E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	4,158.00	4,147.50	-10.50	-0.3%	4,216.00
High	4,169.25	4,190.00	20.75	0.5%	4,252.50
Low	4,100.50	4,066.00	-34.50	-0.8%	4,082.00
Close	4,145.50	4,089.00	-56.50	-1.4%	4,200.75
Range	68.75	124.00	55.25	80.4%	170.50
ATR	67.46	71.50	4.04	6.0%	0.00
Volume	450,812	456,035	5,223	1.2%	1,682,131

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,487.00	4,412.00	4,157.25
R3	4,363.00	4,288.00	4,123.00
R2	4,239.00	4,239.00	4,111.75
R1	4,164.00	4,164.00	4,100.25	4,139.50
PP	4,115.00	4,115.00	4,115.00	4,102.75
S1	4,040.00	4,040.00	4,077.75	4,015.50
S2	3,991.00	3,991.00	4,066.25
S3	3,867.00	3,916.00	4,055.00
S4	3,743.00	3,792.00	4,020.75

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	4,066.00	186.50	4.6%	92.25	2.3%	12%	False	True	408,979
10	4,272.75	4,066.00	206.75	5.1%	85.00	2.1%	11%	False	True	361,461
20	4,322.00	4,066.00	256.00	6.3%	69.00	1.7%	9%	False	True	279,013
40	4,342.25	4,066.00	276.25	6.8%	60.75	1.5%	8%	False	True	184,674
60	4,342.25	3,840.50	501.75	12.3%	56.00	1.4%	50%	False	False	123,230
80	4,342.25	3,687.00	655.25	16.0%	59.75	1.5%	61%	False	False	92,480
100	4,342.25	3,687.00	655.25	16.0%	53.25	1.3%	61%	False	False	73,987
120	4,342.25	3,687.00	655.25	16.0%	47.00	1.1%	61%	False	False	61,656

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	18.90
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	4,717.00
2.618	4,514.75
1.618	4,390.75
1.000	4,314.00
0.618	4,266.75
HIGH	4,190.00
0.618	4,142.75
0.500	4,128.00
0.382	4,113.25
LOW	4,066.00
0.618	3,989.25
1.000	3,942.00
1.618	3,865.25
2.618	3,741.25
4.250	3,539.00

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	4,128.00	4,157.00
PP	4,115.00	4,134.25
S1	4,102.00	4,111.50

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

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