E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	4,142.00	4,162.25	20.25	0.5%	4,142.50
High	4,170.75	4,178.75	8.00	0.2%	4,171.75
Low	4,138.00	4,155.25	17.25	0.4%	4,117.00
Close	4,163.25	4,176.50	13.25	0.3%	4,143.75
Range	32.75	23.50	-9.25	-28.2%	54.75
ATR	55.23	52.96	-2.27	-4.1%	0.00
Volume	328	342	14	4.3%	1,878

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,240.75	4,232.00	4,189.50
R3	4,217.25	4,208.50	4,183.00
R2	4,193.75	4,193.75	4,180.75
R1	4,185.00	4,185.00	4,178.75	4,189.50
PP	4,170.25	4,170.25	4,170.25	4,172.25
S1	4,161.50	4,161.50	4,174.25	4,166.00
S2	4,146.75	4,146.75	4,172.25
S3	4,123.25	4,138.00	4,170.00
S4	4,099.75	4,114.50	4,163.50

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	4,178.75	4,124.00	54.75	1.3%	35.25	0.8%	96%	True	False	437
10	4,178.75	4,041.50	137.25	3.3%	41.00	1.0%	98%	True	False	327
20	4,178.75	3,687.00	491.75	11.8%	60.00	1.4%	100%	True	False	349
40	4,178.75	3,687.00	491.75	11.8%	59.50	1.4%	100%	True	False	249
60	4,178.75	3,687.00	491.75	11.8%	46.75	1.1%	100%	True	False	170
80	4,178.75	3,687.00	491.75	11.8%	39.00	0.9%	100%	True	False	128
100	4,178.75	3,687.00	491.75	11.8%	32.00	0.8%	100%	True	False	103
120	4,178.75	3,654.00	524.75	12.6%	26.75	0.6%	100%	True	False	86

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.80
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	4,278.50
2.618	4,240.25
1.618	4,216.75
1.000	4,202.25
0.618	4,193.25
HIGH	4,178.75
0.618	4,169.75
0.500	4,167.00
0.382	4,164.25
LOW	4,155.25
0.618	4,140.75
1.000	4,131.75
1.618	4,117.25
2.618	4,093.75
4.250	4,055.50

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	4,173.25	4,169.00
PP	4,170.25	4,161.50
S1	4,167.00	4,154.00

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

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