E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	4,166.00	4,188.00	22.00	0.5%	4,189.75
High	4,185.00	4,262.00	77.00	1.8%	4,233.00
Low	4,140.00	4,167.00	27.00	0.7%	4,039.00
Close	4,170.50	4,256.75	86.25	2.1%	4,120.75
Range	45.00	95.00	50.00	111.1%	194.00
ATR	56.38	59.14	2.76	4.9%	0.00
Volume	14	17	3	21.4%	221

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,513.50	4,480.25	4,309.00
R3	4,418.50	4,385.25	4,283.00
R2	4,323.50	4,323.50	4,274.25
R1	4,290.25	4,290.25	4,265.50	4,307.00
PP	4,228.50	4,228.50	4,228.50	4,237.00
S1	4,195.25	4,195.25	4,248.00	4,212.00
S2	4,133.50	4,133.50	4,239.25
S3	4,038.50	4,100.25	4,230.50
S4	3,943.50	4,005.25	4,204.50

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,713.00	4,610.75	4,227.50
R3	4,519.00	4,416.75	4,174.00
R2	4,325.00	4,325.00	4,156.25
R1	4,222.75	4,222.75	4,138.50	4,177.00
PP	4,131.00	4,131.00	4,131.00	4,108.00
S1	4,028.75	4,028.75	4,103.00	3,983.00
S2	3,937.00	3,937.00	4,085.25
S3	3,743.00	3,834.75	4,067.50
S4	3,549.00	3,640.75	4,014.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,262.00	4,039.00	223.00	5.2%	67.50	1.6%	98%	True	False	23
10	4,262.00	4,039.00	223.00	5.2%	65.25	1.5%	98%	True	False	32
20	4,315.00	4,039.00	276.00	6.5%	53.75	1.3%	79%	False	False	22
40	4,321.00	4,039.00	282.00	6.6%	41.75	1.0%	77%	False	False	17
60	4,321.00	4,018.75	302.25	7.1%	30.50	0.7%	79%	False	False	12
80	4,321.00	3,722.75	598.25	14.1%	25.75	0.6%	89%	False	False	10
100	4,321.00	3,722.75	598.25	14.1%	22.00	0.5%	89%	False	False	8

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	15.30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,665.75
2.618	4,510.75
1.618	4,415.75
1.000	4,357.00
0.618	4,320.75
HIGH	4,262.00
0.618	4,225.75
0.500	4,214.50
0.382	4,203.25
LOW	4,167.00
0.618	4,108.25
1.000	4,072.00
1.618	4,013.25
2.618	3,918.25
4.250	3,763.25

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	4,242.75	4,238.25
PP	4,228.50	4,219.50
S1	4,214.50	4,201.00

Download as Excel Spreadsheet

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

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