E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	4,201.25	4,169.50	-31.75	-0.8%	4,216.00
High	4,227.50	4,247.75	20.25	0.5%	4,252.50
Low	4,151.00	4,126.75	-24.25	-0.6%	4,082.00
Close	4,166.50	4,158.50	-8.00	-0.2%	4,200.75
Range	76.50	121.00	44.50	58.2%	170.50
ATR	63.24	67.36	4.13	6.5%	0.00
Volume	319,438	476,645	157,207	49.2%	1,682,131

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,540.75	4,470.50	4,225.00
R3	4,419.75	4,349.50	4,191.75
R2	4,298.75	4,298.75	4,180.75
R1	4,228.50	4,228.50	4,169.50	4,203.00
PP	4,177.75	4,177.75	4,177.75	4,165.00
S1	4,107.50	4,107.50	4,147.50	4,082.00
S2	4,056.75	4,056.75	4,136.25
S3	3,935.75	3,986.50	4,125.25
S4	3,814.75	3,865.50	4,092.00

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,690.00	4,615.75	4,294.50
R3	4,519.50	4,445.25	4,247.75
R2	4,349.00	4,349.00	4,232.00
R1	4,274.75	4,274.75	4,216.50	4,226.50
PP	4,178.50	4,178.50	4,178.50	4,154.25
S1	4,104.25	4,104.25	4,185.00	4,056.00
S2	4,008.00	4,008.00	4,169.50
S3	3,837.50	3,933.75	4,153.75
S4	3,667.00	3,763.25	4,107.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,252.50	4,102.75	149.75	3.6%	84.00	2.0%	37%	False	False	347,657
10	4,318.00	4,082.00	236.00	5.7%	78.00	1.9%	32%	False	False	296,477
20	4,322.00	4,080.75	241.25	5.8%	69.50	1.7%	32%	False	False	293,157
40	4,342.25	4,080.75	261.50	6.3%	57.25	1.4%	30%	False	False	162,027
60	4,342.25	3,740.00	602.25	14.5%	55.75	1.3%	69%	False	False	108,129
80	4,342.25	3,687.00	655.25	15.8%	58.25	1.4%	72%	False	False	81,145
100	4,342.25	3,687.00	655.25	15.8%	51.50	1.2%	72%	False	False	64,919
120	4,342.25	3,687.00	655.25	15.8%	45.50	1.1%	72%	False	False	54,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.90
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,762.00
2.618	4,564.50
1.618	4,443.50
1.000	4,368.75
0.618	4,322.50
HIGH	4,247.75
0.618	4,201.50
0.500	4,187.25
0.382	4,173.00
LOW	4,126.75
0.618	4,052.00
1.000	4,005.75
1.618	3,931.00
2.618	3,810.00
4.250	3,612.50

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	4,187.25	4,189.50
PP	4,177.75	4,179.25
S1	4,168.00	4,169.00

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

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