E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	3,995.75	4,035.75	40.00	1.0%	3,811.75
High	4,038.50	4,049.75	11.25	0.3%	4,038.50
Low	3,970.50	4,009.50	39.00	1.0%	3,793.25
Close	4,034.75	4,038.25	3.50	0.1%	4,034.75
Range	68.00	40.25	-27.75	-40.8%	245.25
ATR	76.53	73.94	-2.59	-3.4%	0.00
Volume	288,628	275,993	-12,635	-4.4%	1,677,985

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,153.25	4,136.00	4,060.50
R3	4,113.00	4,095.75	4,049.25
R2	4,072.75	4,072.75	4,045.75
R1	4,055.50	4,055.50	4,042.00	4,064.00
PP	4,032.50	4,032.50	4,032.50	4,036.75
S1	4,015.25	4,015.25	4,034.50	4,024.00
S2	3,992.25	3,992.25	4,030.75
S3	3,952.00	3,975.00	4,027.25
S4	3,911.75	3,934.75	4,016.00

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	4,049.75	3,846.00	203.75	5.0%	73.25	1.8%	94%	True	False	327,699
10	4,049.75	3,684.00	365.75	9.1%	85.75	2.1%	97%	True	False	456,114
20	4,064.75	3,684.00	380.75	9.4%	81.75	2.0%	93%	False	False	457,676
40	4,118.75	3,684.00	434.75	10.8%	64.50	1.6%	81%	False	False	329,416
60	4,118.75	3,684.00	434.75	10.8%	53.75	1.3%	81%	False	False	219,893
80	4,118.75	3,684.00	434.75	10.8%	50.50	1.3%	81%	False	False	165,022
100	4,118.75	3,684.00	434.75	10.8%	45.00	1.1%	81%	False	False	132,040
120	4,118.75	3,511.75	607.00	15.0%	39.75	1.0%	87%	False	False	110,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.63
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	4,220.75
2.618	4,155.00
1.618	4,114.75
1.000	4,090.00
0.618	4,074.50
HIGH	4,049.75
0.618	4,034.25
0.500	4,029.50
0.382	4,025.00
LOW	4,009.50
0.618	3,984.75
1.000	3,969.25
1.618	3,944.50
2.618	3,904.25
4.250	3,838.50

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	4,035.50	4,023.75
PP	4,032.50	4,009.25
S1	4,029.50	3,994.50

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

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