E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	4,404.00	4,452.50	48.50	1.1%	4,471.75
High	4,462.75	4,464.50	1.75	0.0%	4,503.50
Low	4,401.00	4,426.75	25.75	0.6%	4,332.50
Close	4,448.75	4,431.25	-17.50	-0.4%	4,448.75
Range	61.75	37.75	-24.00	-38.9%	171.00
ATR	61.71	60.00	-1.71	-2.8%	0.00
Volume	216,447	170,514	-45,933	-21.2%	1,298,926

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,554.00	4,530.50	4,452.00
R3	4,516.25	4,492.75	4,441.75
R2	4,478.50	4,478.50	4,438.25
R1	4,455.00	4,455.00	4,434.75	4,448.00
PP	4,440.75	4,440.75	4,440.75	4,437.25
S1	4,417.25	4,417.25	4,427.75	4,410.00
S2	4,403.00	4,403.00	4,424.25
S3	4,365.25	4,379.50	4,420.75
S4	4,327.50	4,341.75	4,410.50

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,941.25	4,866.00	4,542.75
R3	4,770.25	4,695.00	4,495.75
R2	4,599.25	4,599.25	4,480.00
R1	4,524.00	4,524.00	4,464.50	4,476.00
PP	4,428.25	4,428.25	4,428.25	4,404.25
S1	4,353.00	4,353.00	4,433.00	4,305.00
S2	4,257.25	4,257.25	4,417.50
S3	4,086.25	4,182.00	4,401.75
S4	3,915.25	4,011.00	4,354.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,480.25	4,332.50	147.75	3.3%	67.75	1.5%	67%	False	False	255,516
10	4,531.25	4,332.50	198.75	4.5%	65.50	1.5%	50%	False	False	259,481
20	4,555.50	4,324.00	231.50	5.2%	60.25	1.4%	46%	False	False	236,942
40	4,555.50	4,259.00	296.50	6.7%	57.75	1.3%	58%	False	False	229,480
60	4,555.50	4,259.00	296.50	6.7%	51.00	1.2%	58%	False	False	160,830
80	4,555.50	4,039.00	516.50	11.7%	53.50	1.2%	76%	False	False	120,633
100	4,555.50	4,039.00	516.50	11.7%	52.75	1.2%	76%	False	False	96,511
120	4,555.50	4,039.00	516.50	11.7%	47.00	1.1%	76%	False	False	80,427

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	10.55
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,625.00
2.618	4,563.25
1.618	4,525.50
1.000	4,502.25
0.618	4,487.75
HIGH	4,464.50
0.618	4,450.00
0.500	4,445.50
0.382	4,441.25
LOW	4,426.75
0.618	4,403.50
1.000	4,389.00
1.618	4,365.75
2.618	4,328.00
4.250	4,266.25

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	4,445.50	4,420.25
PP	4,440.75	4,409.50
S1	4,436.00	4,398.50

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

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