E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	3,957.25	3,968.75	11.50	0.3%	3,929.50
High	3,983.00	3,970.25	-12.75	-0.3%	3,991.25
Low	3,953.25	3,881.75	-71.50	-1.8%	3,909.75
Close	3,968.50	3,884.75	-83.75	-2.1%	3,955.50
Range	29.75	88.50	58.75	197.5%	81.50
ATR	37.49	41.14	3.64	9.7%	0.00
Volume	275,028	423,444	148,416	54.0%	1,048,070

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,177.75	4,119.75	3,933.50
R3	4,089.25	4,031.25	3,909.00
R2	4,000.75	4,000.75	3,901.00
R1	3,942.75	3,942.75	3,892.75	3,927.50
PP	3,912.25	3,912.25	3,912.25	3,904.50
S1	3,854.25	3,854.25	3,876.75	3,839.00
S2	3,823.75	3,823.75	3,868.50
S3	3,735.25	3,765.75	3,860.50
S4	3,646.75	3,677.25	3,836.00

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	3,983.00	3,881.75	101.25	2.6%	43.25	1.1%	3%	False	True	267,785
10	3,991.25	3,854.00	137.25	3.5%	42.50	1.1%	22%	False	False	246,870
20	3,991.25	3,831.50	159.75	4.1%	42.25	1.1%	33%	False	False	247,568
40	3,991.25	3,726.75	264.50	6.8%	36.50	0.9%	60%	False	False	203,692
60	3,991.25	3,500.00	491.25	12.6%	36.75	0.9%	78%	False	False	136,131
80	3,991.25	3,404.00	587.25	15.1%	39.75	1.0%	82%	False	False	102,112
100	3,991.25	3,404.00	587.25	15.1%	42.25	1.1%	82%	False	False	81,699
120	3,991.25	3,404.00	587.25	15.1%	37.25	1.0%	82%	False	False	68,084

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	7.03
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	4,346.50
2.618	4,202.00
1.618	4,113.50
1.000	4,058.75
0.618	4,025.00
HIGH	3,970.25
0.618	3,936.50
0.500	3,926.00
0.382	3,915.50
LOW	3,881.75
0.618	3,827.00
1.000	3,793.25
1.618	3,738.50
2.618	3,650.00
4.250	3,505.50

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	3,926.00	3,932.50
PP	3,912.25	3,916.50
S1	3,898.50	3,900.50

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

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