E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	4,402.75	4,433.00	30.25	0.7%	4,415.00
High	4,442.75	4,459.50	16.75	0.4%	4,441.50
Low	4,402.75	4,398.50	-4.25	-0.1%	4,324.00
Close	4,428.50	4,445.25	16.75	0.4%	4,349.00
Range	40.00	61.00	21.00	52.5%	117.50
ATR	52.34	52.96	0.62	1.2%	0.00
Volume	190,749	196,846	6,097	3.2%	1,028,212

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,617.50	4,592.25	4,478.75
R3	4,556.50	4,531.25	4,462.00
R2	4,495.50	4,495.50	4,456.50
R1	4,470.25	4,470.25	4,450.75	4,483.00
PP	4,434.50	4,434.50	4,434.50	4,440.75
S1	4,409.25	4,409.25	4,439.75	4,422.00
S2	4,373.50	4,373.50	4,434.00
S3	4,312.50	4,348.25	4,428.50
S4	4,251.50	4,287.25	4,411.75

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,724.00	4,654.00	4,413.50
R3	4,606.50	4,536.50	4,381.25
R2	4,489.00	4,489.00	4,370.50
R1	4,419.00	4,419.00	4,359.75	4,395.25
PP	4,371.50	4,371.50	4,371.50	4,359.50
S1	4,301.50	4,301.50	4,338.25	4,277.75
S2	4,254.00	4,254.00	4,327.50
S3	4,136.50	4,184.00	4,316.75
S4	4,019.00	4,066.50	4,284.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,459.50	4,324.00	135.50	3.0%	58.25	1.3%	89%	True	False	214,173
10	4,459.50	4,324.00	135.50	3.0%	50.00	1.1%	89%	True	False	196,204
20	4,459.50	4,259.00	200.50	4.5%	56.50	1.3%	93%	True	False	215,335
40	4,476.50	4,259.00	217.50	4.9%	51.00	1.1%	86%	False	False	159,298
60	4,476.50	4,084.25	392.25	8.8%	51.00	1.1%	92%	False	False	106,228
80	4,476.50	4,039.00	437.50	9.8%	51.75	1.2%	93%	False	False	79,677
100	4,476.50	4,039.00	437.50	9.8%	47.75	1.1%	93%	False	False	63,745
120	4,476.50	4,039.00	437.50	9.8%	41.00	0.9%	93%	False	False	53,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,718.75
2.618	4,619.25
1.618	4,558.25
1.000	4,520.50
0.618	4,497.25
HIGH	4,459.50
0.618	4,436.25
0.500	4,429.00
0.382	4,421.75
LOW	4,398.50
0.618	4,360.75
1.000	4,337.50
1.618	4,299.75
2.618	4,238.75
4.250	4,139.25

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	4,439.75	4,432.00
PP	4,434.50	4,419.00
S1	4,429.00	4,406.00

Download as Excel Spreadsheet

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

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