E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 12-May-2015

Day Change Summary
	Previous	Current
	11-May-2015	12-May-2015	Change	Change %	Previous Week
Open	4,452.50	4,431.50	-21.00	-0.5%	4,471.75
High	4,464.50	4,438.00	-26.50	-0.6%	4,503.50
Low	4,426.75	4,374.50	-52.25	-1.2%	4,332.50
Close	4,431.25	4,420.75	-10.50	-0.2%	4,448.75
Range	37.75	63.50	25.75	68.2%	171.00
ATR	60.00	60.25	0.25	0.4%	0.00
Volume	170,514	257,296	86,782	50.9%	1,298,926

Daily Pivots for day following 12-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,601.50	4,574.75	4,455.75
R3	4,538.00	4,511.25	4,438.25
R2	4,474.50	4,474.50	4,432.50
R1	4,447.75	4,447.75	4,426.50	4,429.50
PP	4,411.00	4,411.00	4,411.00	4,402.00
S1	4,384.25	4,384.25	4,415.00	4,366.00
S2	4,347.50	4,347.50	4,409.00
S3	4,284.00	4,320.75	4,403.25
S4	4,220.50	4,257.25	4,385.75

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	4,464.50	4,332.50	132.00	3.0%	64.25	1.5%	67%	False	False	245,727
10	4,514.00	4,332.50	181.50	4.1%	66.00	1.5%	49%	False	False	256,814
20	4,555.50	4,324.00	231.50	5.2%	61.00	1.4%	42%	False	False	238,769
40	4,555.50	4,259.00	296.50	6.7%	57.50	1.3%	55%	False	False	229,763
60	4,555.50	4,259.00	296.50	6.7%	51.25	1.2%	55%	False	False	165,118
80	4,555.50	4,039.00	516.50	11.7%	53.25	1.2%	74%	False	False	123,848
100	4,555.50	4,039.00	516.50	11.7%	52.50	1.2%	74%	False	False	99,084
120	4,555.50	4,039.00	516.50	11.7%	47.50	1.1%	74%	False	False	82,571

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	10.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,708.00
2.618	4,604.25
1.618	4,540.75
1.000	4,501.50
0.618	4,477.25
HIGH	4,438.00
0.618	4,413.75
0.500	4,406.25
0.382	4,398.75
LOW	4,374.50
0.618	4,335.25
1.000	4,311.00
1.618	4,271.75
2.618	4,208.25
4.250	4,104.50

Fisher Pivots for day following 12-May-2015
Pivot	1 day	3 day
R1	4,416.00	4,420.25
PP	4,411.00	4,420.00
S1	4,406.25	4,419.50

Download as Excel Spreadsheet

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

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