E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	3,958.50	3,957.25	-1.25	0.0%	3,929.50
High	3,977.50	3,983.00	5.50	0.1%	3,991.25
Low	3,948.50	3,953.25	4.75	0.1%	3,909.75
Close	3,952.25	3,968.50	16.25	0.4%	3,955.50
Range	29.00	29.75	0.75	2.6%	81.50
ATR	38.01	37.49	-0.52	-1.4%	0.00
Volume	219,908	275,028	55,120	25.1%	1,048,070

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,057.50	4,042.75	3,984.75
R3	4,027.75	4,013.00	3,976.75
R2	3,998.00	3,998.00	3,974.00
R1	3,983.25	3,983.25	3,971.25	3,990.50
PP	3,968.25	3,968.25	3,968.25	3,972.00
S1	3,953.50	3,953.50	3,965.75	3,961.00
S2	3,938.50	3,938.50	3,963.00
S3	3,908.75	3,923.75	3,960.25
S4	3,879.00	3,894.00	3,952.25

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,196.75	4,157.50	4,000.25
R3	4,115.25	4,076.00	3,978.00
R2	4,033.75	4,033.75	3,970.50
R1	3,994.50	3,994.50	3,963.00	4,014.00
PP	3,952.25	3,952.25	3,952.25	3,962.00
S1	3,913.00	3,913.00	3,948.00	3,932.50
S2	3,870.75	3,870.75	3,940.50
S3	3,789.25	3,831.50	3,933.00
S4	3,707.75	3,750.00	3,910.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,991.25	3,929.00	62.25	1.6%	31.25	0.8%	63%	False	False	225,034
10	3,991.25	3,854.00	137.25	3.5%	40.50	1.0%	83%	False	False	242,563
20	3,991.25	3,831.50	159.75	4.0%	38.50	1.0%	86%	False	False	233,901
40	3,991.25	3,706.50	284.75	7.2%	35.25	0.9%	92%	False	False	193,146
60	3,991.25	3,500.00	491.25	12.4%	36.00	0.9%	95%	False	False	129,075
80	3,991.25	3,404.00	587.25	14.8%	39.25	1.0%	96%	False	False	96,820
100	3,991.25	3,404.00	587.25	14.8%	41.50	1.0%	96%	False	False	77,465
120	3,991.25	3,404.00	587.25	14.8%	37.00	0.9%	96%	False	False	64,555

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	7.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,109.50
2.618	4,061.00
1.618	4,031.25
1.000	4,012.75
0.618	4,001.50
HIGH	3,983.00
0.618	3,971.75
0.500	3,968.00
0.382	3,964.50
LOW	3,953.25
0.618	3,934.75
1.000	3,923.50
1.618	3,905.00
2.618	3,875.25
4.250	3,826.75

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	3,968.50	3,964.25
PP	3,968.25	3,960.25
S1	3,968.00	3,956.00

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

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