E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	4,445.25	4,449.25	4.00	0.1%	4,373.50
High	4,455.75	4,461.00	5.25	0.1%	4,445.00
Low	4,427.00	4,429.25	2.25	0.1%	4,364.50
Close	4,450.25	4,436.75	-13.50	-0.3%	4,438.00
Range	28.75	31.75	3.00	10.4%	80.50
ATR	54.55	52.92	-1.63	-3.0%	0.00
Volume	163,047	173,941	10,894	6.7%	744,475

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,537.50	4,519.00	4,454.25
R3	4,505.75	4,487.25	4,445.50
R2	4,474.00	4,474.00	4,442.50
R1	4,455.50	4,455.50	4,439.75	4,449.00
PP	4,442.25	4,442.25	4,442.25	4,439.00
S1	4,423.75	4,423.75	4,433.75	4,417.00
S2	4,410.50	4,410.50	4,431.00
S3	4,378.75	4,392.00	4,428.00
S4	4,347.00	4,360.25	4,419.25

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	4,461.00	4,376.00	85.00	1.9%	34.00	0.8%	71%	True	False	174,702
10	4,461.00	4,271.00	190.00	4.3%	36.75	0.8%	87%	True	False	183,136
20	4,461.00	4,085.50	375.50	8.5%	55.50	1.2%	94%	True	False	234,164
40	4,461.00	4,041.50	419.50	9.5%	66.25	1.5%	94%	True	False	270,199
60	4,461.00	4,041.50	419.50	9.5%	63.75	1.4%	94%	True	False	236,900
80	4,461.00	4,041.50	419.50	9.5%	57.25	1.3%	94%	True	False	177,820
100	4,461.00	3,687.00	774.00	17.4%	60.75	1.4%	97%	True	False	142,313
120	4,461.00	3,687.00	774.00	17.4%	57.25	1.3%	97%	True	False	118,605

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.63
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,596.00
2.618	4,544.00
1.618	4,512.25
1.000	4,492.75
0.618	4,480.50
HIGH	4,461.00
0.618	4,448.75
0.500	4,445.00
0.382	4,441.50
LOW	4,429.25
0.618	4,409.75
1.000	4,397.50
1.618	4,378.00
2.618	4,346.25
4.250	4,294.25

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	4,445.00	4,444.00
PP	4,442.25	4,441.50
S1	4,439.50	4,439.25

Download as Excel Spreadsheet

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

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