E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	3,924.50	3,944.75	20.25	0.5%	3,898.00
High	3,959.50	3,983.25	23.75	0.6%	3,941.00
Low	3,923.75	3,944.25	20.50	0.5%	3,854.00
Close	3,950.50	3,975.50	25.00	0.6%	3,930.25
Range	35.75	39.00	3.25	9.1%	87.00
ATR	39.74	39.69	-0.05	-0.1%	0.00
Volume	198,837	209,511	10,674	5.4%	1,383,696

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,084.75	4,069.00	3,997.00
R3	4,045.75	4,030.00	3,986.25
R2	4,006.75	4,006.75	3,982.75
R1	3,991.00	3,991.00	3,979.00	3,999.00
PP	3,967.75	3,967.75	3,967.75	3,971.50
S1	3,952.00	3,952.00	3,972.00	3,960.00
S2	3,928.75	3,928.75	3,968.25
S3	3,889.75	3,913.00	3,964.75
S4	3,850.75	3,874.00	3,954.00

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,169.50	4,136.75	3,978.00
R3	4,082.50	4,049.75	3,954.25
R2	3,995.50	3,995.50	3,946.25
R1	3,962.75	3,962.75	3,938.25	3,979.00
PP	3,908.50	3,908.50	3,908.50	3,916.50
S1	3,875.75	3,875.75	3,922.25	3,892.00
S2	3,821.50	3,821.50	3,914.25
S3	3,734.50	3,788.75	3,906.25
S4	3,647.50	3,701.75	3,882.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,983.25	3,854.00	129.25	3.3%	49.75	1.3%	94%	True	False	260,092
10	3,983.25	3,831.50	151.75	3.8%	45.00	1.1%	95%	True	False	252,997
20	3,983.25	3,783.00	200.25	5.0%	39.50	1.0%	96%	True	False	228,772
40	3,983.25	3,700.25	283.00	7.1%	34.50	0.9%	97%	True	False	165,301
60	3,983.25	3,500.00	483.25	12.2%	36.00	0.9%	98%	True	False	110,332
80	3,983.25	3,404.00	579.25	14.6%	41.00	1.0%	99%	True	False	82,761
100	3,983.25	3,404.00	579.25	14.6%	41.00	1.0%	99%	True	False	66,214
120	3,983.25	3,404.00	579.25	14.6%	36.00	0.9%	99%	True	False	55,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,149.00
2.618	4,085.25
1.618	4,046.25
1.000	4,022.25
0.618	4,007.25
HIGH	3,983.25
0.618	3,968.25
0.500	3,963.75
0.382	3,959.25
LOW	3,944.25
0.618	3,920.25
1.000	3,905.25
1.618	3,881.25
2.618	3,842.25
4.250	3,778.50

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	3,971.50	3,965.75
PP	3,967.75	3,956.25
S1	3,963.75	3,946.50

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

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