E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	4,072.25	4,086.50	14.25	0.3%	4,078.75
High	4,091.50	4,105.00	13.50	0.3%	4,113.75
Low	4,052.00	4,075.50	23.50	0.6%	4,052.00
Close	4,086.50	4,093.00	6.50	0.2%	4,086.50
Range	39.50	29.50	-10.00	-25.3%	61.75
ATR	33.96	33.64	-0.32	-0.9%	0.00
Volume	283,624	207,652	-75,972	-26.8%	1,020,427

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,179.75	4,165.75	4,109.25
R3	4,150.25	4,136.25	4,101.00
R2	4,120.75	4,120.75	4,098.50
R1	4,106.75	4,106.75	4,095.75	4,113.75
PP	4,091.25	4,091.25	4,091.25	4,094.50
S1	4,077.25	4,077.25	4,090.25	4,084.25
S2	4,061.75	4,061.75	4,087.50
S3	4,032.25	4,047.75	4,085.00
S4	4,002.75	4,018.25	4,076.75

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%	37.00	0.9%	66%	False	False	245,615
10	4,113.75	4,052.00	61.75	1.5%	28.00	0.7%	66%	False	False	200,665
20	4,113.75	3,873.75	240.00	5.9%	30.00	0.7%	91%	False	False	198,859
40	4,113.75	3,826.50	287.25	7.0%	38.00	0.9%	93%	False	False	238,623
60	4,113.75	3,750.25	363.50	8.9%	36.50	0.9%	94%	False	False	232,923
80	4,113.75	3,532.75	581.00	14.2%	36.00	0.9%	96%	False	False	176,897
100	4,113.75	3,476.00	637.75	15.6%	36.75	0.9%	97%	False	False	141,532
120	4,113.75	3,404.00	709.75	17.3%	40.50	1.0%	97%	False	False	117,953

Crabel Price Patterns
NR	True
NR4	True
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	9.15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,230.50
2.618	4,182.25
1.618	4,152.75
1.000	4,134.50
0.618	4,123.25
HIGH	4,105.00
0.618	4,093.75
0.500	4,090.25
0.382	4,086.75
LOW	4,075.50
0.618	4,057.25
1.000	4,046.00
1.618	4,027.75
2.618	3,998.25
4.250	3,950.00

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	4,092.00	4,088.25
PP	4,091.25	4,083.25
S1	4,090.25	4,078.50

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

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