E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	3,947.00	3,995.75	48.75	1.2%	3,811.75
High	4,024.75	4,038.50	13.75	0.3%	4,038.50
Low	3,939.50	3,970.50	31.00	0.8%	3,793.25
Close	4,005.25	4,034.75	29.50	0.7%	4,034.75
Range	85.25	68.00	-17.25	-20.2%	245.25
ATR	77.19	76.53	-0.66	-0.9%	0.00
Volume	348,130	288,628	-59,502	-17.1%	1,677,985

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,218.50	4,194.75	4,072.25
R3	4,150.50	4,126.75	4,053.50
R2	4,082.50	4,082.50	4,047.25
R1	4,058.75	4,058.75	4,041.00	4,070.50
PP	4,014.50	4,014.50	4,014.50	4,020.50
S1	3,990.75	3,990.75	4,028.50	4,002.50
S2	3,946.50	3,946.50	4,022.25
S3	3,878.50	3,922.75	4,016.00
S4	3,810.50	3,854.75	3,997.25

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,691.25	4,608.25	4,169.75
R3	4,446.00	4,363.00	4,102.25
R2	4,200.75	4,200.75	4,079.75
R1	4,117.75	4,117.75	4,057.25	4,159.25
PP	3,955.50	3,955.50	3,955.50	3,976.25
S1	3,872.50	3,872.50	4,012.25	3,914.00
S2	3,710.25	3,710.25	3,989.75
S3	3,465.00	3,627.25	3,967.25
S4	3,219.75	3,382.00	3,899.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,038.50	3,793.25	245.25	6.1%	83.25	2.1%	98%	True	False	335,597
10	4,038.50	3,684.00	354.50	8.8%	91.00	2.3%	99%	True	False	492,120
20	4,064.75	3,684.00	380.75	9.4%	82.50	2.0%	92%	False	False	461,391
40	4,118.75	3,684.00	434.75	10.8%	64.00	1.6%	81%	False	False	322,552
60	4,118.75	3,684.00	434.75	10.8%	54.00	1.3%	81%	False	False	215,306
80	4,118.75	3,684.00	434.75	10.8%	50.50	1.3%	81%	False	False	161,576
100	4,118.75	3,684.00	434.75	10.8%	45.00	1.1%	81%	False	False	129,281
120	4,118.75	3,511.75	607.00	15.0%	39.50	1.0%	86%	False	False	107,735

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	18.95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,327.50
2.618	4,216.50
1.618	4,148.50
1.000	4,106.50
0.618	4,080.50
HIGH	4,038.50
0.618	4,012.50
0.500	4,004.50
0.382	3,996.50
LOW	3,970.50
0.618	3,928.50
1.000	3,902.50
1.618	3,860.50
2.618	3,792.50
4.250	3,681.50

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	4,024.75	4,019.50
PP	4,014.50	4,004.25
S1	4,004.50	3,989.00

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

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