E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	4,071.75	4,072.25	0.50	0.0%	4,078.75
High	4,101.00	4,091.50	-9.50	-0.2%	4,113.75
Low	4,056.25	4,052.00	-4.25	-0.1%	4,052.00
Close	4,069.25	4,086.50	17.25	0.4%	4,086.50
Range	44.75	39.50	-5.25	-11.7%	61.75
ATR	33.53	33.96	0.43	1.3%	0.00
Volume	276,115	283,624	7,509	2.7%	1,020,427

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,195.25	4,180.25	4,108.25
R3	4,155.75	4,140.75	4,097.25
R2	4,116.25	4,116.25	4,093.75
R1	4,101.25	4,101.25	4,090.00	4,108.75
PP	4,076.75	4,076.75	4,076.75	4,080.50
S1	4,061.75	4,061.75	4,083.00	4,069.25
S2	4,037.25	4,037.25	4,079.25
S3	3,997.75	4,022.25	4,075.75
S4	3,958.25	3,982.75	4,064.75

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,269.25	4,239.75	4,120.50
R3	4,207.50	4,178.00	4,103.50
R2	4,145.75	4,145.75	4,097.75
R1	4,116.25	4,116.25	4,092.25	4,131.00
PP	4,084.00	4,084.00	4,084.00	4,091.50
S1	4,054.50	4,054.50	4,080.75	4,069.25
S2	4,022.25	4,022.25	4,075.25
S3	3,960.50	3,992.75	4,069.50
S4	3,898.75	3,931.00	4,052.50

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	4,052.00	61.75	1.5%	36.00	0.9%	56%	False	True	237,652
10	4,113.75	4,036.50	77.25	1.9%	27.50	0.7%	65%	False	False	201,067
20	4,113.75	3,826.50	287.25	7.0%	31.50	0.8%	91%	False	False	204,248
40	4,113.75	3,826.50	287.25	7.0%	38.00	0.9%	91%	False	False	238,454
60	4,113.75	3,744.75	369.00	9.0%	36.75	0.9%	93%	False	False	231,347
80	4,113.75	3,532.75	581.00	14.2%	35.75	0.9%	95%	False	False	174,302
100	4,113.75	3,404.00	709.75	17.4%	37.50	0.9%	96%	False	False	139,456
120	4,113.75	3,404.00	709.75	17.4%	40.75	1.0%	96%	False	False	116,222

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	9.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,259.50
2.618	4,195.00
1.618	4,155.50
1.000	4,131.00
0.618	4,116.00
HIGH	4,091.50
0.618	4,076.50
0.500	4,071.75
0.382	4,067.00
LOW	4,052.00
0.618	4,027.50
1.000	4,012.50
1.618	3,988.00
2.618	3,948.50
4.250	3,884.00

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	4,081.50	4,085.25
PP	4,076.75	4,084.00
S1	4,071.75	4,083.00

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

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