E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	4,017.00	4,036.50	19.50	0.5%	3,874.00
High	4,040.50	4,046.50	6.00	0.1%	3,994.50
Low	4,015.75	4,028.75	13.00	0.3%	3,873.75
Close	4,034.25	4,039.50	5.25	0.1%	3,985.00
Range	24.75	17.75	-7.00	-28.3%	120.75
ATR	42.24	40.49	-1.75	-4.1%	0.00
Volume	151,276	163,157	11,881	7.9%	1,139,939

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,091.50	4,083.25	4,049.25
R3	4,073.75	4,065.50	4,044.50
R2	4,056.00	4,056.00	4,042.75
R1	4,047.75	4,047.75	4,041.25	4,052.00
PP	4,038.25	4,038.25	4,038.25	4,040.25
S1	4,030.00	4,030.00	4,037.75	4,034.00
S2	4,020.50	4,020.50	4,036.25
S3	4,002.75	4,012.25	4,034.50
S4	3,985.00	3,994.50	4,029.75

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	4,046.50	3,939.50	107.00	2.6%	30.75	0.8%	93%	True	False	202,538
10	4,046.50	3,826.50	220.00	5.4%	39.00	1.0%	97%	True	False	225,873
20	4,046.50	3,826.50	220.00	5.4%	41.75	1.0%	97%	True	False	258,481
40	4,046.50	3,783.00	263.50	6.5%	40.50	1.0%	97%	True	False	243,626
60	4,046.50	3,700.25	346.25	8.6%	37.00	0.9%	98%	True	False	196,361
80	4,046.50	3,500.00	546.50	13.5%	37.50	0.9%	99%	True	False	147,370
100	4,046.50	3,404.00	642.50	15.9%	41.25	1.0%	99%	True	False	117,905
120	4,046.50	3,404.00	642.50	15.9%	41.00	1.0%	99%	True	False	98,258

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.35
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,122.00
2.618	4,093.00
1.618	4,075.25
1.000	4,064.25
0.618	4,057.50
HIGH	4,046.50
0.618	4,039.75
0.500	4,037.50
0.382	4,035.50
LOW	4,028.75
0.618	4,017.75
1.000	4,011.00
1.618	4,000.00
2.618	3,982.25
4.250	3,953.25

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	4,039.00	4,032.50
PP	4,038.25	4,025.75
S1	4,037.50	4,018.75

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

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