E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	4,399.00	4,415.00	16.00	0.4%	4,265.00
High	4,416.00	4,441.50	25.50	0.6%	4,416.00
Low	4,385.75	4,399.50	13.75	0.3%	4,264.50
Close	4,414.75	4,403.25	-11.50	-0.3%	4,414.75
Range	30.25	42.00	11.75	38.8%	151.50
ATR	52.08	51.36	-0.72	-1.4%	0.00
Volume	126,565	171,930	45,365	35.8%	879,269

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,540.75	4,514.00	4,426.25
R3	4,498.75	4,472.00	4,414.75
R2	4,456.75	4,456.75	4,411.00
R1	4,430.00	4,430.00	4,407.00	4,422.50
PP	4,414.75	4,414.75	4,414.75	4,411.00
S1	4,388.00	4,388.00	4,399.50	4,380.50
S2	4,372.75	4,372.75	4,395.50
S3	4,330.75	4,346.00	4,391.75
S4	4,288.75	4,304.00	4,380.25

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,819.50	4,768.75	4,498.00
R3	4,668.00	4,617.25	4,456.50
R2	4,516.50	4,516.50	4,442.50
R1	4,465.75	4,465.75	4,428.75	4,491.00
PP	4,365.00	4,365.00	4,365.00	4,377.75
S1	4,314.25	4,314.25	4,400.75	4,339.50
S2	4,213.50	4,213.50	4,387.00
S3	4,062.00	4,162.75	4,373.00
S4	3,910.50	4,011.25	4,331.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,441.50	4,327.50	114.00	2.6%	43.00	1.0%	66%	True	False	179,434
10	4,441.50	4,259.00	182.50	4.1%	53.25	1.2%	79%	True	False	195,849
20	4,472.25	4,259.00	213.25	4.8%	55.00	1.2%	68%	False	False	222,018
40	4,476.50	4,259.00	217.50	4.9%	46.25	1.1%	66%	False	False	122,775
60	4,476.50	4,039.00	437.50	9.9%	51.00	1.2%	83%	False	False	81,863
80	4,476.50	4,039.00	437.50	9.9%	51.00	1.2%	83%	False	False	61,404
100	4,476.50	4,039.00	437.50	9.9%	44.25	1.0%	83%	False	False	49,124
120	4,476.50	3,847.25	629.25	14.3%	38.25	0.9%	88%	False	False	40,937

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,620.00
2.618	4,551.50
1.618	4,509.50
1.000	4,483.50
0.618	4,467.50
HIGH	4,441.50
0.618	4,425.50
0.500	4,420.50
0.382	4,415.50
LOW	4,399.50
0.618	4,373.50
1.000	4,357.50
1.618	4,331.50
2.618	4,289.50
4.250	4,221.00

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	4,420.50	4,401.25
PP	4,414.75	4,399.25
S1	4,409.00	4,397.00

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

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