E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	4,159.50	4,268.50	109.00	2.6%	4,184.75
High	4,271.75	4,304.50	32.75	0.8%	4,304.50
Low	4,150.25	4,255.50	105.25	2.5%	4,080.75
Close	4,263.00	4,282.75	19.75	0.5%	4,282.75
Range	121.50	49.00	-72.50	-59.7%	223.75
ATR	64.34	63.24	-1.10	-1.7%	0.00
Volume	386,503	290,155	-96,348	-24.9%	2,375,425

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,428.00	4,404.25	4,309.75
R3	4,379.00	4,355.25	4,296.25
R2	4,330.00	4,330.00	4,291.75
R1	4,306.25	4,306.25	4,287.25	4,318.00
PP	4,281.00	4,281.00	4,281.00	4,286.75
S1	4,257.25	4,257.25	4,278.25	4,269.00
S2	4,232.00	4,232.00	4,273.75
S3	4,183.00	4,208.25	4,269.25
S4	4,134.00	4,159.25	4,255.75

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,894.00	4,812.00	4,405.75
R3	4,670.25	4,588.25	4,344.25
R2	4,446.50	4,446.50	4,323.75
R1	4,364.50	4,364.50	4,303.25	4,405.50
PP	4,222.75	4,222.75	4,222.75	4,243.00
S1	4,140.75	4,140.75	4,262.25	4,181.75
S2	3,999.00	3,999.00	4,241.75
S3	3,775.25	3,917.00	4,221.25
S4	3,551.50	3,693.25	4,159.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,304.50	4,080.75	223.75	5.2%	92.75	2.2%	90%	True	False	475,085
10	4,315.25	4,080.75	234.50	5.5%	83.00	1.9%	86%	False	False	297,431
20	4,342.25	4,080.75	261.50	6.1%	59.25	1.4%	77%	False	False	149,418
40	4,342.25	3,972.00	370.25	8.6%	50.00	1.2%	84%	False	False	74,950
60	4,342.25	3,687.00	655.25	15.3%	58.25	1.4%	91%	False	False	50,061
80	4,342.25	3,687.00	655.25	15.3%	52.25	1.2%	91%	False	False	37,552
100	4,342.25	3,687.00	655.25	15.3%	44.50	1.0%	91%	False	False	30,042
120	4,342.25	3,687.00	655.25	15.3%	38.50	0.9%	91%	False	False	25,036

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.95
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,512.75
2.618	4,432.75
1.618	4,383.75
1.000	4,353.50
0.618	4,334.75
HIGH	4,304.50
0.618	4,285.75
0.500	4,280.00
0.382	4,274.25
LOW	4,255.50
0.618	4,225.25
1.000	4,206.50
1.618	4,176.25
2.618	4,127.25
4.250	4,047.25

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	4,281.75	4,252.75
PP	4,281.00	4,223.00
S1	4,280.00	4,193.00

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

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