E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	3,855.50	3,874.00	18.50	0.5%	3,873.00
High	3,886.75	3,917.75	31.00	0.8%	3,915.75
Low	3,826.50	3,873.75	47.25	1.2%	3,826.50
Close	3,873.50	3,905.00	31.50	0.8%	3,873.50
Range	60.25	44.00	-16.25	-27.0%	89.25
ATR	45.14	45.08	-0.06	-0.1%	0.00
Volume	315,422	178,453	-136,969	-43.4%	1,544,791

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,030.75	4,012.00	3,929.25
R3	3,986.75	3,968.00	3,917.00
R2	3,942.75	3,942.75	3,913.00
R1	3,924.00	3,924.00	3,909.00	3,933.50
PP	3,898.75	3,898.75	3,898.75	3,903.50
S1	3,880.00	3,880.00	3,901.00	3,889.50
S2	3,854.75	3,854.75	3,897.00
S3	3,810.75	3,836.00	3,893.00
S4	3,766.75	3,792.00	3,880.75

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	3,917.75	3,826.50	91.25	2.3%	50.75	1.3%	86%	True	False	294,496
10	3,983.00	3,826.50	156.50	4.0%	50.25	1.3%	50%	False	False	310,413
20	3,991.25	3,826.50	164.75	4.2%	46.50	1.2%	48%	False	False	279,116
40	3,991.25	3,750.25	241.00	6.2%	40.00	1.0%	64%	False	False	248,239
60	3,991.25	3,539.00	452.25	11.6%	37.50	1.0%	81%	False	False	172,550
80	3,991.25	3,476.00	515.25	13.2%	38.75	1.0%	83%	False	False	129,431
100	3,991.25	3,404.00	587.25	15.0%	42.75	1.1%	85%	False	False	103,556
120	3,991.25	3,404.00	587.25	15.0%	39.75	1.0%	85%	False	False	86,298

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	10.68
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,104.75
2.618	4,033.00
1.618	3,989.00
1.000	3,961.75
0.618	3,945.00
HIGH	3,917.75
0.618	3,901.00
0.500	3,895.75
0.382	3,890.50
LOW	3,873.75
0.618	3,846.50
1.000	3,829.75
1.618	3,802.50
2.618	3,758.50
4.250	3,686.75

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	3,902.00	3,894.00
PP	3,898.75	3,883.00
S1	3,895.75	3,872.00

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

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