E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	3,916.50	3,919.00	2.50	0.1%	3,912.75
High	3,941.00	3,927.50	-13.50	-0.3%	3,916.75
Low	3,913.00	3,859.25	-53.75	-1.4%	3,831.50
Close	3,922.50	3,876.00	-46.50	-1.2%	3,897.50
Range	28.00	68.25	40.25	143.8%	85.25
ATR	35.81	38.13	2.32	6.5%	0.00
Volume	215,286	380,375	165,089	76.7%	1,269,488

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,092.25	4,052.50	3,913.50
R3	4,024.00	3,984.25	3,894.75
R2	3,955.75	3,955.75	3,888.50
R1	3,916.00	3,916.00	3,882.25	3,901.75
PP	3,887.50	3,887.50	3,887.50	3,880.50
S1	3,847.75	3,847.75	3,869.75	3,833.50
S2	3,819.25	3,819.25	3,863.50
S3	3,751.00	3,779.50	3,857.25
S4	3,682.75	3,711.25	3,838.50

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	3,941.00	3,859.25	81.75	2.1%	42.00	1.1%	20%	False	True	258,527
10	3,941.00	3,831.50	109.50	2.8%	41.75	1.1%	41%	False	False	248,266
20	3,941.00	3,774.25	166.75	4.3%	36.00	0.9%	61%	False	False	223,793
40	3,941.00	3,586.50	354.50	9.1%	33.50	0.9%	82%	False	False	142,444
60	3,941.00	3,476.00	465.00	12.0%	37.00	1.0%	86%	False	False	94,999
80	3,941.00	3,404.00	537.00	13.9%	41.50	1.1%	88%	False	False	71,263
100	3,941.00	3,404.00	537.00	13.9%	39.75	1.0%	88%	False	False	57,013
120	3,941.00	3,404.00	537.00	13.9%	34.75	0.9%	88%	False	False	47,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.38
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	4,217.50
2.618	4,106.25
1.618	4,038.00
1.000	3,995.75
0.618	3,969.75
HIGH	3,927.50
0.618	3,901.50
0.500	3,893.50
0.382	3,885.25
LOW	3,859.25
0.618	3,817.00
1.000	3,791.00
1.618	3,748.75
2.618	3,680.50
4.250	3,569.25

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	3,893.50	3,900.00
PP	3,887.50	3,892.00
S1	3,881.75	3,884.00

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

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