E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	4,158.25	4,142.00	-16.25	-0.4%	4,142.50
High	4,171.75	4,170.75	-1.00	0.0%	4,171.75
Low	4,129.00	4,138.00	9.00	0.2%	4,117.00
Close	4,143.75	4,163.25	19.50	0.5%	4,143.75
Range	42.75	32.75	-10.00	-23.4%	54.75
ATR	56.96	55.23	-1.73	-3.0%	0.00
Volume	256	328	72	28.1%	1,878

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,255.50	4,242.25	4,181.25
R3	4,222.75	4,209.50	4,172.25
R2	4,190.00	4,190.00	4,169.25
R1	4,176.75	4,176.75	4,166.25	4,183.50
PP	4,157.25	4,157.25	4,157.25	4,160.75
S1	4,144.00	4,144.00	4,160.25	4,150.50
S2	4,124.50	4,124.50	4,157.25
S3	4,091.75	4,111.25	4,154.25
S4	4,059.00	4,078.50	4,145.25

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,308.50	4,280.75	4,173.75
R3	4,253.75	4,226.00	4,158.75
R2	4,199.00	4,199.00	4,153.75
R1	4,171.25	4,171.25	4,148.75	4,185.00
PP	4,144.25	4,144.25	4,144.25	4,151.00
S1	4,116.50	4,116.50	4,138.75	4,130.50
S2	4,089.50	4,089.50	4,133.75
S3	4,034.75	4,061.75	4,128.75
S4	3,980.00	4,007.00	4,113.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,171.75	4,117.00	54.75	1.3%	38.50	0.9%	84%	False	False	389
10	4,171.75	4,031.50	140.25	3.4%	44.75	1.1%	94%	False	False	318
20	4,171.75	3,687.00	484.75	11.6%	61.50	1.5%	98%	False	False	347
40	4,171.75	3,687.00	484.75	11.6%	60.25	1.4%	98%	False	False	241
60	4,171.75	3,687.00	484.75	11.6%	46.50	1.1%	98%	False	False	164
80	4,171.75	3,687.00	484.75	11.6%	38.50	0.9%	98%	False	False	124
100	4,171.75	3,687.00	484.75	11.6%	31.75	0.8%	98%	False	False	100
120	4,171.75	3,627.00	544.75	13.1%	26.50	0.6%	98%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,310.00
2.618	4,256.50
1.618	4,223.75
1.000	4,203.50
0.618	4,191.00
HIGH	4,170.75
0.618	4,158.25
0.500	4,154.50
0.382	4,150.50
LOW	4,138.00
0.618	4,117.75
1.000	4,105.25
1.618	4,085.00
2.618	4,052.25
4.250	3,998.75

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	4,160.25	4,158.00
PP	4,157.25	4,153.00
S1	4,154.50	4,148.00

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

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