E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	4,458.25	4,444.25	-14.00	-0.3%	4,439.75
High	4,458.25	4,464.75	6.50	0.1%	4,464.75
Low	4,419.25	4,432.75	13.50	0.3%	4,427.00
Close	4,444.25	4,449.50	5.25	0.1%	4,442.50
Range	39.00	32.00	-7.00	-17.9%	37.75
ATR	48.29	47.13	-1.16	-2.4%	0.00
Volume	210,995	185,176	-25,819	-12.2%	837,035

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,545.00	4,529.25	4,467.00
R3	4,513.00	4,497.25	4,458.25
R2	4,481.00	4,481.00	4,455.25
R1	4,465.25	4,465.25	4,452.50	4,473.00
PP	4,449.00	4,449.00	4,449.00	4,453.00
S1	4,433.25	4,433.25	4,446.50	4,441.00
S2	4,417.00	4,417.00	4,443.75
S3	4,385.00	4,401.25	4,440.75
S4	4,353.00	4,369.25	4,432.00

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	4,419.25	64.00	1.4%	36.50	0.8%	47%	False	False	190,678
10	4,483.25	4,396.00	87.25	2.0%	34.50	0.8%	61%	False	False	185,227
20	4,483.25	4,181.50	301.75	6.8%	41.00	0.9%	89%	False	False	192,814
40	4,483.25	4,041.50	441.75	9.9%	62.00	1.4%	92%	False	False	265,652
60	4,483.25	4,041.50	441.75	9.9%	63.75	1.4%	92%	False	False	255,830
80	4,483.25	4,041.50	441.75	9.9%	56.50	1.3%	92%	False	False	192,130
100	4,483.25	3,687.00	796.25	17.9%	58.75	1.3%	96%	False	False	153,771
120	4,483.25	3,687.00	796.25	17.9%	58.00	1.3%	96%	False	False	128,162

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,600.75
2.618	4,548.50
1.618	4,516.50
1.000	4,496.75
0.618	4,484.50
HIGH	4,464.75
0.618	4,452.50
0.500	4,448.75
0.382	4,445.00
LOW	4,432.75
0.618	4,413.00
1.000	4,400.75
1.618	4,381.00
2.618	4,349.00
4.250	4,296.75

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	4,449.25	4,449.50
PP	4,449.00	4,449.25
S1	4,448.75	4,449.00

Download as Excel Spreadsheet

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

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