E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	4,460.50	4,447.00	-13.50	-0.3%	4,439.75
High	4,462.75	4,483.25	20.50	0.5%	4,464.75
Low	4,435.00	4,446.25	11.25	0.3%	4,427.00
Close	4,442.50	4,477.00	34.50	0.8%	4,442.50
Range	27.75	37.00	9.25	33.3%	37.75
ATR	49.85	49.20	-0.65	-1.3%	0.00
Volume	173,304	185,330	12,026	6.9%	837,035

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,579.75	4,565.50	4,497.25
R3	4,542.75	4,528.50	4,487.25
R2	4,505.75	4,505.75	4,483.75
R1	4,491.50	4,491.50	4,480.50	4,498.50
PP	4,468.75	4,468.75	4,468.75	4,472.50
S1	4,454.50	4,454.50	4,473.50	4,461.50
S2	4,431.75	4,431.75	4,470.25
S3	4,394.75	4,417.50	4,466.75
S4	4,357.75	4,380.50	4,456.75

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,558.00	4,538.00	4,463.25
R3	4,520.25	4,500.25	4,453.00
R2	4,482.50	4,482.50	4,449.50
R1	4,462.50	4,462.50	4,446.00	4,472.50
PP	4,444.75	4,444.75	4,444.75	4,449.75
S1	4,424.75	4,424.75	4,439.00	4,434.75
S2	4,407.00	4,407.00	4,435.50
S3	4,369.25	4,387.00	4,432.00
S4	4,331.50	4,349.25	4,421.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,483.25	4,427.00	56.25	1.3%	31.75	0.7%	89%	True	False	177,846
10	4,483.25	4,364.50	118.75	2.7%	31.25	0.7%	95%	True	False	176,684
20	4,483.25	4,085.50	397.75	8.9%	45.75	1.0%	98%	True	False	208,412
40	4,483.25	4,041.50	441.75	9.9%	65.00	1.5%	99%	True	False	275,020
60	4,483.25	4,041.50	441.75	9.9%	63.25	1.4%	99%	True	False	246,015
80	4,483.25	4,041.50	441.75	9.9%	56.50	1.3%	99%	True	False	184,712
100	4,483.25	3,687.00	796.25	17.8%	60.25	1.3%	99%	True	False	147,827
120	4,483.25	3,687.00	796.25	17.8%	57.75	1.3%	99%	True	False	123,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,640.50
2.618	4,580.00
1.618	4,543.00
1.000	4,520.25
0.618	4,506.00
HIGH	4,483.25
0.618	4,469.00
0.500	4,464.75
0.382	4,460.50
LOW	4,446.25
0.618	4,423.50
1.000	4,409.25
1.618	4,386.50
2.618	4,349.50
4.250	4,289.00

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	4,473.00	4,470.50
PP	4,468.75	4,463.75
S1	4,464.75	4,457.00

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

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