E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	4,437.00	4,441.00	4.00	0.1%	4,373.50
High	4,443.00	4,448.50	5.50	0.1%	4,438.75
Low	4,429.00	4,432.00	3.00	0.1%	4,363.00
Close	4,438.50	4,444.25	5.75	0.1%	4,432.00
Range	14.00	16.50	2.50	17.9%	75.75
ATR	47.21	45.02	-2.19	-4.6%	0.00
Volume	165	62	-103	-62.4%	917

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,491.00	4,484.25	4,453.25
R3	4,474.50	4,467.75	4,448.75
R2	4,458.00	4,458.00	4,447.25
R1	4,451.25	4,451.25	4,445.75	4,454.50
PP	4,441.50	4,441.50	4,441.50	4,443.25
S1	4,434.75	4,434.75	4,442.75	4,438.00
S2	4,425.00	4,425.00	4,441.25
S3	4,408.50	4,418.25	4,439.75
S4	4,392.00	4,401.75	4,435.25

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,638.50	4,611.00	4,473.75
R3	4,562.75	4,535.25	4,452.75
R2	4,487.00	4,487.00	4,446.00
R1	4,459.50	4,459.50	4,439.00	4,473.25
PP	4,411.25	4,411.25	4,411.25	4,418.00
S1	4,383.75	4,383.75	4,425.00	4,397.50
S2	4,335.50	4,335.50	4,418.00
S3	4,259.75	4,308.00	4,411.25
S4	4,184.00	4,232.25	4,390.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,448.50	4,369.00	79.50	1.8%	25.25	0.6%	95%	True	False	212
10	4,448.50	4,211.25	237.25	5.3%	34.50	0.8%	98%	True	False	130
20	4,448.50	4,084.25	364.25	8.2%	51.00	1.2%	99%	True	False	88
40	4,448.50	4,039.00	409.50	9.2%	52.50	1.2%	99%	True	False	57
60	4,448.50	4,039.00	409.50	9.2%	45.50	1.0%	99%	True	False	43
80	4,448.50	4,039.00	409.50	9.2%	35.75	0.8%	99%	True	False	32
100	4,448.50	3,722.75	725.75	16.3%	31.25	0.7%	99%	True	False	26
120	4,448.50	3,722.75	725.75	16.3%	27.25	0.6%	99%	True	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,518.50
2.618	4,491.75
1.618	4,475.25
1.000	4,465.00
0.618	4,458.75
HIGH	4,448.50
0.618	4,442.25
0.500	4,440.25
0.382	4,438.25
LOW	4,432.00
0.618	4,421.75
1.000	4,415.50
1.618	4,405.25
2.618	4,388.75
4.250	4,362.00

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	4,443.00	4,435.75
PP	4,441.50	4,427.50
S1	4,440.25	4,419.00

Download as Excel Spreadsheet

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

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