E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	4,328.50	4,305.25	-23.25	-0.5%	4,443.75
High	4,340.75	4,333.50	-7.25	-0.2%	4,476.50
Low	4,298.25	4,292.50	-5.75	-0.1%	4,382.75
Close	4,301.25	4,324.75	23.50	0.5%	4,398.50
Range	42.50	41.00	-1.50	-3.5%	93.75
ATR	44.83	44.56	-0.27	-0.6%	0.00
Volume	26,027	108,665	82,638	317.5%	4,647

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,440.00	4,423.25	4,347.25
R3	4,399.00	4,382.25	4,336.00
R2	4,358.00	4,358.00	4,332.25
R1	4,341.25	4,341.25	4,328.50	4,349.50
PP	4,317.00	4,317.00	4,317.00	4,321.00
S1	4,300.25	4,300.25	4,321.00	4,308.50
S2	4,276.00	4,276.00	4,317.25
S3	4,235.00	4,259.25	4,313.50
S4	4,194.00	4,218.25	4,302.25

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,700.50	4,643.25	4,450.00
R3	4,606.75	4,549.50	4,424.25
R2	4,513.00	4,513.00	4,415.75
R1	4,455.75	4,455.75	4,407.00	4,437.50
PP	4,419.25	4,419.25	4,419.25	4,410.00
S1	4,362.00	4,362.00	4,390.00	4,343.75
S2	4,325.50	4,325.50	4,381.25
S3	4,231.75	4,268.25	4,372.75
S4	4,138.00	4,174.50	4,347.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,453.00	4,292.50	160.50	3.7%	52.50	1.2%	20%	False	True	30,496
10	4,476.50	4,292.50	184.00	4.3%	44.00	1.0%	18%	False	True	15,558
20	4,476.50	4,290.50	186.00	4.3%	37.00	0.9%	18%	False	False	7,850
40	4,476.50	4,039.00	437.50	10.1%	49.00	1.1%	65%	False	False	3,948
60	4,476.50	4,039.00	437.50	10.1%	49.00	1.1%	65%	False	False	2,638
80	4,476.50	4,039.00	437.50	10.1%	41.00	0.9%	65%	False	False	1,979
100	4,476.50	3,785.25	691.25	16.0%	34.50	0.8%	78%	False	False	1,584
120	4,476.50	3,722.75	753.75	17.4%	30.75	0.7%	80%	False	False	1,320

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	5.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,507.75
2.618	4,440.75
1.618	4,399.75
1.000	4,374.50
0.618	4,358.75
HIGH	4,333.50
0.618	4,317.75
0.500	4,313.00
0.382	4,308.25
LOW	4,292.50
0.618	4,267.25
1.000	4,251.50
1.618	4,226.25
2.618	4,185.25
4.250	4,118.25

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	4,320.75	4,350.25
PP	4,317.00	4,341.75
S1	4,313.00	4,333.25

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

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