E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	4,411.75	4,415.25	3.50	0.1%	4,447.00
High	4,416.00	4,415.75	-0.25	0.0%	4,483.25
Low	4,391.75	4,328.50	-63.25	-1.4%	4,389.25
Close	4,413.50	4,331.25	-82.25	-1.9%	4,405.00
Range	24.25	87.25	63.00	259.8%	94.00
ATR	47.10	49.96	2.87	6.1%	0.00
Volume	217,756	313,249	95,493	43.9%	1,076,695

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,620.25	4,563.00	4,379.25
R3	4,533.00	4,475.75	4,355.25
R2	4,445.75	4,445.75	4,347.25
R1	4,388.50	4,388.50	4,339.25	4,373.50
PP	4,358.50	4,358.50	4,358.50	4,351.00
S1	4,301.25	4,301.25	4,323.25	4,286.25
S2	4,271.25	4,271.25	4,315.25
S3	4,184.00	4,214.00	4,307.25
S4	4,096.75	4,126.75	4,283.25

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	4,464.75	4,328.50	136.25	3.1%	50.75	1.2%	2%	False	True	244,756
10	4,483.25	4,328.50	154.75	3.6%	43.00	1.0%	2%	False	True	214,855
20	4,483.25	4,211.00	272.25	6.3%	42.00	1.0%	44%	False	False	201,588
40	4,483.25	4,041.50	441.75	10.2%	61.00	1.4%	66%	False	False	262,787
60	4,483.25	4,041.50	441.75	10.2%	63.00	1.5%	66%	False	False	268,738
80	4,483.25	4,041.50	441.75	10.2%	57.50	1.3%	66%	False	False	202,463
100	4,483.25	3,687.00	796.25	18.4%	58.00	1.3%	81%	False	False	162,041
120	4,483.25	3,687.00	796.25	18.4%	58.25	1.3%	81%	False	False	135,059

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	4.75
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	4,786.50
2.618	4,644.25
1.618	4,557.00
1.000	4,503.00
0.618	4,469.75
HIGH	4,415.75
0.618	4,382.50
0.500	4,372.00
0.382	4,361.75
LOW	4,328.50
0.618	4,274.50
1.000	4,241.25
1.618	4,187.25
2.618	4,100.00
4.250	3,957.75

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	4,372.00	4,394.50
PP	4,358.50	4,373.50
S1	4,345.00	4,352.25

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

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