E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	3,953.50	4,029.00	75.50	1.9%	4,045.75
High	4,041.75	4,047.75	6.00	0.1%	4,064.75
Low	3,930.75	3,947.00	16.25	0.4%	3,927.75
Close	4,030.50	3,970.25	-60.25	-1.5%	4,016.00
Range	111.00	100.75	-10.25	-9.2%	137.00
ATR	55.06	58.33	3.26	5.9%	0.00
Volume	466,944	595,699	128,755	27.6%	1,846,398

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,290.50	4,231.25	4,025.75
R3	4,189.75	4,130.50	3,998.00
R2	4,089.00	4,089.00	3,988.75
R1	4,029.75	4,029.75	3,979.50	4,009.00
PP	3,988.25	3,988.25	3,988.25	3,978.00
S1	3,929.00	3,929.00	3,961.00	3,908.25
S2	3,887.50	3,887.50	3,951.75
S3	3,786.75	3,828.25	3,942.50
S4	3,686.00	3,727.50	3,914.75

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	4,047.75	3,930.75	117.00	2.9%	76.25	1.9%	34%	True	False	414,156
10	4,064.75	3,927.75	137.00	3.5%	67.25	1.7%	31%	False	False	394,108
20	4,118.75	3,927.75	191.00	4.8%	60.00	1.5%	22%	False	False	356,176
40	4,118.75	3,927.75	191.00	4.8%	44.75	1.1%	22%	False	False	182,887
60	4,118.75	3,819.75	299.00	7.5%	44.75	1.1%	50%	False	False	122,101
80	4,118.75	3,757.00	361.75	9.1%	41.50	1.0%	59%	False	False	91,640
100	4,118.75	3,571.75	547.00	13.8%	36.25	0.9%	73%	False	False	73,314
120	4,118.75	3,488.75	630.00	15.9%	33.00	0.8%	76%	False	False	61,095

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	11.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,476.00
2.618	4,311.50
1.618	4,210.75
1.000	4,148.50
0.618	4,110.00
HIGH	4,047.75
0.618	4,009.25
0.500	3,997.50
0.382	3,985.50
LOW	3,947.00
0.618	3,884.75
1.000	3,846.25
1.618	3,784.00
2.618	3,683.25
4.250	3,518.75

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	3,997.50	3,989.25
PP	3,988.25	3,983.00
S1	3,979.25	3,976.50

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

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