E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 01-May-2015

Day Change Summary
	Previous	Current
	30-Apr-2015	01-May-2015	Change	Change %	Previous Week
Open	4,474.00	4,414.00	-60.00	-1.3%	4,533.00
High	4,478.25	4,470.75	-7.50	-0.2%	4,555.50
Low	4,386.50	4,409.75	23.25	0.5%	4,386.50
Close	4,408.25	4,467.75	59.50	1.3%	4,467.75
Range	91.75	61.00	-30.75	-33.5%	169.00
ATR	57.70	58.04	0.34	0.6%	0.00
Volume	353,283	197,160	-156,123	-44.2%	1,349,976

Daily Pivots for day following 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,632.50	4,611.00	4,501.25
R3	4,571.50	4,550.00	4,484.50
R2	4,510.50	4,510.50	4,479.00
R1	4,489.00	4,489.00	4,473.25	4,499.75
PP	4,449.50	4,449.50	4,449.50	4,454.75
S1	4,428.00	4,428.00	4,462.25	4,438.75
S2	4,388.50	4,388.50	4,456.50
S3	4,327.50	4,367.00	4,451.00
S4	4,266.50	4,306.00	4,434.25

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,977.00	4,891.25	4,560.75
R3	4,808.00	4,722.25	4,514.25
R2	4,639.00	4,639.00	4,498.75
R1	4,553.25	4,553.25	4,483.25	4,511.50
PP	4,470.00	4,470.00	4,470.00	4,449.00
S1	4,384.25	4,384.25	4,452.25	4,342.50
S2	4,301.00	4,301.00	4,436.75
S3	4,132.00	4,215.25	4,421.25
S4	3,963.00	4,046.25	4,374.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,555.50	4,386.50	169.00	3.8%	63.25	1.4%	48%	False	False	269,995
10	4,555.50	4,352.25	203.25	4.5%	60.75	1.4%	57%	False	False	241,312
20	4,555.50	4,264.50	291.00	6.5%	56.25	1.3%	70%	False	False	216,030
40	4,555.50	4,259.00	296.50	6.6%	56.00	1.3%	70%	False	False	204,397
60	4,555.50	4,179.25	376.25	8.4%	49.25	1.1%	77%	False	False	136,344
80	4,555.50	4,039.00	516.50	11.6%	53.25	1.2%	83%	False	False	102,267
100	4,555.50	4,039.00	516.50	11.6%	52.00	1.2%	83%	False	False	81,817
120	4,555.50	4,039.00	516.50	11.6%	44.00	1.0%	83%	False	False	68,181

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,730.00
2.618	4,630.50
1.618	4,569.50
1.000	4,531.75
0.618	4,508.50
HIGH	4,470.75
0.618	4,447.50
0.500	4,440.25
0.382	4,433.00
LOW	4,409.75
0.618	4,372.00
1.000	4,348.75
1.618	4,311.00
2.618	4,250.00
4.250	4,150.50

Fisher Pivots for day following 01-May-2015
Pivot	1 day	3 day
R1	4,458.50	4,462.00
PP	4,449.50	4,456.00
S1	4,440.25	4,450.25

Download as Excel Spreadsheet

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

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