E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	4,064.25	4,073.50	9.25	0.2%	3,991.00
High	4,075.75	4,077.00	1.25	0.0%	4,061.00
Low	4,061.75	4,063.50	1.75	0.0%	3,991.00
Close	4,072.25	4,072.75	0.50	0.0%	4,054.75
Range	14.00	13.50	-0.50	-3.6%	70.00
ATR	35.12	33.57	-1.54	-4.4%	0.00
Volume	147,208	128,378	-18,830	-12.8%	830,603

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,111.50	4,105.75	4,080.25
R3	4,098.00	4,092.25	4,076.50
R2	4,084.50	4,084.50	4,075.25
R1	4,078.75	4,078.75	4,074.00	4,075.00
PP	4,071.00	4,071.00	4,071.00	4,069.25
S1	4,065.25	4,065.25	4,071.50	4,061.50
S2	4,057.50	4,057.50	4,070.25
S3	4,044.00	4,051.75	4,069.00
S4	4,030.50	4,038.25	4,065.25

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	4,078.50	4,032.75	45.75	1.1%	18.00	0.4%	87%	False	False	160,222
10	4,078.50	3,939.50	139.00	3.4%	24.25	0.6%	96%	False	False	181,380
20	4,078.50	3,826.50	252.00	6.2%	38.50	0.9%	98%	False	False	242,278
40	4,078.50	3,826.50	252.00	6.2%	38.50	0.9%	98%	False	False	238,090
60	4,078.50	3,706.50	372.00	9.1%	36.25	0.9%	98%	False	False	209,523
80	4,078.50	3,500.00	578.50	14.2%	36.75	0.9%	99%	False	False	157,376
100	4,078.50	3,404.00	674.50	16.6%	39.25	1.0%	99%	False	False	125,912
120	4,078.50	3,404.00	674.50	16.6%	41.00	1.0%	99%	False	False	104,934

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.25
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4,134.50
2.618	4,112.25
1.618	4,098.75
1.000	4,090.50
0.618	4,085.25
HIGH	4,077.00
0.618	4,071.75
0.500	4,070.25
0.382	4,068.75
LOW	4,063.50
0.618	4,055.25
1.000	4,050.00
1.618	4,041.75
2.618	4,028.25
4.250	4,006.00

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	4,072.00	4,071.00
PP	4,071.00	4,069.25
S1	4,070.25	4,067.50

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

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