E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 15-Oct-2014

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	3,798.00	3,823.75	25.75	0.7%	4,017.75
High	3,852.75	3,831.50	-21.25	-0.6%	4,047.75
Low	3,793.00	3,691.25	-101.75	-2.7%	3,851.00
Close	3,811.75	3,752.00	-59.75	-1.6%	3,853.00
Range	59.75	140.25	80.50	134.7%	196.75
ATR	64.43	69.85	5.42	8.4%	0.00
Volume	602,322	831,107	228,785	38.0%	2,460,238

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,179.00	4,105.75	3,829.25
R3	4,038.75	3,965.50	3,790.50
R2	3,898.50	3,898.50	3,777.75
R1	3,825.25	3,825.25	3,764.75	3,791.75
PP	3,758.25	3,758.25	3,758.25	3,741.50
S1	3,685.00	3,685.00	3,739.25	3,651.50
S2	3,618.00	3,618.00	3,726.25
S3	3,477.75	3,544.75	3,713.50
S4	3,337.50	3,404.50	3,674.75

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	3,691.25	356.50	9.5%	101.75	2.7%	17%	False	True	668,143
10	4,047.75	3,691.25	356.50	9.5%	85.75	2.3%	17%	False	True	525,558
20	4,118.75	3,691.25	427.50	11.4%	70.00	1.9%	14%	False	True	424,274
40	4,118.75	3,691.25	427.50	11.4%	51.75	1.4%	14%	False	True	251,414
60	4,118.75	3,691.25	427.50	11.4%	48.25	1.3%	14%	False	True	167,824
80	4,118.75	3,691.25	427.50	11.4%	45.50	1.2%	14%	False	True	125,951
100	4,118.75	3,673.50	445.25	11.9%	39.50	1.1%	18%	False	False	100,764
120	4,118.75	3,488.75	630.00	16.8%	35.50	0.9%	42%	False	False	83,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.83
Widest range in 182 trading days

Fibonacci Retracements and Extensions
4.250	4,427.50
2.618	4,198.75
1.618	4,058.50
1.000	3,971.75
0.618	3,918.25
HIGH	3,831.50
0.618	3,778.00
0.500	3,761.50
0.382	3,744.75
LOW	3,691.25
0.618	3,604.50
1.000	3,551.00
1.618	3,464.25
2.618	3,324.00
4.250	3,095.25

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	3,761.50	3,788.50
PP	3,758.25	3,776.25
S1	3,755.00	3,764.25

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

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