E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	4,439.75	4,445.25	5.50	0.1%	4,373.50
High	4,449.25	4,455.75	6.50	0.1%	4,445.00
Low	4,429.75	4,427.00	-2.75	-0.1%	4,364.50
Close	4,444.50	4,450.25	5.75	0.1%	4,438.00
Range	19.50	28.75	9.25	47.4%	80.50
ATR	56.53	54.55	-1.98	-3.5%	0.00
Volume	133,132	163,047	29,915	22.5%	744,475

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,530.50	4,519.25	4,466.00
R3	4,501.75	4,490.50	4,458.25
R2	4,473.00	4,473.00	4,455.50
R1	4,461.75	4,461.75	4,453.00	4,467.50
PP	4,444.25	4,444.25	4,444.25	4,447.25
S1	4,433.00	4,433.00	4,447.50	4,438.50
S2	4,415.50	4,415.50	4,445.00
S3	4,386.75	4,404.25	4,442.25
S4	4,358.00	4,375.50	4,434.50

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	4,455.75	4,373.75	82.00	1.8%	31.75	0.7%	93%	True	False	169,206
10	4,455.75	4,211.00	244.75	5.5%	40.75	0.9%	98%	True	False	188,321
20	4,455.75	4,085.50	370.25	8.3%	60.25	1.4%	99%	True	False	243,658
40	4,455.75	4,041.50	414.25	9.3%	66.50	1.5%	99%	True	False	267,378
60	4,455.75	4,041.50	414.25	9.3%	63.75	1.4%	99%	True	False	234,012
80	4,455.75	4,041.50	414.25	9.3%	57.25	1.3%	99%	True	False	175,647
100	4,455.75	3,687.00	768.75	17.3%	61.25	1.4%	99%	True	False	140,576
120	4,455.75	3,687.00	768.75	17.3%	57.25	1.3%	99%	True	False	117,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,578.00
2.618	4,531.00
1.618	4,502.25
1.000	4,484.50
0.618	4,473.50
HIGH	4,455.75
0.618	4,444.75
0.500	4,441.50
0.382	4,438.00
LOW	4,427.00
0.618	4,409.25
1.000	4,398.25
1.618	4,380.50
2.618	4,351.75
4.250	4,304.75

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	4,447.25	4,442.00
PP	4,444.25	4,434.00
S1	4,441.50	4,426.00

Download as Excel Spreadsheet

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

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