E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	3,965.00	3,985.00	20.00	0.5%	3,869.50
High	3,987.00	4,011.75	24.75	0.6%	3,987.00
Low	3,940.75	3,985.00	44.25	1.1%	3,869.50
Close	3,977.75	4,006.00	28.25	0.7%	3,977.75
Range	46.25	26.75	-19.50	-42.2%	117.50
ATR	42.12	41.54	-0.58	-1.4%	0.00
Volume	1,498	901	-597	-39.9%	4,288

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,081.25	4,070.25	4,020.75
R3	4,054.50	4,043.50	4,013.25
R2	4,027.75	4,027.75	4,011.00
R1	4,016.75	4,016.75	4,008.50	4,022.25
PP	4,001.00	4,001.00	4,001.00	4,003.50
S1	3,990.00	3,990.00	4,003.50	3,995.50
S2	3,974.25	3,974.25	4,001.00
S3	3,947.50	3,963.25	3,998.75
S4	3,920.75	3,936.50	3,991.25

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,297.25	4,255.00	4,042.50
R3	4,179.75	4,137.50	4,010.00
R2	4,062.25	4,062.25	3,999.25
R1	4,020.00	4,020.00	3,988.50	4,041.00
PP	3,944.75	3,944.75	3,944.75	3,955.25
S1	3,902.50	3,902.50	3,967.00	3,923.50
S2	3,827.25	3,827.25	3,956.25
S3	3,709.75	3,785.00	3,945.50
S4	3,592.25	3,667.50	3,913.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,011.75	3,877.75	134.00	3.3%	36.25	0.9%	96%	True	False	867
10	4,011.75	3,819.75	192.00	4.8%	42.75	1.1%	97%	True	False	767
20	4,011.75	3,819.75	192.00	4.8%	41.75	1.0%	97%	True	False	612
40	4,011.75	3,776.75	235.00	5.9%	39.00	1.0%	98%	True	False	465
60	4,011.75	3,643.00	368.75	9.2%	31.50	0.8%	98%	True	False	315
80	4,011.75	3,488.75	523.00	13.1%	27.75	0.7%	99%	True	False	237
100	4,011.75	3,409.75	602.00	15.0%	27.50	0.7%	99%	True	False	190
120	4,011.75	3,409.75	602.00	15.0%	23.50	0.6%	99%	True	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.53
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,125.50
2.618	4,081.75
1.618	4,055.00
1.000	4,038.50
0.618	4,028.25
HIGH	4,011.75
0.618	4,001.50
0.500	3,998.50
0.382	3,995.25
LOW	3,985.00
0.618	3,968.50
1.000	3,958.25
1.618	3,941.75
2.618	3,915.00
4.250	3,871.25

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	4,003.50	3,994.75
PP	4,001.00	3,983.50
S1	3,998.50	3,972.50

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

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