	3,815.00	3,797.25
R2	3,807.25	3,807.25	3,796.00
R1	3,800.25	3,800.25	3,794.50	3,803.75
PP	3,792.50	3,792.50	3,792.50	3,794.25
S1	3,785.50	3,785.50	3,792.00	3,789.00
S2	3,777.75	3,777.75	3,790.50
S3	3,763.00	3,770.75	3,789.25
S4	3,748.25	3,756.00	3,785.25

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,941.25	3,920.25	3,822.50
R3	3,888.25	3,867.25	3,807.75
R2	3,835.25	3,835.25	3,803.00
R1	3,814.25	3,814.25	3,798.00	3,824.75
PP	3,782.25	3,782.25	3,782.25	3,787.50
S1	3,761.25	3,761.25	3,788.50	3,771.75
S2	3,729.25	3,729.25	3,783.50
S3	3,676.25	3,708.25	3,778.75
S4	3,623.25	3,655.25	3,764.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,803.25	3,750.25	53.00	1.4%	29.00	0.8%	81%	False	False	235,344
10	3,803.25	3,744.75	58.50	1.5%	28.75	0.8%	83%	False	False	157,404
20	3,803.25	3,639.25	164.00	4.3%	29.75	0.8%	94%	False	False	79,777
40	3,803.25	3,476.00	327.25	8.6%	36.00	1.0%	97%	False	False	40,038
60	3,803.25	3,404.00	399.25	10.5%	41.75	1.1%	97%	False	False	26,709
80	3,803.25	3,404.00	399.25	10.5%	41.00	1.1%	97%	False	False	20,036
100	3,803.25	3,404.00	399.25	10.5%	35.00	0.9%	97%	False	False	16,030
120	3,803.25	3,404.00	399.25	10.5%	29.75	0.8%	97%	False	False	13,359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.85
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	3,862.25
2.618	3,838.00
1.618	3,823.25
1.000	3,814.25
0.618	3,808.50
HIGH	3,799.50
0.618	3,793.75
0.500	3,792.00
0.382	3,790.50
LOW	3,784.75
0.618	3,775.75
1.000	3,770.00
1.618	3,761.00
2.618	3,746.25
4.250	3,722.00

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	3,793.00	3,788.50
PP	3,792.50	3,783.75
S1	3,792.00	3,779.00

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

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