E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	4,226.50	4,219.00	-7.50	-0.2%	4,143.50
High	4,232.00	4,284.00	52.00	1.2%	4,268.25
Low	4,201.50	4,211.00	9.50	0.2%	4,085.50
Close	4,214.25	4,276.00	61.75	1.5%	4,227.50
Range	30.50	73.00	42.50	139.3%	182.75
ATR	72.25	72.30	0.05	0.1%	0.00
Volume	198,223	225,792	27,569	13.9%	1,360,623

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,476.00	4,449.00	4,316.25
R3	4,403.00	4,376.00	4,296.00
R2	4,330.00	4,330.00	4,289.50
R1	4,303.00	4,303.00	4,282.75	4,316.50
PP	4,257.00	4,257.00	4,257.00	4,263.75
S1	4,230.00	4,230.00	4,269.25	4,243.50
S2	4,184.00	4,184.00	4,262.50
S3	4,111.00	4,157.00	4,256.00
S4	4,038.00	4,084.00	4,235.75

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,742.00	4,667.50	4,328.00
R3	4,559.25	4,484.75	4,277.75
R2	4,376.50	4,376.50	4,261.00
R1	4,302.00	4,302.00	4,244.25	4,339.25
PP	4,193.75	4,193.75	4,193.75	4,212.50
S1	4,119.25	4,119.25	4,210.75	4,156.50
S2	4,011.00	4,011.00	4,194.00
S3	3,828.25	3,936.50	4,177.25
S4	3,645.50	3,753.75	4,127.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,284.00	4,181.50	102.50	2.4%	58.25	1.4%	92%	True	False	229,483
10	4,284.00	4,085.50	198.50	4.6%	74.00	1.7%	96%	True	False	285,192
20	4,286.25	4,041.50	244.75	5.7%	80.00	1.9%	96%	False	False	319,303
40	4,322.00	4,041.50	280.50	6.6%	73.50	1.7%	84%	False	False	304,379
60	4,342.25	4,041.50	300.75	7.0%	63.50	1.5%	78%	False	False	206,514
80	4,342.25	3,687.00	655.25	15.3%	61.50	1.4%	90%	False	False	154,970
100	4,342.25	3,687.00	655.25	15.3%	61.75	1.4%	90%	False	False	124,010
120	4,342.25	3,687.00	655.25	15.3%	55.25	1.3%	90%	False	False	103,344

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.23
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,594.25
2.618	4,475.00
1.618	4,402.00
1.000	4,357.00
0.618	4,329.00
HIGH	4,284.00
0.618	4,256.00
0.500	4,247.50
0.382	4,239.00
LOW	4,211.00
0.618	4,166.00
1.000	4,138.00
1.618	4,093.00
2.618	4,020.00
4.250	3,900.75

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	4,266.50	4,265.00
PP	4,257.00	4,253.75
S1	4,247.50	4,242.75

Download as Excel Spreadsheet

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

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