E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	4,091.75	4,044.50	-47.25	-1.2%	4,051.50
High	4,092.00	4,061.00	-31.00	-0.8%	4,118.75
Low	4,035.75	4,027.75	-8.00	-0.2%	4,004.25
Close	4,052.75	4,037.00	-15.75	-0.4%	4,093.00
Range	56.25	33.25	-23.00	-40.9%	114.50
ATR	40.69	40.16	-0.53	-1.3%	0.00
Volume	295,630	276,929	-18,701	-6.3%	1,583,374

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,141.75	4,122.50	4,055.25
R3	4,108.50	4,089.25	4,046.25
R2	4,075.25	4,075.25	4,043.00
R1	4,056.00	4,056.00	4,040.00	4,049.00
PP	4,042.00	4,042.00	4,042.00	4,038.50
S1	4,022.75	4,022.75	4,034.00	4,015.75
S2	4,008.75	4,008.75	4,031.00
S3	3,975.50	3,989.50	4,027.75
S4	3,942.25	3,956.25	4,018.75

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	4,027.75	91.00	2.3%	43.25	1.1%	10%	False	True	279,767
10	4,118.75	4,004.25	114.50	2.8%	45.50	1.1%	29%	False	False	259,760
20	4,118.75	4,004.25	114.50	2.8%	38.25	0.9%	29%	False	False	132,287
40	4,118.75	3,819.75	299.00	7.4%	38.25	1.0%	73%	False	False	66,516
60	4,118.75	3,819.75	299.00	7.4%	38.00	0.9%	73%	False	False	44,463
80	4,118.75	3,692.75	426.00	10.6%	33.25	0.8%	81%	False	False	33,363
100	4,118.75	3,511.75	607.00	15.0%	30.00	0.7%	87%	False	False	26,691
120	4,118.75	3,409.75	709.00	17.6%	29.25	0.7%	88%	False	False	22,243

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	11.85
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4,202.25
2.618	4,148.00
1.618	4,114.75
1.000	4,094.25
0.618	4,081.50
HIGH	4,061.00
0.618	4,048.25
0.500	4,044.50
0.382	4,040.50
LOW	4,027.75
0.618	4,007.25
1.000	3,994.50
1.618	3,974.00
2.618	3,940.75
4.250	3,886.50

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	4,044.50	4,073.25
PP	4,042.00	4,061.25
S1	4,039.50	4,049.00

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

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