E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	4,444.25	4,451.50	7.25	0.2%	4,447.00
High	4,464.75	4,460.50	-4.25	-0.1%	4,483.25
Low	4,432.75	4,389.25	-43.50	-1.0%	4,389.25
Close	4,449.50	4,405.00	-44.50	-1.0%	4,405.00
Range	32.00	71.25	39.25	122.7%	94.00
ATR	47.13	48.85	1.72	3.7%	0.00
Volume	185,176	296,605	111,429	60.2%	1,076,695

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,632.00	4,589.75	4,444.25
R3	4,560.75	4,518.50	4,424.50
R2	4,489.50	4,489.50	4,418.00
R1	4,447.25	4,447.25	4,411.50	4,432.75
PP	4,418.25	4,418.25	4,418.25	4,411.00
S1	4,376.00	4,376.00	4,398.50	4,361.50
S2	4,347.00	4,347.00	4,392.00
S3	4,275.75	4,304.75	4,385.50
S4	4,204.50	4,233.50	4,365.75

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,707.75	4,650.50	4,456.75
R3	4,613.75	4,556.50	4,430.75
R2	4,519.75	4,519.75	4,422.25
R1	4,462.50	4,462.50	4,413.50	4,444.00
PP	4,425.75	4,425.75	4,425.75	4,416.75
S1	4,368.50	4,368.50	4,396.50	4,350.00
S2	4,331.75	4,331.75	4,387.75
S3	4,237.75	4,274.50	4,379.25
S4	4,143.75	4,180.50	4,353.25

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	4,389.25	94.00	2.1%	45.25	1.0%	17%	False	True	215,339
10	4,483.25	4,389.25	94.00	2.1%	36.75	0.8%	17%	False	True	191,373
20	4,483.25	4,201.50	281.75	6.4%	40.75	0.9%	72%	False	False	197,616
40	4,483.25	4,041.50	441.75	10.0%	62.25	1.4%	82%	False	False	264,862
60	4,483.25	4,041.50	441.75	10.0%	63.75	1.4%	82%	False	False	260,702
80	4,483.25	4,041.50	441.75	10.0%	56.75	1.3%	82%	False	False	195,834
100	4,483.25	3,687.00	796.25	18.1%	58.25	1.3%	90%	False	False	156,736
120	4,483.25	3,687.00	796.25	18.1%	58.25	1.3%	90%	False	False	130,634

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	False
Bear Hook	False
Bull Hook	False
Stretch	6.28
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,763.25
2.618	4,647.00
1.618	4,575.75
1.000	4,531.75
0.618	4,504.50
HIGH	4,460.50
0.618	4,433.25
0.500	4,425.00
0.382	4,416.50
LOW	4,389.25
0.618	4,345.25
1.000	4,318.00
1.618	4,274.00
2.618	4,202.75
4.250	4,086.50

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	4,425.00	4,427.00
PP	4,418.25	4,419.75
S1	4,411.50	4,412.25

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

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