E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	4,035.75	4,041.00	5.25	0.1%	3,811.75
High	4,049.75	4,099.75	50.00	1.2%	4,038.50
Low	4,009.50	4,037.75	28.25	0.7%	3,793.25
Close	4,038.25	4,094.00	55.75	1.4%	4,034.75
Range	40.25	62.00	21.75	54.0%	245.25
ATR	73.94	73.09	-0.85	-1.2%	0.00
Volume	275,993	258,879	-17,114	-6.2%	1,677,985

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,263.25	4,240.50	4,128.00
R3	4,201.25	4,178.50	4,111.00
R2	4,139.25	4,139.25	4,105.25
R1	4,116.50	4,116.50	4,099.75	4,128.00
PP	4,077.25	4,077.25	4,077.25	4,082.75
S1	4,054.50	4,054.50	4,088.25	4,066.00
S2	4,015.25	4,015.25	4,082.75
S3	3,953.25	3,992.50	4,077.00
S4	3,891.25	3,930.50	4,060.00

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	4,099.75	3,939.50	160.25	3.9%	59.75	1.5%	96%	True	False	303,020
10	4,099.75	3,684.00	415.75	10.2%	86.00	2.1%	99%	True	False	421,770
20	4,099.75	3,684.00	415.75	10.2%	82.75	2.0%	99%	True	False	453,896
40	4,118.75	3,684.00	434.75	10.6%	65.50	1.6%	94%	False	False	335,839
60	4,118.75	3,684.00	434.75	10.6%	54.00	1.3%	94%	False	False	224,196
80	4,118.75	3,684.00	434.75	10.6%	51.25	1.2%	94%	False	False	168,253
100	4,118.75	3,684.00	434.75	10.6%	45.50	1.1%	94%	False	False	134,629
120	4,118.75	3,511.75	607.00	14.8%	40.00	1.0%	96%	False	False	112,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,363.25
2.618	4,262.00
1.618	4,200.00
1.000	4,161.75
0.618	4,138.00
HIGH	4,099.75
0.618	4,076.00
0.500	4,068.75
0.382	4,061.50
LOW	4,037.75
0.618	3,999.50
1.000	3,975.75
1.618	3,937.50
2.618	3,875.50
4.250	3,774.25

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	4,085.50	4,074.50
PP	4,077.25	4,054.75
S1	4,068.75	4,035.00

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

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