E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	3,973.00	3,991.00	18.00	0.5%	3,874.00
High	3,994.50	4,019.50	25.00	0.6%	3,994.50
Low	3,947.25	3,991.00	43.75	1.1%	3,873.75
Close	3,985.00	4,013.25	28.25	0.7%	3,985.00
Range	47.25	28.50	-18.75	-39.7%	120.75
ATR	44.08	43.40	-0.68	-1.6%	0.00
Volume	362,617	159,348	-203,269	-56.1%	1,139,939

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,093.50	4,081.75	4,029.00
R3	4,065.00	4,053.25	4,021.00
R2	4,036.50	4,036.50	4,018.50
R1	4,024.75	4,024.75	4,015.75	4,030.50
PP	4,008.00	4,008.00	4,008.00	4,010.75
S1	3,996.25	3,996.25	4,010.75	4,002.00
S2	3,979.50	3,979.50	4,008.00
S3	3,951.00	3,967.75	4,005.50
S4	3,922.50	3,939.25	3,997.50

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,313.25	4,270.00	4,051.50
R3	4,192.50	4,149.25	4,018.25
R2	4,071.75	4,071.75	4,007.25
R1	4,028.50	4,028.50	3,996.00	4,050.00
PP	3,951.00	3,951.00	3,951.00	3,962.00
S1	3,907.75	3,907.75	3,974.00	3,929.50
S2	3,830.25	3,830.25	3,962.75
S3	3,709.50	3,787.00	3,951.75
S4	3,588.75	3,666.25	3,918.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,019.50	3,883.25	136.25	3.4%	38.50	1.0%	95%	True	False	224,166
10	4,019.50	3,826.50	193.00	4.8%	44.50	1.1%	97%	True	False	259,331
20	4,019.50	3,826.50	193.00	4.8%	43.25	1.1%	97%	True	False	263,177
40	4,019.50	3,781.25	238.25	5.9%	41.25	1.0%	97%	True	False	246,841
60	4,019.50	3,639.25	380.25	9.5%	37.50	0.9%	98%	True	False	191,153
80	4,019.50	3,476.00	543.50	13.5%	38.75	1.0%	99%	True	False	143,440
100	4,019.50	3,404.00	615.50	15.3%	41.50	1.0%	99%	True	False	114,762
120	4,019.50	3,404.00	615.50	15.3%	41.00	1.0%	99%	True	False	95,638

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	11.68
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,140.50
2.618	4,094.00
1.618	4,065.50
1.000	4,048.00
0.618	4,037.00
HIGH	4,019.50
0.618	4,008.50
0.500	4,005.25
0.382	4,002.00
LOW	3,991.00
0.618	3,973.50
1.000	3,962.50
1.618	3,945.00
2.618	3,916.50
4.250	3,870.00

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	4,010.50	4,002.00
PP	4,008.00	3,990.75
S1	4,005.25	3,979.50

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

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