E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	3,848.50	3,798.00	-50.50	-1.3%	4,017.75
High	3,885.75	3,852.75	-33.00	-0.8%	4,047.75
Low	3,793.50	3,793.00	-0.50	0.0%	3,851.00
Close	3,798.50	3,811.75	13.25	0.3%	3,853.00
Range	92.25	59.75	-32.50	-35.2%	196.75
ATR	64.79	64.43	-0.36	-0.6%	0.00
Volume	636,045	602,322	-33,723	-5.3%	2,460,238

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,998.50	3,964.75	3,844.50
R3	3,938.75	3,905.00	3,828.25
R2	3,879.00	3,879.00	3,822.75
R1	3,845.25	3,845.25	3,817.25	3,862.00
PP	3,819.25	3,819.25	3,819.25	3,827.50
S1	3,785.50	3,785.50	3,806.25	3,802.50
S2	3,759.50	3,759.50	3,800.75
S3	3,699.75	3,725.75	3,795.25
S4	3,640.00	3,666.00	3,779.00

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,507.50	4,377.00	3,961.25
R3	4,310.75	4,180.25	3,907.00
R2	4,114.00	4,114.00	3,889.00
R1	3,983.50	3,983.50	3,871.00	3,950.50
PP	3,917.25	3,917.25	3,917.25	3,900.75
S1	3,786.75	3,786.75	3,835.00	3,753.50
S2	3,720.50	3,720.50	3,817.00
S3	3,523.75	3,590.00	3,799.00
S4	3,327.00	3,393.25	3,744.75

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	3,793.00	254.75	6.7%	96.00	2.5%	7%	False	True	595,310
10	4,047.75	3,793.00	254.75	6.7%	79.75	2.1%	7%	False	True	486,023
20	4,118.75	3,793.00	325.75	8.5%	65.25	1.7%	6%	False	True	398,754
40	4,118.75	3,793.00	325.75	8.5%	48.75	1.3%	6%	False	True	230,660
60	4,118.75	3,793.00	325.75	8.5%	46.50	1.2%	6%	False	True	153,978
80	4,118.75	3,776.75	342.00	9.0%	44.00	1.2%	10%	False	False	115,563
100	4,118.75	3,643.00	475.75	12.5%	38.50	1.0%	35%	False	False	92,453
120	4,118.75	3,488.75	630.00	16.5%	34.75	0.9%	51%	False	False	77,045

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.03
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,106.75
2.618	4,009.25
1.618	3,949.50
1.000	3,912.50
0.618	3,889.75
HIGH	3,852.75
0.618	3,830.00
0.500	3,823.00
0.382	3,815.75
LOW	3,793.00
0.618	3,756.00
1.000	3,733.25
1.618	3,696.25
2.618	3,636.50
4.250	3,539.00

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	3,823.00	3,880.00
PP	3,819.25	3,857.25
S1	3,815.50	3,834.50

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

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