E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	4,143.50	4,180.75	37.25	0.9%	4,249.50
High	4,188.00	4,222.75	34.75	0.8%	4,278.25
Low	4,085.50	4,165.75	80.25	2.0%	4,095.75
Close	4,185.50	4,216.25	30.75	0.7%	4,141.25
Range	102.50	57.00	-45.50	-44.4%	182.50
ATR	80.35	78.69	-1.67	-2.1%	0.00
Volume	353,848	283,374	-70,474	-19.9%	1,618,721

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,372.50	4,351.50	4,247.50
R3	4,315.50	4,294.50	4,232.00
R2	4,258.50	4,258.50	4,226.75
R1	4,237.50	4,237.50	4,221.50	4,248.00
PP	4,201.50	4,201.50	4,201.50	4,207.00
S1	4,180.50	4,180.50	4,211.00	4,191.00
S2	4,144.50	4,144.50	4,205.75
S3	4,087.50	4,123.50	4,200.50
S4	4,030.50	4,066.50	4,185.00

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,719.25	4,612.75	4,241.50
R3	4,536.75	4,430.25	4,191.50
R2	4,354.25	4,354.25	4,174.75
R1	4,247.75	4,247.75	4,158.00	4,209.75
PP	4,171.75	4,171.75	4,171.75	4,152.75
S1	4,065.25	4,065.25	4,124.50	4,027.25
S2	3,989.25	3,989.25	4,107.75
S3	3,806.75	3,882.75	4,091.00
S4	3,624.25	3,700.25	4,041.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,234.50	4,085.50	149.00	3.5%	90.00	2.1%	88%	False	False	340,902
10	4,286.25	4,085.50	200.75	4.8%	83.50	2.0%	65%	False	False	314,869
20	4,286.25	4,041.50	244.75	5.8%	85.00	2.0%	71%	False	False	346,322
40	4,322.00	4,041.50	280.50	6.7%	74.25	1.8%	62%	False	False	280,641
60	4,342.25	4,041.50	300.75	7.1%	61.25	1.5%	58%	False	False	187,426
80	4,342.25	3,687.00	655.25	15.5%	63.75	1.5%	81%	False	False	140,644
100	4,342.25	3,687.00	655.25	15.5%	61.00	1.4%	81%	False	False	112,537
120	4,342.25	3,687.00	655.25	15.5%	53.00	1.3%	81%	False	False	93,782

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	20.75
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,465.00
2.618	4,372.00
1.618	4,315.00
1.000	4,279.75
0.618	4,258.00
HIGH	4,222.75
0.618	4,201.00
0.500	4,194.25
0.382	4,187.50
LOW	4,165.75
0.618	4,130.50
1.000	4,108.75
1.618	4,073.50
2.618	4,016.50
4.250	3,923.50

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	4,209.00	4,195.50
PP	4,201.50	4,174.75
S1	4,194.25	4,154.00

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

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