E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	4,535.25	4,495.00	-40.25	-0.9%	4,513.00
High	4,543.25	4,499.00	-44.25	-1.0%	4,577.00
Low	4,478.00	4,354.25	-123.75	-2.8%	4,425.00
Close	4,496.25	4,358.75	-137.50	-3.1%	4,524.50
Range	65.25	144.75	79.50	121.8%	152.00
ATR	58.50	64.66	6.16	10.5%	0.00
Volume	149	702	553	371.1%	2,363

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,838.25	4,743.25	4,438.25
R3	4,693.50	4,598.50	4,398.50
R2	4,548.75	4,548.75	4,385.25
R1	4,453.75	4,453.75	4,372.00	4,429.00
PP	4,404.00	4,404.00	4,404.00	4,391.50
S1	4,309.00	4,309.00	4,345.50	4,284.00
S2	4,259.25	4,259.25	4,332.25
S3	4,114.50	4,164.25	4,319.00
S4	3,969.75	4,019.50	4,279.25

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,964.75	4,896.75	4,608.00
R3	4,812.75	4,744.75	4,566.25
R2	4,660.75	4,660.75	4,552.25
R1	4,592.75	4,592.75	4,538.50	4,626.75
PP	4,508.75	4,508.75	4,508.75	4,526.00
S1	4,440.75	4,440.75	4,510.50	4,474.75
S2	4,356.75	4,356.75	4,496.75
S3	4,204.75	4,288.75	4,482.75
S4	4,052.75	4,136.75	4,441.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,565.00	4,354.25	210.75	4.8%	68.50	1.6%	2%	False	True	407
10	4,577.00	4,354.25	222.75	5.1%	69.00	1.6%	2%	False	True	427
20	4,630.25	4,354.25	276.00	6.3%	64.00	1.5%	2%	False	True	284
40	4,677.25	4,333.25	344.00	7.9%	58.50	1.3%	7%	False	False	175
60	4,677.25	4,333.25	344.00	7.9%	48.25	1.1%	7%	False	False	122
80	4,677.25	4,333.25	344.00	7.9%	37.50	0.9%	7%	False	False	92
100	4,677.25	4,292.25	385.00	8.8%	30.75	0.7%	17%	False	False	74
120	4,677.25	4,290.00	387.25	8.9%	27.00	0.6%	18%	False	False	62

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	10.60
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	5,114.25
2.618	4,878.00
1.618	4,733.25
1.000	4,643.75
0.618	4,588.50
HIGH	4,499.00
0.618	4,443.75
0.500	4,426.50
0.382	4,409.50
LOW	4,354.25
0.618	4,264.75
1.000	4,209.50
1.618	4,120.00
2.618	3,975.25
4.250	3,739.00

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	4,426.50	4,459.50
PP	4,404.00	4,426.00
S1	4,381.50	4,392.50

Download as Excel Spreadsheet

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

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