E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	4,085.25	4,005.00	-80.25	-2.0%	4,091.75
High	4,088.50	4,050.50	-38.00	-0.9%	4,092.00
Low	3,998.25	4,001.75	3.50	0.1%	3,998.25
Close	4,007.50	4,045.75	38.25	1.0%	4,045.75
Range	90.25	48.75	-41.50	-46.0%	93.75
ATR	44.99	45.26	0.27	0.6%	0.00
Volume	442,898	309,995	-132,903	-30.0%	1,603,809

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,179.00	4,161.00	4,072.50
R3	4,130.25	4,112.25	4,059.25
R2	4,081.50	4,081.50	4,054.75
R1	4,063.50	4,063.50	4,050.25	4,072.50
PP	4,032.75	4,032.75	4,032.75	4,037.00
S1	4,014.75	4,014.75	4,041.25	4,023.75
S2	3,984.00	3,984.00	4,036.75
S3	3,935.25	3,966.00	4,032.25
S4	3,886.50	3,917.25	4,019.00

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,326.50	4,280.00	4,097.25
R3	4,232.75	4,186.25	4,071.50
R2	4,139.00	4,139.00	4,063.00
R1	4,092.50	4,092.50	4,054.25	4,069.00
PP	4,045.25	4,045.25	4,045.25	4,033.50
S1	3,998.75	3,998.75	4,037.25	3,975.00
S2	3,951.50	3,951.50	4,028.50
S3	3,857.75	3,905.00	4,020.00
S4	3,764.00	3,811.25	3,994.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,092.00	3,998.25	93.75	2.3%	57.50	1.4%	51%	False	False	320,761
10	4,118.75	3,998.25	120.50	3.0%	53.50	1.3%	39%	False	False	318,718
20	4,118.75	3,998.25	120.50	3.0%	45.75	1.1%	39%	False	False	183,713
40	4,118.75	3,819.75	299.00	7.4%	39.75	1.0%	76%	False	False	92,263
60	4,118.75	3,819.75	299.00	7.4%	39.75	1.0%	76%	False	False	61,637
80	4,118.75	3,730.25	388.50	9.6%	35.50	0.9%	81%	False	False	46,253
100	4,118.75	3,511.75	607.00	15.0%	31.00	0.8%	88%	False	False	37,003
120	4,118.75	3,409.75	709.00	17.5%	30.00	0.7%	90%	False	False	30,837

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,257.75
2.618	4,178.25
1.618	4,129.50
1.000	4,099.25
0.618	4,080.75
HIGH	4,050.50
0.618	4,032.00
0.500	4,026.00
0.382	4,020.25
LOW	4,001.75
0.618	3,971.50
1.000	3,953.00
1.618	3,922.75
2.618	3,874.00
4.250	3,794.50

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	4,039.25	4,045.25
PP	4,032.75	4,044.75
S1	4,026.00	4,044.00

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

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