E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	4,017.75	4,001.50	-16.25	-0.4%	4,045.75
High	4,040.50	4,010.25	-30.25	-0.7%	4,064.75
Low	3,996.25	3,949.00	-47.25	-1.2%	3,927.75
Close	4,007.00	3,956.25	-50.75	-1.3%	4,016.00
Range	44.25	61.25	17.00	38.4%	137.00
ATR	49.96	50.76	0.81	1.6%	0.00
Volume	338,251	383,802	45,551	13.5%	1,846,398

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,155.50	4,117.25	3,990.00
R3	4,094.25	4,056.00	3,973.00
R2	4,033.00	4,033.00	3,967.50
R1	3,994.75	3,994.75	3,961.75	3,983.25
PP	3,971.75	3,971.75	3,971.75	3,966.00
S1	3,933.50	3,933.50	3,950.75	3,922.00
S2	3,910.50	3,910.50	3,945.00
S3	3,849.25	3,872.25	3,939.50
S4	3,788.00	3,811.00	3,922.50

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,413.75	4,352.00	4,091.25
R3	4,276.75	4,215.00	4,053.75
R2	4,139.75	4,139.75	4,041.00
R1	4,078.00	4,078.00	4,028.50	4,040.50
PP	4,002.75	4,002.75	4,002.75	3,984.00
S1	3,941.00	3,941.00	4,003.50	3,903.50
S2	3,865.75	3,865.75	3,991.00
S3	3,728.75	3,804.00	3,978.25
S4	3,591.75	3,667.00	3,940.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,046.00	3,927.75	118.25	3.0%	63.50	1.6%	24%	False	False	376,735
10	4,090.00	3,927.75	162.25	4.1%	61.00	1.5%	18%	False	False	359,970
20	4,118.75	3,927.75	191.00	4.8%	53.25	1.3%	15%	False	False	309,865
40	4,118.75	3,877.75	241.00	6.1%	41.25	1.0%	33%	False	False	156,355
60	4,118.75	3,819.75	299.00	7.6%	42.50	1.1%	46%	False	False	104,398
80	4,118.75	3,757.00	361.75	9.1%	39.25	1.0%	55%	False	False	78,358
100	4,118.75	3,569.75	549.00	13.9%	34.25	0.9%	70%	False	False	62,688
120	4,118.75	3,488.75	630.00	15.9%	31.25	0.8%	74%	False	False	52,240

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	7.98
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,270.50
2.618	4,170.50
1.618	4,109.25
1.000	4,071.50
0.618	4,048.00
HIGH	4,010.25
0.618	3,986.75
0.500	3,979.50
0.382	3,972.50
LOW	3,949.00
0.618	3,911.25
1.000	3,887.75
1.618	3,850.00
2.618	3,788.75
4.250	3,688.75

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	3,979.50	3,994.75
PP	3,971.75	3,982.00
S1	3,964.00	3,969.00

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

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