E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	4,184.75	4,162.25	-22.50	-0.5%	4,307.75
High	4,234.00	4,189.75	-44.25	-1.0%	4,315.25
Low	4,141.00	4,080.75	-60.25	-1.5%	4,184.00
Close	4,160.25	4,083.25	-77.00	-1.9%	4,185.75
Range	93.00	109.00	16.00	17.2%	131.25
ATR	53.56	57.52	3.96	7.4%	0.00
Volume	549,934	639,787	89,853	16.3%	598,892

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,445.00	4,373.00	4,143.25
R3	4,336.00	4,264.00	4,113.25
R2	4,227.00	4,227.00	4,103.25
R1	4,155.00	4,155.00	4,093.25	4,136.50
PP	4,118.00	4,118.00	4,118.00	4,108.50
S1	4,046.00	4,046.00	4,073.25	4,027.50
S2	4,009.00	4,009.00	4,063.25
S3	3,900.00	3,937.00	4,053.25
S4	3,791.00	3,828.00	4,023.25

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,622.00	4,535.25	4,258.00
R3	4,490.75	4,404.00	4,221.75
R2	4,359.50	4,359.50	4,209.75
R1	4,272.75	4,272.75	4,197.75	4,250.50
PP	4,228.25	4,228.25	4,228.25	4,217.25
S1	4,141.50	4,141.50	4,173.75	4,119.25
S2	4,097.00	4,097.00	4,161.75
S3	3,965.75	4,010.25	4,149.75
S4	3,834.50	3,879.00	4,113.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,294.00	4,080.75	213.25	5.2%	85.25	2.1%	1%	False	True	354,547
10	4,323.50	4,080.75	242.75	5.9%	65.75	1.6%	1%	False	True	179,446
20	4,342.25	4,080.75	261.50	6.4%	52.25	1.3%	1%	False	True	90,335
40	4,342.25	3,840.50	501.75	12.3%	49.50	1.2%	48%	False	False	45,339
60	4,342.25	3,687.00	655.25	16.0%	56.75	1.4%	60%	False	False	30,302
80	4,342.25	3,687.00	655.25	16.0%	49.25	1.2%	60%	False	False	22,731
100	4,342.25	3,687.00	655.25	16.0%	42.50	1.0%	60%	False	False	18,185
120	4,342.25	3,687.00	655.25	16.0%	36.25	0.9%	60%	False	False	15,155

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	16.75
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4,653.00
2.618	4,475.00
1.618	4,366.00
1.000	4,298.75
0.618	4,257.00
HIGH	4,189.75
0.618	4,148.00
0.500	4,135.25
0.382	4,122.50
LOW	4,080.75
0.618	4,013.50
1.000	3,971.75
1.618	3,904.50
2.618	3,795.50
4.250	3,617.50

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	4,135.25	4,166.00
PP	4,118.00	4,138.50
S1	4,100.50	4,110.75

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

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