E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	4,405.50	4,400.25	-5.25	-0.1%	4,265.00
High	4,414.50	4,429.00	14.50	0.3%	4,416.00
Low	4,366.75	4,388.75	22.00	0.5%	4,264.50
Close	4,397.75	4,421.75	24.00	0.5%	4,414.75
Range	47.75	40.25	-7.50	-15.7%	151.50
ATR	51.10	50.33	-0.78	-1.5%	0.00
Volume	220,750	170,496	-50,254	-22.8%	879,269

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,534.00	4,518.00	4,444.00
R3	4,493.75	4,477.75	4,432.75
R2	4,453.50	4,453.50	4,429.25
R1	4,437.50	4,437.50	4,425.50	4,445.50
PP	4,413.25	4,413.25	4,413.25	4,417.00
S1	4,397.25	4,397.25	4,418.00	4,405.25
S2	4,373.00	4,373.00	4,414.25
S3	4,332.75	4,357.00	4,410.75
S4	4,292.50	4,316.75	4,399.50

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	4,352.75	88.75	2.0%	41.75	0.9%	78%	False	False	178,236
10	4,441.50	4,259.00	182.50	4.1%	50.00	1.1%	89%	False	False	192,279
20	4,472.25	4,259.00	213.25	4.8%	54.00	1.2%	76%	False	False	216,262
40	4,476.50	4,259.00	217.50	4.9%	47.00	1.1%	75%	False	False	132,552
60	4,476.50	4,084.25	392.25	8.9%	49.75	1.1%	86%	False	False	88,383
80	4,476.50	4,039.00	437.50	9.9%	50.50	1.1%	87%	False	False	66,294
100	4,476.50	4,039.00	437.50	9.9%	45.25	1.0%	87%	False	False	53,036
120	4,476.50	3,926.50	550.00	12.4%	38.75	0.9%	90%	False	False	44,197

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	10.70
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,600.00
2.618	4,534.25
1.618	4,494.00
1.000	4,469.25
0.618	4,453.75
HIGH	4,429.00
0.618	4,413.50
0.500	4,409.00
0.382	4,404.25
LOW	4,388.75
0.618	4,364.00
1.000	4,348.50
1.618	4,323.75
2.618	4,283.50
4.250	4,217.75

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	4,417.50	4,416.00
PP	4,413.25	4,410.00
S1	4,409.00	4,404.00

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

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