E-mini NASDAQ-100 Future June 2015

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

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	4,182.50	4,241.25	58.75	1.4%	4,127.50
High	4,247.25	4,256.25	9.00	0.2%	4,256.25
Low	4,179.25	4,212.50	33.25	0.8%	4,084.25
Close	4,241.00	4,221.00	-20.00	-0.5%	4,221.00
Range	68.00	43.75	-24.25	-35.7%	172.00
ATR	62.56	61.21	-1.34	-2.1%	0.00
Volume	73	77	4	5.5%	200

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,361.25	4,334.75	4,245.00
R3	4,317.50	4,291.00	4,233.00
R2	4,273.75	4,273.75	4,229.00
R1	4,247.25	4,247.25	4,225.00	4,238.50
PP	4,230.00	4,230.00	4,230.00	4,225.50
S1	4,203.50	4,203.50	4,217.00	4,195.00
S2	4,186.25	4,186.25	4,213.00
S3	4,142.50	4,159.75	4,209.00
S4	4,098.75	4,116.00	4,197.00

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,703.25	4,634.00	4,315.50
R3	4,531.25	4,462.00	4,268.25
R2	4,359.25	4,359.25	4,252.50
R1	4,290.00	4,290.00	4,236.75	4,324.50
PP	4,187.25	4,187.25	4,187.25	4,204.50
S1	4,118.00	4,118.00	4,205.25	4,152.50
S2	4,015.25	4,015.25	4,189.50
S3	3,843.25	3,946.00	4,173.75
S4	3,671.25	3,774.00	4,126.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,256.25	4,084.25	172.00	4.1%	58.50	1.4%	80%	True	False	40
10	4,265.00	4,084.25	180.75	4.3%	67.75	1.6%	76%	False	False	46
20	4,271.00	4,039.00	232.00	5.5%	64.75	1.5%	78%	False	False	43
40	4,315.00	4,039.00	276.00	6.5%	56.00	1.3%	66%	False	False	30
60	4,321.00	4,039.00	282.00	6.7%	40.50	1.0%	65%	False	False	21
80	4,321.00	3,722.75	598.25	14.2%	32.50	0.8%	83%	False	False	16
100	4,321.00	3,722.75	598.25	14.2%	28.25	0.7%	83%	False	False	13
120	4,321.00	3,722.75	598.25	14.2%	24.25	0.6%	83%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	14.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,442.25
2.618	4,370.75
1.618	4,327.00
1.000	4,300.00
0.618	4,283.25
HIGH	4,256.25
0.618	4,239.50
0.500	4,234.50
0.382	4,229.25
LOW	4,212.50
0.618	4,185.50
1.000	4,168.75
1.618	4,141.75
2.618	4,098.00
4.250	4,026.50

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	4,234.50	4,220.00
PP	4,230.00	4,218.75
S1	4,225.50	4,217.75

Download as Excel Spreadsheet

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

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