E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	3,792.25	3,792.00	-0.25	0.0%	3,767.00
High	3,807.25	3,828.00	20.75	0.5%	3,803.25
Low	3,785.25	3,781.25	-4.00	-0.1%	3,750.25
Close	3,794.50	3,794.50	0.00	0.0%	3,793.25
Range	22.00	46.75	24.75	112.5%	53.00
ATR	32.15	33.20	1.04	3.2%	0.00
Volume	161,444	281,591	120,147	74.4%	1,176,723

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,941.50	3,914.75	3,820.25
R3	3,894.75	3,868.00	3,807.25
R2	3,848.00	3,848.00	3,803.00
R1	3,821.25	3,821.25	3,798.75	3,834.50
PP	3,801.25	3,801.25	3,801.25	3,808.00
S1	3,774.50	3,774.50	3,790.25	3,788.00
S2	3,754.50	3,754.50	3,786.00
S3	3,707.75	3,727.75	3,781.75
S4	3,661.00	3,681.00	3,768.75

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	3,828.00	3,755.00	73.00	1.9%	31.50	0.8%	54%	True	False	219,683
10	3,828.00	3,744.75	83.25	2.2%	32.00	0.8%	60%	True	False	200,387
20	3,828.00	3,700.25	127.75	3.4%	29.50	0.8%	74%	True	False	101,830
40	3,828.00	3,500.00	328.00	8.6%	34.25	0.9%	90%	True	False	51,113
60	3,828.00	3,404.00	424.00	11.2%	41.75	1.1%	92%	True	False	34,091
80	3,828.00	3,404.00	424.00	11.2%	41.25	1.1%	92%	True	False	25,574
100	3,828.00	3,404.00	424.00	11.2%	35.25	0.9%	92%	True	False	20,460
120	3,828.00	3,404.00	424.00	11.2%	30.25	0.8%	92%	True	False	17,051

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,026.75
2.618	3,950.50
1.618	3,903.75
1.000	3,874.75
0.618	3,857.00
HIGH	3,828.00
0.618	3,810.25
0.500	3,804.50
0.382	3,799.00
LOW	3,781.25
0.618	3,752.25
1.000	3,734.50
1.618	3,705.50
2.618	3,658.75
4.250	3,582.50

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	3,804.50	3,804.50
PP	3,801.25	3,801.25
S1	3,798.00	3,798.00

Download as Excel Spreadsheet

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

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