E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	4,416.25	4,439.75	23.50	0.5%	4,373.50
High	4,445.00	4,449.25	4.25	0.1%	4,445.00
Low	4,396.00	4,429.75	33.75	0.8%	4,364.50
Close	4,438.00	4,444.50	6.50	0.1%	4,438.00
Range	49.00	19.50	-29.50	-60.2%	80.50
ATR	59.38	56.53	-2.85	-4.8%	0.00
Volume	235,154	133,132	-102,022	-43.4%	744,475

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,499.75	4,491.50	4,455.25
R3	4,480.25	4,472.00	4,449.75
R2	4,460.75	4,460.75	4,448.00
R1	4,452.50	4,452.50	4,446.25	4,456.50
PP	4,441.25	4,441.25	4,441.25	4,443.25
S1	4,433.00	4,433.00	4,442.75	4,437.00
S2	4,421.75	4,421.75	4,441.00
S3	4,402.25	4,413.50	4,439.25
S4	4,382.75	4,394.00	4,433.75

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,657.25	4,628.25	4,482.25
R3	4,576.75	4,547.75	4,460.25
R2	4,496.25	4,496.25	4,452.75
R1	4,467.25	4,467.25	4,445.50	4,481.75
PP	4,415.75	4,415.75	4,415.75	4,423.00
S1	4,386.75	4,386.75	4,430.50	4,401.25
S2	4,335.25	4,335.25	4,423.25
S3	4,254.75	4,306.25	4,415.75
S4	4,174.25	4,225.75	4,393.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,449.25	4,364.50	84.75	1.9%	30.75	0.7%	94%	True	False	175,521
10	4,449.25	4,201.50	247.75	5.6%	41.00	0.9%	98%	True	False	191,839
20	4,449.25	4,085.50	363.75	8.2%	61.25	1.4%	99%	True	False	244,886
40	4,449.25	4,041.50	407.75	9.2%	66.25	1.5%	99%	True	False	264,457
60	4,449.25	4,041.50	407.75	9.2%	63.75	1.4%	99%	True	False	231,307
80	4,449.25	4,031.50	417.75	9.4%	57.75	1.3%	99%	True	False	173,612
100	4,449.25	3,687.00	762.25	17.2%	61.25	1.4%	99%	True	False	138,949
120	4,449.25	3,687.00	762.25	17.2%	57.25	1.3%	99%	True	False	115,797

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.75
Narrowest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	4,532.00
2.618	4,500.25
1.618	4,480.75
1.000	4,468.75
0.618	4,461.25
HIGH	4,449.25
0.618	4,441.75
0.500	4,439.50
0.382	4,437.25
LOW	4,429.75
0.618	4,417.75
1.000	4,410.25
1.618	4,398.25
2.618	4,378.75
4.250	4,347.00

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	4,442.75	4,434.00
PP	4,441.25	4,423.25
S1	4,439.50	4,412.50

Download as Excel Spreadsheet

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

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