E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	4,373.50	4,376.75	3.25	0.1%	4,202.00
High	4,382.75	4,388.00	5.25	0.1%	4,376.25
Low	4,363.00	4,369.00	6.00	0.1%	4,196.75
Close	4,376.25	4,380.50	4.25	0.1%	4,371.00
Range	19.75	19.00	-0.75	-3.8%	179.50
ATR	53.78	51.29	-2.48	-4.6%	0.00
Volume	82	678	596	726.8%	187

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,436.25	4,427.25	4,391.00
R3	4,417.25	4,408.25	4,385.75
R2	4,398.25	4,398.25	4,384.00
R1	4,389.25	4,389.25	4,382.25	4,393.75
PP	4,379.25	4,379.25	4,379.25	4,381.50
S1	4,370.25	4,370.25	4,378.75	4,374.75
S2	4,360.25	4,360.25	4,377.00
S3	4,341.25	4,351.25	4,375.25
S4	4,322.25	4,332.25	4,370.00

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,853.25	4,791.50	4,469.75
R3	4,673.75	4,612.00	4,420.25
R2	4,494.25	4,494.25	4,404.00
R1	4,432.50	4,432.50	4,387.50	4,463.50
PP	4,314.75	4,314.75	4,314.75	4,330.00
S1	4,253.00	4,253.00	4,354.50	4,284.00
S2	4,135.25	4,135.25	4,338.00
S3	3,955.75	4,073.50	4,321.75
S4	3,776.25	3,894.00	4,272.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,388.00	4,264.50	123.50	2.8%	35.50	0.8%	94%	True	False	176
10	4,388.00	4,179.25	208.75	4.8%	41.75	1.0%	96%	True	False	111
20	4,388.00	4,084.25	303.75	6.9%	54.75	1.3%	98%	True	False	76
40	4,388.00	4,039.00	349.00	8.0%	51.75	1.2%	98%	True	False	52
60	4,388.00	4,039.00	349.00	8.0%	44.25	1.0%	98%	True	False	36
80	4,388.00	3,985.50	402.50	9.2%	35.00	0.8%	98%	True	False	28
100	4,388.00	3,722.75	665.25	15.2%	30.25	0.7%	99%	True	False	23
120	4,388.00	3,722.75	665.25	15.2%	26.25	0.6%	99%	True	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.65
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	4,468.75
2.618	4,437.75
1.618	4,418.75
1.000	4,407.00
0.618	4,399.75
HIGH	4,388.00
0.618	4,380.75
0.500	4,378.50
0.382	4,376.25
LOW	4,369.00
0.618	4,357.25
1.000	4,350.00
1.618	4,338.25
2.618	4,319.25
4.250	4,288.25

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	4,379.75	4,374.00
PP	4,379.25	4,367.75
S1	4,378.50	4,361.25

Download as Excel Spreadsheet

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

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