E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 18-May-2015

Day Change Summary
	Previous	Current
	15-May-2015	18-May-2015	Change	Change %	Previous Week
Open	4,489.00	4,491.25	2.25	0.1%	4,452.50
High	4,507.50	4,517.75	10.25	0.2%	4,507.50
Low	4,477.75	4,470.50	-7.25	-0.2%	4,374.50
Close	4,488.75	4,507.25	18.50	0.4%	4,488.75
Range	29.75	47.25	17.50	58.8%	133.00
ATR	58.16	57.39	-0.78	-1.3%	0.00
Volume	140,746	128,602	-12,144	-8.6%	953,817

Daily Pivots for day following 18-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,640.25	4,621.00	4,533.25
R3	4,593.00	4,573.75	4,520.25
R2	4,545.75	4,545.75	4,516.00
R1	4,526.50	4,526.50	4,511.50	4,536.00
PP	4,498.50	4,498.50	4,498.50	4,503.25
S1	4,479.25	4,479.25	4,503.00	4,489.00
S2	4,451.25	4,451.25	4,498.50
S3	4,404.00	4,432.00	4,494.25
S4	4,356.75	4,384.75	4,481.25

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,856.00	4,805.25	4,562.00
R3	4,723.00	4,672.25	4,525.25
R2	4,590.00	4,590.00	4,513.25
R1	4,539.25	4,539.25	4,501.00	4,564.50
PP	4,457.00	4,457.00	4,457.00	4,469.50
S1	4,406.25	4,406.25	4,476.50	4,431.50
S2	4,324.00	4,324.00	4,464.25
S3	4,191.00	4,273.25	4,452.25
S4	4,058.00	4,140.25	4,415.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,517.75	4,374.50	143.25	3.2%	52.25	1.2%	93%	True	False	182,381
10	4,517.75	4,332.50	185.25	4.1%	60.00	1.3%	94%	True	False	218,948
20	4,555.50	4,332.50	223.00	4.9%	59.50	1.3%	78%	False	False	228,811
40	4,555.50	4,259.00	296.50	6.6%	57.00	1.3%	84%	False	False	220,733
60	4,555.50	4,259.00	296.50	6.6%	52.75	1.2%	84%	False	False	176,013
80	4,555.50	4,084.25	471.25	10.5%	52.50	1.2%	90%	False	False	132,030
100	4,555.50	4,039.00	516.50	11.5%	52.75	1.2%	91%	False	False	105,629
120	4,555.50	4,039.00	516.50	11.5%	49.00	1.1%	91%	False	False	88,026

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,718.50
2.618	4,641.50
1.618	4,594.25
1.000	4,565.00
0.618	4,547.00
HIGH	4,517.75
0.618	4,499.75
0.500	4,494.00
0.382	4,488.50
LOW	4,470.50
0.618	4,441.25
1.000	4,423.25
1.618	4,394.00
2.618	4,346.75
4.250	4,269.75

Fisher Pivots for day following 18-May-2015
Pivot	1 day	3 day
R1	4,503.00	4,493.25
PP	4,498.50	4,479.25
S1	4,494.00	4,465.25

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

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