E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	4,327.50	4,370.00	42.50	1.0%	4,448.50
High	4,381.75	4,375.75	-6.00	-0.1%	4,461.25
Low	4,315.75	4,320.75	5.00	0.1%	4,270.00
Close	4,372.50	4,329.50	-43.00	-1.0%	4,325.75
Range	66.00	55.00	-11.00	-16.7%	191.25
ATR	52.34	52.53	0.19	0.4%	0.00
Volume	202,012	224,928	22,916	11.3%	1,220,078

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,507.00	4,473.25	4,359.75
R3	4,452.00	4,418.25	4,344.50
R2	4,397.00	4,397.00	4,339.50
R1	4,363.25	4,363.25	4,334.50	4,352.50
PP	4,342.00	4,342.00	4,342.00	4,336.75
S1	4,308.25	4,308.25	4,324.50	4,297.50
S2	4,287.00	4,287.00	4,319.50
S3	4,232.00	4,253.25	4,314.50
S4	4,177.00	4,198.25	4,299.25

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,926.00	4,817.25	4,431.00
R3	4,734.75	4,626.00	4,378.25
R2	4,543.50	4,543.50	4,360.75
R1	4,434.75	4,434.75	4,343.25	4,393.50
PP	4,352.25	4,352.25	4,352.25	4,331.75
S1	4,243.50	4,243.50	4,308.25	4,202.25
S2	4,161.00	4,161.00	4,290.75
S3	3,969.75	4,052.25	4,273.25
S4	3,778.50	3,861.00	4,220.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,438.50	4,270.00	168.50	3.9%	67.25	1.6%	35%	False	False	262,610
10	4,472.25	4,270.00	202.25	4.7%	57.75	1.3%	29%	False	False	240,245
20	4,472.25	4,270.00	202.25	4.7%	54.00	1.2%	29%	False	False	168,841
40	4,476.50	4,176.00	300.50	6.9%	45.50	1.0%	51%	False	False	84,494
60	4,476.50	4,039.00	437.50	10.1%	52.50	1.2%	66%	False	False	56,341
80	4,476.50	4,039.00	437.50	10.1%	49.50	1.1%	66%	False	False	42,260
100	4,476.50	4,039.00	437.50	10.1%	40.50	0.9%	66%	False	False	33,808
120	4,476.50	3,722.75	753.75	17.4%	36.00	0.8%	80%	False	False	28,174

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,609.50
2.618	4,519.75
1.618	4,464.75
1.000	4,430.75
0.618	4,409.75
HIGH	4,375.75
0.618	4,354.75
0.500	4,348.25
0.382	4,341.75
LOW	4,320.75
0.618	4,286.75
1.000	4,265.75
1.618	4,231.75
2.618	4,176.75
4.250	4,087.00

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	4,348.25	4,339.50
PP	4,342.00	4,336.25
S1	4,335.75	4,332.75

Download as Excel Spreadsheet

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

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