E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	3,869.25	3,855.50	-13.75	-0.4%	3,873.00
High	3,892.50	3,886.75	-5.75	-0.1%	3,915.75
Low	3,840.75	3,826.50	-14.25	-0.4%	3,826.50
Close	3,856.75	3,873.50	16.75	0.4%	3,873.50
Range	51.75	60.25	8.50	16.4%	89.25
ATR	43.98	45.14	1.16	2.6%	0.00
Volume	329,596	315,422	-14,174	-4.3%	1,544,791

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,043.00	4,018.50	3,906.75
R3	3,982.75	3,958.25	3,890.00
R2	3,922.50	3,922.50	3,884.50
R1	3,898.00	3,898.00	3,879.00	3,910.25
PP	3,862.25	3,862.25	3,862.25	3,868.50
S1	3,837.75	3,837.75	3,868.00	3,850.00
S2	3,802.00	3,802.00	3,862.50
S3	3,741.75	3,777.50	3,857.00
S4	3,681.50	3,717.25	3,840.25

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,139.75	4,095.75	3,922.50
R3	4,050.50	4,006.50	3,898.00
R2	3,961.25	3,961.25	3,889.75
R1	3,917.25	3,917.25	3,881.75	3,939.25
PP	3,872.00	3,872.00	3,872.00	3,883.00
S1	3,828.00	3,828.00	3,865.25	3,850.00
S2	3,782.75	3,782.75	3,857.25
S3	3,693.50	3,738.75	3,849.00
S4	3,604.25	3,649.50	3,824.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,915.75	3,826.50	89.25	2.3%	51.75	1.3%	53%	False	True	308,958
10	3,983.00	3,826.50	156.50	4.0%	50.00	1.3%	30%	False	True	313,599
20	3,991.25	3,826.50	164.75	4.3%	46.00	1.2%	29%	False	True	278,388
40	3,991.25	3,750.25	241.00	6.2%	39.75	1.0%	51%	False	False	249,955
60	3,991.25	3,532.75	458.50	11.8%	37.75	1.0%	74%	False	False	169,577
80	3,991.25	3,476.00	515.25	13.3%	38.50	1.0%	77%	False	False	127,201
100	3,991.25	3,404.00	587.25	15.2%	42.75	1.1%	80%	False	False	101,771
120	3,991.25	3,404.00	587.25	15.2%	39.50	1.0%	80%	False	False	84,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.28
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,142.75
2.618	4,044.50
1.618	3,984.25
1.000	3,947.00
0.618	3,924.00
HIGH	3,886.75
0.618	3,863.75
0.500	3,856.50
0.382	3,849.50
LOW	3,826.50
0.618	3,789.25
1.000	3,766.25
1.618	3,729.00
2.618	3,668.75
4.250	3,570.50

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	3,868.00	3,868.75
PP	3,862.25	3,864.25
S1	3,856.50	3,859.50

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

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