E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	4,035.25	4,079.50	44.25	1.1%	3,812.00
High	4,091.25	4,088.25	-3.00	-0.1%	4,030.00
Low	4,031.50	4,045.75	14.25	0.4%	3,787.50
Close	4,086.50	4,064.75	-21.75	-0.5%	4,027.25
Range	59.75	42.50	-17.25	-28.9%	242.50
ATR	67.35	65.57	-1.77	-2.6%	0.00
Volume	253	160	-93	-36.8%	1,982

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,193.75	4,171.75	4,088.00
R3	4,151.25	4,129.25	4,076.50
R2	4,108.75	4,108.75	4,072.50
R1	4,086.75	4,086.75	4,068.75	4,076.50
PP	4,066.25	4,066.25	4,066.25	4,061.00
S1	4,044.25	4,044.25	4,060.75	4,034.00
S2	4,023.75	4,023.75	4,057.00
S3	3,981.25	4,001.75	4,053.00
S4	3,938.75	3,959.25	4,041.50

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	4,091.25	3,937.25	154.00	3.8%	55.25	1.4%	83%	False	False	230
10	4,091.25	3,687.00	404.25	9.9%	71.50	1.8%	93%	False	False	338
20	4,091.25	3,687.00	404.25	9.9%	75.50	1.9%	93%	False	False	284
40	4,105.00	3,687.00	418.00	10.3%	57.75	1.4%	90%	False	False	176
60	4,105.00	3,687.00	418.00	10.3%	42.75	1.1%	90%	False	False	118
80	4,105.00	3,687.00	418.00	10.3%	35.25	0.9%	90%	False	False	90
100	4,105.00	3,687.00	418.00	10.3%	28.25	0.7%	90%	False	False	72
120	4,105.00	3,542.50	562.50	13.8%	24.00	0.6%	93%	False	False	61

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,269.00
2.618	4,199.50
1.618	4,157.00
1.000	4,130.75
0.618	4,114.50
HIGH	4,088.25
0.618	4,072.00
0.500	4,067.00
0.382	4,062.00
LOW	4,045.75
0.618	4,019.50
1.000	4,003.25
1.618	3,977.00
2.618	3,934.50
4.250	3,865.00

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	4,067.00	4,059.00
PP	4,066.25	4,053.25
S1	4,065.50	4,047.50

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

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