E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	4,384.50	4,390.25	5.75	0.1%	4,226.50
High	4,393.50	4,417.25	23.75	0.5%	4,382.00
Low	4,373.75	4,376.00	2.25	0.1%	4,201.50
Close	4,386.00	4,413.25	27.25	0.6%	4,377.00
Range	19.75	41.25	21.50	108.9%	180.50
ATR	61.64	60.18	-1.46	-2.4%	0.00
Volume	146,465	168,236	21,771	14.9%	1,040,785

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,526.00	4,510.75	4,436.00
R3	4,484.75	4,469.50	4,424.50
R2	4,443.50	4,443.50	4,420.75
R1	4,428.25	4,428.25	4,417.00	4,436.00
PP	4,402.25	4,402.25	4,402.25	4,406.00
S1	4,387.00	4,387.00	4,409.50	4,394.50
S2	4,361.00	4,361.00	4,405.75
S3	4,319.75	4,345.75	4,402.00
S4	4,278.50	4,304.50	4,390.50

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,861.75	4,799.75	4,476.25
R3	4,681.25	4,619.25	4,426.75
R2	4,500.75	4,500.75	4,410.00
R1	4,438.75	4,438.75	4,393.50	4,469.75
PP	4,320.25	4,320.25	4,320.25	4,335.50
S1	4,258.25	4,258.25	4,360.50	4,289.25
S2	4,139.75	4,139.75	4,344.00
S3	3,959.25	4,077.75	4,327.25
S4	3,778.75	3,897.25	4,277.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,417.25	4,285.75	131.50	3.0%	37.50	0.8%	97%	True	False	183,812
10	4,417.25	4,181.50	235.75	5.3%	47.25	1.1%	98%	True	False	200,401
20	4,417.25	4,085.50	331.75	7.5%	64.75	1.5%	99%	True	False	254,750
40	4,417.25	4,041.50	375.75	8.5%	66.25	1.5%	99%	True	False	263,080
60	4,417.25	4,041.50	375.75	8.5%	63.75	1.4%	99%	True	False	225,193
80	4,417.25	3,972.00	445.25	10.1%	58.00	1.3%	99%	True	False	169,015
100	4,417.25	3,687.00	730.25	16.5%	61.50	1.4%	99%	True	False	135,269
120	4,417.25	3,687.00	730.25	16.5%	57.00	1.3%	99%	True	False	112,728

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,592.50
2.618	4,525.25
1.618	4,484.00
1.000	4,458.50
0.618	4,442.75
HIGH	4,417.25
0.618	4,401.50
0.500	4,396.50
0.382	4,391.75
LOW	4,376.00
0.618	4,350.50
1.000	4,334.75
1.618	4,309.25
2.618	4,268.00
4.250	4,200.75

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	4,407.75	4,405.75
PP	4,402.25	4,398.25
S1	4,396.50	4,391.00

Download as Excel Spreadsheet

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

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