E-mini NASDAQ-100 Future September 2015

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

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	4,562.50	4,543.00	-19.50	-0.4%	4,514.00
High	4,573.50	4,552.25	-21.25	-0.5%	4,584.75
Low	4,533.75	4,483.25	-50.50	-1.1%	4,431.25
Close	4,544.00	4,503.75	-40.25	-0.9%	4,531.75
Range	39.75	69.00	29.25	73.6%	153.50
ATR	63.22	63.63	0.41	0.7%	0.00
Volume	164,755	331,472	166,717	101.2%	1,262,171

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,720.00	4,681.00	4,541.75
R3	4,651.00	4,612.00	4,522.75
R2	4,582.00	4,582.00	4,516.50
R1	4,543.00	4,543.00	4,510.00	4,528.00
PP	4,513.00	4,513.00	4,513.00	4,505.50
S1	4,474.00	4,474.00	4,497.50	4,459.00
S2	4,444.00	4,444.00	4,491.00
S3	4,375.00	4,405.00	4,484.75
S4	4,306.00	4,336.00	4,465.75

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,976.50	4,907.50	4,616.25
R3	4,823.00	4,754.00	4,574.00
R2	4,669.50	4,669.50	4,560.00
R1	4,600.50	4,600.50	4,545.75	4,635.00
PP	4,516.00	4,516.00	4,516.00	4,533.00
S1	4,447.00	4,447.00	4,517.75	4,481.50
S2	4,362.50	4,362.50	4,503.50
S3	4,209.00	4,293.50	4,489.50
S4	4,055.50	4,140.00	4,447.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,573.50	4,483.25	90.25	2.0%	51.25	1.1%	23%	False	True	218,150
10	4,608.75	4,431.25	177.50	3.9%	68.75	1.5%	41%	False	False	247,166
20	4,638.75	4,431.25	207.50	4.6%	63.50	1.4%	35%	False	False	245,468
40	4,686.00	4,331.75	354.25	7.9%	63.75	1.4%	49%	False	False	238,231
60	4,686.00	4,331.75	354.25	7.9%	59.50	1.3%	49%	False	False	188,100
80	4,686.00	4,331.75	354.25	7.9%	57.00	1.3%	49%	False	False	141,095
100	4,686.00	4,253.50	432.50	9.6%	54.75	1.2%	58%	False	False	112,889
120	4,686.00	4,253.50	432.50	9.6%	50.25	1.1%	58%	False	False	94,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.58
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,845.50
2.618	4,733.00
1.618	4,664.00
1.000	4,621.25
0.618	4,595.00
HIGH	4,552.25
0.618	4,526.00
0.500	4,517.75
0.382	4,509.50
LOW	4,483.25
0.618	4,440.50
1.000	4,414.25
1.618	4,371.50
2.618	4,302.50
4.250	4,190.00

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	4,517.75	4,528.50
PP	4,513.00	4,520.25
S1	4,508.50	4,512.00

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

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