E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	4,071.00	4,098.75	27.75	0.7%	4,051.50
High	4,099.75	4,118.75	19.00	0.5%	4,118.75
Low	4,061.00	4,076.00	15.00	0.4%	4,004.25
Close	4,096.50	4,093.00	-3.50	-0.1%	4,093.00
Range	38.75	42.75	4.00	10.3%	114.50
ATR	39.16	39.42	0.26	0.7%	0.00
Volume	225,943	279,619	53,676	23.8%	1,583,374

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,224.25	4,201.25	4,116.50
R3	4,181.50	4,158.50	4,104.75
R2	4,138.75	4,138.75	4,100.75
R1	4,115.75	4,115.75	4,097.00	4,106.00
PP	4,096.00	4,096.00	4,096.00	4,091.00
S1	4,073.00	4,073.00	4,089.00	4,063.00
S2	4,053.25	4,053.25	4,085.25
S3	4,010.50	4,030.25	4,081.25
S4	3,967.75	3,987.50	4,069.50

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,415.50	4,368.75	4,156.00
R3	4,301.00	4,254.25	4,124.50
R2	4,186.50	4,186.50	4,114.00
R1	4,139.75	4,139.75	4,103.50	4,163.00
PP	4,072.00	4,072.00	4,072.00	4,083.75
S1	4,025.25	4,025.25	4,082.50	4,048.50
S2	3,957.50	3,957.50	4,072.00
S3	3,843.00	3,910.75	4,061.50
S4	3,728.50	3,796.25	4,030.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,118.75	4,004.25	114.50	2.8%	49.25	1.2%	78%	True	False	316,674
10	4,118.75	4,004.25	114.50	2.8%	45.25	1.1%	78%	True	False	204,982
20	4,118.75	4,004.25	114.50	2.8%	36.00	0.9%	78%	True	False	103,760
40	4,118.75	3,819.75	299.00	7.3%	37.75	0.9%	91%	True	False	52,223
60	4,118.75	3,783.50	335.25	8.2%	37.25	0.9%	92%	True	False	34,930
80	4,118.75	3,692.75	426.00	10.4%	32.25	0.8%	94%	True	False	26,206
100	4,118.75	3,511.75	607.00	14.8%	29.00	0.7%	96%	True	False	20,965
120	4,118.75	3,409.75	709.00	17.3%	28.75	0.7%	96%	True	False	17,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,300.50
2.618	4,230.75
1.618	4,188.00
1.000	4,161.50
0.618	4,145.25
HIGH	4,118.75
0.618	4,102.50
0.500	4,097.50
0.382	4,092.25
LOW	4,076.00
0.618	4,049.50
1.000	4,033.25
1.618	4,006.75
2.618	3,964.00
4.250	3,894.25

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	4,097.50	4,088.25
PP	4,096.00	4,083.75
S1	4,094.50	4,079.00

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

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