E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	4,316.25	4,283.00	-33.25	-0.8%	4,282.00
High	4,318.00	4,305.00	-13.00	-0.3%	4,322.00
Low	4,273.75	4,228.00	-45.75	-1.1%	4,274.75
Close	4,282.75	4,232.75	-50.00	-1.2%	4,310.25
Range	44.25	77.00	32.75	74.0%	47.25
ATR	52.14	53.92	1.78	3.4%	0.00
Volume	110,089	146,914	36,825	33.5%	420,524

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,486.25	4,436.50	4,275.00
R3	4,409.25	4,359.50	4,254.00
R2	4,332.25	4,332.25	4,246.75
R1	4,282.50	4,282.50	4,239.75	4,269.00
PP	4,255.25	4,255.25	4,255.25	4,248.50
S1	4,205.50	4,205.50	4,225.75	4,192.00
S2	4,178.25	4,178.25	4,218.75
S3	4,101.25	4,128.50	4,211.50
S4	4,024.25	4,051.50	4,190.50

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,444.00	4,424.50	4,336.25
R3	4,396.75	4,377.25	4,323.25
R2	4,349.50	4,349.50	4,319.00
R1	4,330.00	4,330.00	4,314.50	4,339.75
PP	4,302.25	4,302.25	4,302.25	4,307.25
S1	4,282.75	4,282.75	4,306.00	4,292.50
S2	4,255.00	4,255.00	4,301.50
S3	4,207.75	4,235.50	4,297.25
S4	4,160.50	4,188.25	4,284.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,322.00	4,228.00	94.00	2.2%	41.25	1.0%	5%	False	True	93,343
10	4,322.00	4,081.50	240.50	5.7%	53.00	1.3%	63%	False	False	196,565
20	4,323.50	4,080.75	242.75	5.7%	59.50	1.4%	63%	False	False	188,006
40	4,342.25	4,080.75	261.50	6.2%	47.75	1.1%	58%	False	False	94,405
60	4,342.25	3,687.00	655.25	15.5%	57.00	1.3%	83%	False	False	63,032
80	4,342.25	3,687.00	655.25	15.5%	54.00	1.3%	83%	False	False	47,300
100	4,342.25	3,687.00	655.25	15.5%	45.25	1.1%	83%	False	False	37,841
120	4,342.25	3,687.00	655.25	15.5%	40.25	1.0%	83%	False	False	31,535

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	8.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,632.25
2.618	4,506.50
1.618	4,429.50
1.000	4,382.00
0.618	4,352.50
HIGH	4,305.00
0.618	4,275.50
0.500	4,266.50
0.382	4,257.50
LOW	4,228.00
0.618	4,180.50
1.000	4,151.00
1.618	4,103.50
2.618	4,026.50
4.250	3,900.75

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	4,266.50	4,274.50
PP	4,255.25	4,260.50
S1	4,244.00	4,246.50

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

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