E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	4,169.50	4,158.00	-11.50	-0.3%	4,216.00
High	4,247.75	4,169.25	-78.50	-1.8%	4,252.50
Low	4,126.75	4,100.50	-26.25	-0.6%	4,082.00
Close	4,158.50	4,145.50	-13.00	-0.3%	4,200.75
Range	121.00	68.75	-52.25	-43.2%	170.50
ATR	67.36	67.46	0.10	0.1%	0.00
Volume	476,645	450,812	-25,833	-5.4%	1,682,131

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,344.75	4,313.75	4,183.25
R3	4,276.00	4,245.00	4,164.50
R2	4,207.25	4,207.25	4,158.00
R1	4,176.25	4,176.25	4,151.75	4,157.50
PP	4,138.50	4,138.50	4,138.50	4,129.00
S1	4,107.50	4,107.50	4,139.25	4,088.50
S2	4,069.75	4,069.75	4,133.00
S3	4,001.00	4,038.75	4,126.50
S4	3,932.25	3,970.00	4,107.75

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	4,100.50	152.00	3.7%	85.75	2.1%	30%	False	True	372,183
10	4,305.00	4,082.00	223.00	5.4%	80.50	1.9%	28%	False	False	330,549
20	4,322.00	4,080.75	241.25	5.8%	68.25	1.6%	27%	False	False	288,201
40	4,342.25	4,080.75	261.50	6.3%	58.25	1.4%	25%	False	False	173,286
60	4,342.25	3,787.50	554.75	13.4%	55.25	1.3%	65%	False	False	115,639
80	4,342.25	3,687.00	655.25	15.8%	58.75	1.4%	70%	False	False	86,780
100	4,342.25	3,687.00	655.25	15.8%	52.00	1.3%	70%	False	False	69,427
120	4,342.25	3,687.00	655.25	15.8%	46.00	1.1%	70%	False	False	57,856

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	16.85
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,461.50
2.618	4,349.25
1.618	4,280.50
1.000	4,238.00
0.618	4,211.75
HIGH	4,169.25
0.618	4,143.00
0.500	4,135.00
0.382	4,126.75
LOW	4,100.50
0.618	4,058.00
1.000	4,031.75
1.618	3,989.25
2.618	3,920.50
4.250	3,808.25

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	4,142.00	4,174.00
PP	4,138.50	4,164.50
S1	4,135.00	4,155.00

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

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