E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	4,278.25	4,308.50	30.25	0.7%	4,143.50
High	4,322.00	4,346.50	24.50	0.6%	4,268.25
Low	4,271.00	4,285.75	14.75	0.3%	4,085.50
Close	4,296.50	4,344.75	48.25	1.1%	4,227.50
Range	51.00	60.75	9.75	19.1%	182.75
ATR	70.78	70.06	-0.72	-1.0%	0.00
Volume	207,031	219,353	12,322	6.0%	1,360,623

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,508.00	4,487.00	4,378.25
R3	4,447.25	4,426.25	4,361.50
R2	4,386.50	4,386.50	4,356.00
R1	4,365.50	4,365.50	4,350.25	4,376.00
PP	4,325.75	4,325.75	4,325.75	4,331.00
S1	4,304.75	4,304.75	4,339.25	4,315.25
S2	4,265.00	4,265.00	4,333.50
S3	4,204.25	4,244.00	4,328.00
S4	4,143.50	4,183.25	4,311.25

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,742.00	4,667.50	4,328.00
R3	4,559.25	4,484.75	4,277.75
R2	4,376.50	4,376.50	4,261.00
R1	4,302.00	4,302.00	4,244.25	4,339.25
PP	4,193.75	4,193.75	4,193.75	4,212.50
S1	4,119.25	4,119.25	4,210.75	4,156.50
S2	4,011.00	4,011.00	4,194.00
S3	3,828.25	3,936.50	4,177.25
S4	3,645.50	3,753.75	4,127.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,346.50	4,201.50	145.00	3.3%	54.75	1.3%	99%	True	False	220,746
10	4,346.50	4,085.50	261.00	6.0%	63.50	1.5%	99%	True	False	255,662
20	4,346.50	4,041.50	305.00	7.0%	76.25	1.8%	99%	True	False	294,249
40	4,346.50	4,041.50	305.00	7.0%	72.25	1.7%	99%	True	False	291,225
60	4,346.50	4,041.50	305.00	7.0%	64.25	1.5%	99%	True	False	213,607
80	4,346.50	3,787.50	559.00	12.9%	60.50	1.4%	100%	True	False	160,291
100	4,346.50	3,687.00	659.50	15.2%	62.25	1.4%	100%	True	False	128,274
120	4,346.50	3,687.00	659.50	15.2%	56.00	1.3%	100%	True	False	106,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	15.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,604.75
2.618	4,505.50
1.618	4,444.75
1.000	4,407.25
0.618	4,384.00
HIGH	4,346.50
0.618	4,323.25
0.500	4,316.00
0.382	4,309.00
LOW	4,285.75
0.618	4,248.25
1.000	4,225.00
1.618	4,187.50
2.618	4,126.75
4.250	4,027.50

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	4,335.25	4,322.75
PP	4,325.75	4,300.75
S1	4,316.00	4,278.75

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

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