E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	4,092.75	4,071.75	-21.00	-0.5%	4,057.50
High	4,113.75	4,101.00	-12.75	-0.3%	4,086.00
Low	4,062.50	4,056.25	-6.25	-0.2%	4,054.50
Close	4,071.75	4,069.25	-2.50	-0.1%	4,082.00
Range	51.25	44.75	-6.50	-12.7%	31.50
ATR	32.67	33.53	0.86	2.6%	0.00
Volume	265,476	276,115	10,639	4.0%	778,576

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,209.75	4,184.25	4,093.75
R3	4,165.00	4,139.50	4,081.50
R2	4,120.25	4,120.25	4,077.50
R1	4,094.75	4,094.75	4,073.25	4,085.00
PP	4,075.50	4,075.50	4,075.50	4,070.75
S1	4,050.00	4,050.00	4,065.25	4,040.50
S2	4,030.75	4,030.75	4,061.00
S3	3,986.00	4,005.25	4,057.00
S4	3,941.25	3,960.50	4,044.75

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,168.75	4,156.75	4,099.25
R3	4,137.25	4,125.25	4,090.75
R2	4,105.75	4,105.75	4,087.75
R1	4,093.75	4,093.75	4,085.00	4,099.75
PP	4,074.25	4,074.25	4,074.25	4,077.00
S1	4,062.25	4,062.25	4,079.00	4,068.25
S2	4,042.75	4,042.75	4,076.25
S3	4,011.25	4,030.75	4,073.25
S4	3,979.75	3,999.25	4,064.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,113.75	4,054.50	59.25	1.5%	32.25	0.8%	25%	False	False	214,218
10	4,113.75	4,032.75	81.00	2.0%	25.25	0.6%	45%	False	False	187,220
20	4,113.75	3,826.50	287.25	7.1%	32.00	0.8%	85%	False	False	206,546
40	4,113.75	3,826.50	287.25	7.1%	38.50	0.9%	85%	False	False	239,295
60	4,113.75	3,744.75	369.00	9.1%	36.50	0.9%	88%	False	False	227,019
80	4,113.75	3,532.75	581.00	14.3%	35.50	0.9%	92%	False	False	170,759
100	4,113.75	3,404.00	709.75	17.4%	37.50	0.9%	94%	False	False	136,620
120	4,113.75	3,404.00	709.75	17.4%	40.75	1.0%	94%	False	False	113,859

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	7.95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,291.25
2.618	4,218.25
1.618	4,173.50
1.000	4,145.75
0.618	4,128.75
HIGH	4,101.00
0.618	4,084.00
0.500	4,078.50
0.382	4,073.25
LOW	4,056.25
0.618	4,028.50
1.000	4,011.50
1.618	3,983.75
2.618	3,939.00
4.250	3,866.00

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	4,078.50	4,085.00
PP	4,075.50	4,079.75
S1	4,072.50	4,074.50

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

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