E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	4,213.75	4,204.00	-9.75	-0.2%	4,142.00
High	4,217.00	4,242.00	25.00	0.6%	4,219.50
Low	4,185.75	4,198.25	12.50	0.3%	4,138.00
Close	4,206.25	4,232.25	26.00	0.6%	4,215.75
Range	31.25	43.75	12.50	40.0%	81.50
ATR	47.15	46.91	-0.24	-0.5%	0.00
Volume	504	555	51	10.1%	1,739

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,355.50	4,337.50	4,256.25
R3	4,311.75	4,293.75	4,244.25
R2	4,268.00	4,268.00	4,240.25
R1	4,250.00	4,250.00	4,236.25	4,259.00
PP	4,224.25	4,224.25	4,224.25	4,228.50
S1	4,206.25	4,206.25	4,228.25	4,215.25
S2	4,180.50	4,180.50	4,224.25
S3	4,136.75	4,162.50	4,220.25
S4	4,093.00	4,118.75	4,208.25

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,435.50	4,407.25	4,260.50
R3	4,354.00	4,325.75	4,238.25
R2	4,272.50	4,272.50	4,230.75
R1	4,244.25	4,244.25	4,223.25	4,258.50
PP	4,191.00	4,191.00	4,191.00	4,198.25
S1	4,162.75	4,162.75	4,208.25	4,177.00
S2	4,109.50	4,109.50	4,200.75
S3	4,028.00	4,081.25	4,193.25
S4	3,946.50	3,999.75	4,171.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,242.00	4,160.75	81.25	1.9%	33.00	0.8%	88%	True	False	425
10	4,242.00	4,124.00	118.00	2.8%	34.00	0.8%	92%	True	False	431
20	4,242.00	3,936.25	305.75	7.2%	42.50	1.0%	97%	True	False	342
40	4,242.00	3,687.00	555.00	13.1%	59.25	1.4%	98%	True	False	298
60	4,242.00	3,687.00	555.00	13.1%	48.75	1.2%	98%	True	False	205
80	4,242.00	3,687.00	555.00	13.1%	40.25	1.0%	98%	True	False	154
100	4,242.00	3,687.00	555.00	13.1%	33.50	0.8%	98%	True	False	124
120	4,242.00	3,687.00	555.00	13.1%	28.25	0.7%	98%	True	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.35
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,428.00
2.618	4,356.50
1.618	4,312.75
1.000	4,285.75
0.618	4,269.00
HIGH	4,242.00
0.618	4,225.25
0.500	4,220.00
0.382	4,215.00
LOW	4,198.25
0.618	4,171.25
1.000	4,154.50
1.618	4,127.50
2.618	4,083.75
4.250	4,012.25

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	4,228.25	4,226.00
PP	4,224.25	4,220.00
S1	4,220.00	4,214.00

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

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