E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	4,447.00	4,479.00	32.00	0.7%	4,439.75
High	4,483.25	4,479.00	-4.25	-0.1%	4,464.75
Low	4,446.25	4,432.50	-13.75	-0.3%	4,427.00
Close	4,477.00	4,456.50	-20.50	-0.5%	4,442.50
Range	37.00	46.50	9.50	25.7%	37.75
ATR	49.20	49.01	-0.19	-0.4%	0.00
Volume	185,330	198,589	13,259	7.2%	837,035

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,595.50	4,572.50	4,482.00
R3	4,549.00	4,526.00	4,469.25
R2	4,502.50	4,502.50	4,465.00
R1	4,479.50	4,479.50	4,460.75	4,467.75
PP	4,456.00	4,456.00	4,456.00	4,450.00
S1	4,433.00	4,433.00	4,452.25	4,421.25
S2	4,409.50	4,409.50	4,448.00
S3	4,363.00	4,386.50	4,443.75
S4	4,316.50	4,340.00	4,431.00

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	4,429.25	54.00	1.2%	35.25	0.8%	50%	False	False	184,955
10	4,483.25	4,373.75	109.50	2.5%	33.50	0.8%	76%	False	False	177,080
20	4,483.25	4,165.75	317.50	7.1%	43.00	1.0%	92%	False	False	200,649
40	4,483.25	4,041.50	441.75	9.9%	64.50	1.4%	94%	False	False	274,245
60	4,483.25	4,041.50	441.75	9.9%	63.50	1.4%	94%	False	False	249,277
80	4,483.25	4,041.50	441.75	9.9%	56.50	1.3%	94%	False	False	187,193
100	4,483.25	3,687.00	796.25	17.9%	60.25	1.3%	97%	False	False	149,812
120	4,483.25	3,687.00	796.25	17.9%	57.75	1.3%	97%	False	False	124,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.58
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,676.50
2.618	4,600.75
1.618	4,554.25
1.000	4,525.50
0.618	4,507.75
HIGH	4,479.00
0.618	4,461.25
0.500	4,455.75
0.382	4,450.25
LOW	4,432.50
0.618	4,403.75
1.000	4,386.00
1.618	4,357.25
2.618	4,310.75
4.250	4,235.00

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	4,456.25	4,458.00
PP	4,456.00	4,457.50
S1	4,455.75	4,457.00

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

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