E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	4,151.25	4,140.75	-10.50	-0.3%	4,031.00
High	4,156.75	4,169.00	12.25	0.3%	4,155.00
Low	4,117.00	4,127.00	10.00	0.2%	4,003.50
Close	4,136.50	4,135.50	-1.00	0.0%	4,142.75
Range	39.75	42.00	2.25	5.7%	151.50
ATR	61.18	59.81	-1.37	-2.2%	0.00
Volume	102	305	203	199.0%	1,310

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,269.75	4,244.75	4,158.50
R3	4,227.75	4,202.75	4,147.00
R2	4,185.75	4,185.75	4,143.25
R1	4,160.75	4,160.75	4,139.25	4,152.25
PP	4,143.75	4,143.75	4,143.75	4,139.50
S1	4,118.75	4,118.75	4,131.75	4,110.25
S2	4,101.75	4,101.75	4,127.75
S3	4,059.75	4,076.75	4,124.00
S4	4,017.75	4,034.75	4,112.50

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,555.00	4,500.25	4,226.00
R3	4,403.50	4,348.75	4,184.50
R2	4,252.00	4,252.00	4,170.50
R1	4,197.25	4,197.25	4,156.75	4,224.50
PP	4,100.50	4,100.50	4,100.50	4,114.00
S1	4,045.75	4,045.75	4,128.75	4,073.00
S2	3,949.00	3,949.00	4,115.00
S3	3,797.50	3,894.25	4,101.00
S4	3,646.00	3,742.75	4,059.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,169.00	4,041.50	127.50	3.1%	46.75	1.1%	74%	True	False	246
10	4,169.00	3,937.25	231.75	5.6%	51.00	1.2%	86%	True	False	238
20	4,169.00	3,687.00	482.00	11.7%	71.25	1.7%	93%	True	False	296
40	4,169.00	3,687.00	482.00	11.7%	60.50	1.5%	93%	True	False	204
60	4,169.00	3,687.00	482.00	11.7%	44.75	1.1%	93%	True	False	139
80	4,169.00	3,687.00	482.00	11.7%	37.50	0.9%	93%	True	False	105
100	4,169.00	3,687.00	482.00	11.7%	30.75	0.7%	93%	True	False	84
120	4,169.00	3,563.75	605.25	14.6%	26.00	0.6%	94%	True	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,347.50
2.618	4,279.00
1.618	4,237.00
1.000	4,211.00
0.618	4,195.00
HIGH	4,169.00
0.618	4,153.00
0.500	4,148.00
0.382	4,143.00
LOW	4,127.00
0.618	4,101.00
1.000	4,085.00
1.618	4,059.00
2.618	4,017.00
4.250	3,948.50

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	4,148.00	4,143.00
PP	4,143.75	4,140.50
S1	4,139.75	4,138.00

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

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