E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	4,057.50	4,034.75	-22.75	-0.6%	4,086.50
High	4,076.25	4,074.00	-2.25	-0.1%	4,110.50
Low	4,018.25	4,012.00	-6.25	-0.2%	4,053.25
Close	4,033.50	4,066.00	32.50	0.8%	4,069.75
Range	58.00	62.00	4.00	6.9%	57.25
ATR	37.70	39.43	1.74	4.6%	0.00
Volume	150,018	124,805	-25,213	-16.8%	1,342,599

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,236.75	4,213.25	4,100.00
R3	4,174.75	4,151.25	4,083.00
R2	4,112.75	4,112.75	4,077.25
R1	4,089.25	4,089.25	4,071.75	4,101.00
PP	4,050.75	4,050.75	4,050.75	4,056.50
S1	4,027.25	4,027.25	4,060.25	4,039.00
S2	3,988.75	3,988.75	4,054.75
S3	3,926.75	3,965.25	4,049.00
S4	3,864.75	3,903.25	4,032.00

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,249.50	4,217.00	4,101.25
R3	4,192.25	4,159.75	4,085.50
R2	4,135.00	4,135.00	4,080.25
R1	4,102.50	4,102.50	4,075.00	4,090.00
PP	4,077.75	4,077.75	4,077.75	4,071.75
S1	4,045.25	4,045.25	4,064.50	4,033.00
S2	4,020.50	4,020.50	4,059.25
S3	3,963.25	3,988.00	4,054.00
S4	3,906.00	3,930.75	4,038.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,097.00	4,012.00	85.00	2.1%	47.75	1.2%	64%	False	True	204,732
10	4,113.75	4,012.00	101.75	2.5%	46.00	1.1%	53%	False	True	244,263
20	4,113.75	4,012.00	101.75	2.5%	33.00	0.8%	53%	False	True	204,384
40	4,113.75	3,826.50	287.25	7.1%	38.25	0.9%	83%	False	False	233,780
60	4,113.75	3,781.25	332.50	8.2%	38.50	0.9%	86%	False	False	232,689
80	4,113.75	3,639.25	474.50	11.7%	36.25	0.9%	90%	False	False	194,461
100	4,113.75	3,476.00	637.75	15.7%	37.50	0.9%	93%	False	False	155,629
120	4,113.75	3,404.00	709.75	17.5%	40.00	1.0%	93%	False	False	129,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.10
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	4,337.50
2.618	4,236.25
1.618	4,174.25
1.000	4,136.00
0.618	4,112.25
HIGH	4,074.00
0.618	4,050.25
0.500	4,043.00
0.382	4,035.75
LOW	4,012.00
0.618	3,973.75
1.000	3,950.00
1.618	3,911.75
2.618	3,849.75
4.250	3,748.50

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	4,058.25	4,062.00
PP	4,050.75	4,058.25
S1	4,043.00	4,054.25

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

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