E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	4,039.75	4,047.75	8.00	0.2%	3,991.00
High	4,049.00	4,061.00	12.00	0.3%	4,061.00
Low	4,032.75	4,036.50	3.75	0.1%	3,991.00
Close	4,047.50	4,054.75	7.25	0.2%	4,054.75
Range	16.25	24.50	8.25	50.8%	70.00
ATR	38.76	37.74	-1.02	-2.6%	0.00
Volume	145,148	211,674	66,526	45.8%	830,603

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,124.25	4,114.00	4,068.25
R3	4,099.75	4,089.50	4,061.50
R2	4,075.25	4,075.25	4,059.25
R1	4,065.00	4,065.00	4,057.00	4,070.00
PP	4,050.75	4,050.75	4,050.75	4,053.25
S1	4,040.50	4,040.50	4,052.50	4,045.50
S2	4,026.25	4,026.25	4,050.25
S3	4,001.75	4,016.00	4,048.00
S4	3,977.25	3,991.50	4,041.25

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,245.50	4,220.25	4,093.25
R3	4,175.50	4,150.25	4,074.00
R2	4,105.50	4,105.50	4,067.50
R1	4,080.25	4,080.25	4,061.25	4,093.00
PP	4,035.50	4,035.50	4,035.50	4,042.00
S1	4,010.25	4,010.25	4,048.25	4,023.00
S2	3,965.50	3,965.50	4,042.00
S3	3,895.50	3,940.25	4,035.50
S4	3,825.50	3,870.25	4,016.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,061.00	3,991.00	70.00	1.7%	22.25	0.6%	91%	True	False	166,120
10	4,061.00	3,873.75	187.25	4.6%	32.00	0.8%	97%	True	False	197,054
20	4,061.00	3,826.50	234.50	5.8%	41.00	1.0%	97%	True	False	255,326
40	4,061.00	3,808.00	253.00	6.2%	39.75	1.0%	98%	True	False	240,317
60	4,061.00	3,700.25	360.75	8.9%	36.75	0.9%	98%	True	False	202,168
80	4,061.00	3,500.00	561.00	13.8%	37.25	0.9%	99%	True	False	151,825
100	4,061.00	3,404.00	657.00	16.2%	40.75	1.0%	99%	True	False	121,472
120	4,061.00	3,404.00	657.00	16.2%	41.25	1.0%	99%	True	False	101,232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,165.00
2.618	4,125.25
1.618	4,100.75
1.000	4,085.50
0.618	4,076.25
HIGH	4,061.00
0.618	4,051.75
0.500	4,048.75
0.382	4,045.75
LOW	4,036.50
0.618	4,021.25
1.000	4,012.00
1.618	3,996.75
2.618	3,972.25
4.250	3,932.50

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	4,052.75	4,051.50
PP	4,050.75	4,048.25
S1	4,048.75	4,045.00

Download as Excel Spreadsheet

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

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