E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	3,898.00	3,922.50	24.50	0.6%	3,912.75
High	3,930.75	3,933.50	2.75	0.1%	3,916.75
Low	3,897.75	3,880.00	-17.75	-0.5%	3,831.50
Close	3,919.25	3,912.50	-6.75	-0.2%	3,897.50
Range	33.00	53.50	20.50	62.1%	85.25
ATR	35.06	36.37	1.32	3.8%	0.00
Volume	163,878	332,223	168,345	102.7%	1,269,488

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,069.25	4,044.25	3,942.00
R3	4,015.75	3,990.75	3,927.25
R2	3,962.25	3,962.25	3,922.25
R1	3,937.25	3,937.25	3,917.50	3,923.00
PP	3,908.75	3,908.75	3,908.75	3,901.50
S1	3,883.75	3,883.75	3,907.50	3,869.50
S2	3,855.25	3,855.25	3,902.75
S3	3,801.75	3,830.25	3,897.75
S4	3,748.25	3,776.75	3,883.00

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,137.75	4,102.75	3,944.50
R3	4,052.50	4,017.50	3,921.00
R2	3,967.25	3,967.25	3,913.25
R1	3,932.25	3,932.25	3,905.25	3,907.00
PP	3,882.00	3,882.00	3,882.00	3,869.25
S1	3,847.00	3,847.00	3,889.75	3,822.00
S2	3,796.75	3,796.75	3,881.75
S3	3,711.50	3,761.75	3,874.00
S4	3,626.25	3,676.50	3,850.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,933.50	3,831.50	102.00	2.6%	41.25	1.1%	79%	True	False	251,756
10	3,933.50	3,831.50	102.00	2.6%	38.50	1.0%	79%	True	False	223,275
20	3,933.50	3,755.00	178.50	4.6%	34.75	0.9%	88%	True	False	221,101
40	3,933.50	3,558.75	374.75	9.6%	33.25	0.9%	94%	True	False	127,566
60	3,933.50	3,476.00	457.50	11.7%	36.50	0.9%	95%	True	False	85,072
80	3,933.50	3,404.00	529.50	13.5%	42.00	1.1%	96%	True	False	63,818
100	3,933.50	3,404.00	529.50	13.5%	39.00	1.0%	96%	True	False	51,056
120	3,933.50	3,404.00	529.50	13.5%	34.00	0.9%	96%	True	False	42,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.65
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,161.00
2.618	4,073.50
1.618	4,020.00
1.000	3,987.00
0.618	3,966.50
HIGH	3,933.50
0.618	3,913.00
0.500	3,906.75
0.382	3,900.50
LOW	3,880.00
0.618	3,847.00
1.000	3,826.50
1.618	3,793.50
2.618	3,740.00
4.250	3,652.50

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	3,910.50	3,909.25
PP	3,908.75	3,906.00
S1	3,906.75	3,902.50

Download as Excel Spreadsheet

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

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