E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	3,991.25	4,031.00	39.75	1.0%	3,812.00
High	4,030.00	4,042.25	12.25	0.3%	4,030.00
Low	3,972.00	4,003.50	31.50	0.8%	3,787.50
Close	4,027.25	4,030.75	3.50	0.1%	4,027.25
Range	58.00	38.75	-19.25	-33.2%	242.50
ATR	70.12	67.88	-2.24	-3.2%	0.00
Volume	162	332	170	104.9%	1,982

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,141.75	4,125.00	4,052.00
R3	4,103.00	4,086.25	4,041.50
R2	4,064.25	4,064.25	4,037.75
R1	4,047.50	4,047.50	4,034.25	4,036.50
PP	4,025.50	4,025.50	4,025.50	4,020.00
S1	4,008.75	4,008.75	4,027.25	3,997.75
S2	3,986.75	3,986.75	4,023.75
S3	3,948.00	3,970.00	4,020.00
S4	3,909.25	3,931.25	4,009.50

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,675.75	4,594.00	4,160.50
R3	4,433.25	4,351.50	4,094.00
R2	4,190.75	4,190.75	4,071.75
R1	4,109.00	4,109.00	4,049.50	4,150.00
PP	3,948.25	3,948.25	3,948.25	3,968.75
S1	3,866.50	3,866.50	4,005.00	3,907.50
S2	3,705.75	3,705.75	3,982.75
S3	3,463.25	3,624.00	3,960.50
S4	3,220.75	3,381.50	3,894.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,042.25	3,840.50	201.75	5.0%	68.50	1.7%	94%	True	False	352
10	4,042.25	3,687.00	355.25	8.8%	78.25	1.9%	97%	True	False	376
20	4,057.50	3,687.00	370.50	9.2%	75.75	1.9%	93%	False	False	297
40	4,105.00	3,687.00	418.00	10.4%	56.25	1.4%	82%	False	False	166
60	4,105.00	3,687.00	418.00	10.4%	41.50	1.0%	82%	False	False	112
80	4,105.00	3,687.00	418.00	10.4%	34.00	0.8%	82%	False	False	85
100	4,105.00	3,687.00	418.00	10.4%	27.25	0.7%	82%	False	False	68
120	4,105.00	3,516.75	588.25	14.6%	23.25	0.6%	87%	False	False	57

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,207.00
2.618	4,143.75
1.618	4,105.00
1.000	4,081.00
0.618	4,066.25
HIGH	4,042.25
0.618	4,027.50
0.500	4,023.00
0.382	4,018.25
LOW	4,003.50
0.618	3,979.50
1.000	3,964.75
1.618	3,940.75
2.618	3,902.00
4.250	3,838.75

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	4,028.00	4,017.00
PP	4,025.50	4,003.50
S1	4,023.00	3,989.75

Download as Excel Spreadsheet

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

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