E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	4,180.75	4,207.75	27.00	0.6%	4,249.50
High	4,222.75	4,243.00	20.25	0.5%	4,278.25
Low	4,165.75	4,187.50	21.75	0.5%	4,095.75
Close	4,216.25	4,204.00	-12.25	-0.3%	4,141.25
Range	57.00	55.50	-1.50	-2.6%	182.50
ATR	78.69	77.03	-1.66	-2.1%	0.00
Volume	283,374	269,497	-13,877	-4.9%	1,618,721

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,378.00	4,346.50	4,234.50
R3	4,322.50	4,291.00	4,219.25
R2	4,267.00	4,267.00	4,214.25
R1	4,235.50	4,235.50	4,209.00	4,223.50
PP	4,211.50	4,211.50	4,211.50	4,205.50
S1	4,180.00	4,180.00	4,199.00	4,168.00
S2	4,156.00	4,156.00	4,193.75
S3	4,100.50	4,124.50	4,188.75
S4	4,045.00	4,069.00	4,173.50

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	4,243.00	4,085.50	157.50	3.7%	78.25	1.9%	75%	True	False	322,179
10	4,286.25	4,085.50	200.75	4.8%	82.25	2.0%	59%	False	False	309,099
20	4,286.25	4,041.50	244.75	5.8%	83.25	2.0%	66%	False	False	338,489
40	4,322.00	4,041.50	280.50	6.7%	75.00	1.8%	58%	False	False	287,338
60	4,342.25	4,041.50	300.75	7.2%	61.75	1.5%	54%	False	False	191,902
80	4,342.25	3,687.00	655.25	15.6%	63.25	1.5%	79%	False	False	144,011
100	4,342.25	3,687.00	655.25	15.6%	61.25	1.5%	79%	False	False	115,232
120	4,342.25	3,687.00	655.25	15.6%	53.50	1.3%	79%	False	False	96,028

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	19.88
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,479.00
2.618	4,388.25
1.618	4,332.75
1.000	4,298.50
0.618	4,277.25
HIGH	4,243.00
0.618	4,221.75
0.500	4,215.25
0.382	4,208.75
LOW	4,187.50
0.618	4,153.25
1.000	4,132.00
1.618	4,097.75
2.618	4,042.25
4.250	3,951.50

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	4,215.25	4,190.75
PP	4,211.50	4,177.50
S1	4,207.75	4,164.25

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

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