E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	4,086.50	4,092.50	6.00	0.1%	4,078.75
High	4,105.00	4,110.50	5.50	0.1%	4,113.75
Low	4,075.50	4,053.25	-22.25	-0.5%	4,052.00
Close	4,093.00	4,066.00	-27.00	-0.7%	4,086.50
Range	29.50	57.25	27.75	94.1%	61.75
ATR	33.64	35.33	1.69	5.0%	0.00
Volume	207,652	386,107	178,455	85.9%	1,020,427

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,248.25	4,214.50	4,097.50
R3	4,191.00	4,157.25	4,081.75
R2	4,133.75	4,133.75	4,076.50
R1	4,100.00	4,100.00	4,071.25	4,088.25
PP	4,076.50	4,076.50	4,076.50	4,070.75
S1	4,042.75	4,042.75	4,060.75	4,031.00
S2	4,019.25	4,019.25	4,055.50
S3	3,962.00	3,985.50	4,050.25
S4	3,904.75	3,928.25	4,034.50

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%	44.50	1.1%	23%	False	False	283,794
10	4,113.75	4,052.00	61.75	1.5%	31.50	0.8%	23%	False	False	222,406
20	4,113.75	3,883.25	230.50	5.7%	30.75	0.8%	79%	False	False	209,242
40	4,113.75	3,826.50	287.25	7.1%	38.50	0.9%	83%	False	False	244,179
60	4,113.75	3,750.25	363.50	8.9%	37.00	0.9%	87%	False	False	235,240
80	4,113.75	3,539.00	574.75	14.1%	35.75	0.9%	92%	False	False	181,723
100	4,113.75	3,476.00	637.75	15.7%	37.25	0.9%	93%	False	False	145,393
120	4,113.75	3,404.00	709.75	17.5%	40.75	1.0%	93%	False	False	121,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.88
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4,353.75
2.618	4,260.50
1.618	4,203.25
1.000	4,167.75
0.618	4,146.00
HIGH	4,110.50
0.618	4,088.75
0.500	4,082.00
0.382	4,075.00
LOW	4,053.25
0.618	4,017.75
1.000	3,996.00
1.618	3,960.50
2.618	3,903.25
4.250	3,810.00

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	4,082.00	4,081.25
PP	4,076.50	4,076.25
S1	4,071.25	4,071.00

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

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