E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	4,342.75	4,373.50	30.75	0.7%	4,226.50
High	4,382.00	4,388.50	6.50	0.1%	4,382.00
Low	4,340.75	4,364.50	23.75	0.5%	4,201.50
Close	4,377.00	4,381.75	4.75	0.1%	4,377.00
Range	41.25	24.00	-17.25	-41.8%	180.50
ATR	68.00	64.86	-3.14	-4.6%	0.00
Volume	190,386	194,620	4,234	2.2%	1,040,785

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,450.25	4,440.00	4,395.00
R3	4,426.25	4,416.00	4,388.25
R2	4,402.25	4,402.25	4,386.25
R1	4,392.00	4,392.00	4,384.00	4,397.00
PP	4,378.25	4,378.25	4,378.25	4,380.75
S1	4,368.00	4,368.00	4,379.50	4,373.00
S2	4,354.25	4,354.25	4,377.25
S3	4,330.25	4,344.00	4,375.25
S4	4,306.25	4,320.00	4,368.50

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,861.75	4,799.75	4,476.25
R3	4,681.25	4,619.25	4,426.75
R2	4,500.75	4,500.75	4,410.00
R1	4,438.75	4,438.75	4,393.50	4,469.75
PP	4,320.25	4,320.25	4,320.25	4,335.50
S1	4,258.25	4,258.25	4,360.50	4,289.25
S2	4,139.75	4,139.75	4,344.00
S3	3,959.25	4,077.75	4,327.25
S4	3,778.75	3,897.25	4,277.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,388.50	4,211.00	177.50	4.1%	50.00	1.1%	96%	True	False	207,436
10	4,388.50	4,165.75	222.75	5.1%	52.50	1.2%	97%	True	False	224,218
20	4,388.50	4,085.50	303.00	6.9%	68.50	1.6%	98%	True	False	272,747
40	4,388.50	4,041.50	347.00	7.9%	68.75	1.6%	98%	True	False	272,129
60	4,388.50	4,041.50	347.00	7.9%	64.00	1.5%	98%	True	False	220,006
80	4,388.50	3,936.25	452.25	10.3%	58.75	1.3%	99%	True	False	165,090
100	4,388.50	3,687.00	701.50	16.0%	62.25	1.4%	99%	True	False	132,123
120	4,388.50	3,687.00	701.50	16.0%	56.50	1.3%	99%	True	False	110,106

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.65
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	4,490.50
2.618	4,451.25
1.618	4,427.25
1.000	4,412.50
0.618	4,403.25
HIGH	4,388.50
0.618	4,379.25
0.500	4,376.50
0.382	4,373.75
LOW	4,364.50
0.618	4,349.75
1.000	4,340.50
1.618	4,325.75
2.618	4,301.75
4.250	4,262.50

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	4,380.00	4,367.00
PP	4,378.25	4,352.00
S1	4,376.50	4,337.00

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

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