E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 27-May-2015

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	4,527.50	4,481.50	-46.00	-1.0%	4,491.25
High	4,538.50	4,551.00	12.50	0.3%	4,542.00
Low	4,455.00	4,473.00	18.00	0.4%	4,470.50
Close	4,479.75	4,542.25	62.50	1.4%	4,528.75
Range	83.50	78.00	-5.50	-6.6%	71.50
ATR	54.54	56.22	1.68	3.1%	0.00
Volume	228,084	198,538	-29,546	-13.0%	651,765

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,756.00	4,727.25	4,585.25
R3	4,678.00	4,649.25	4,563.75
R2	4,600.00	4,600.00	4,556.50
R1	4,571.25	4,571.25	4,549.50	4,585.50
PP	4,522.00	4,522.00	4,522.00	4,529.25
S1	4,493.25	4,493.25	4,535.00	4,507.50
S2	4,444.00	4,444.00	4,528.00
S3	4,366.00	4,415.25	4,520.75
S4	4,288.00	4,337.25	4,499.25

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,728.25	4,700.00	4,568.00
R3	4,656.75	4,628.50	4,548.50
R2	4,585.25	4,585.25	4,541.75
R1	4,557.00	4,557.00	4,535.25	4,571.00
PP	4,513.75	4,513.75	4,513.75	4,520.75
S1	4,485.50	4,485.50	4,522.25	4,499.50
S2	4,442.25	4,442.25	4,515.75
S3	4,370.75	4,414.00	4,509.00
S4	4,299.25	4,342.50	4,489.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,551.00	4,455.00	96.00	2.1%	56.75	1.2%	91%	True	False	164,419
10	4,551.00	4,412.75	138.25	3.0%	51.00	1.1%	94%	True	False	160,439
20	4,551.00	4,332.50	218.50	4.8%	58.50	1.3%	96%	True	False	208,627
40	4,555.50	4,259.00	296.50	6.5%	56.25	1.2%	96%	False	False	208,925
60	4,555.50	4,259.00	296.50	6.5%	55.25	1.2%	96%	False	False	191,826
80	4,555.50	4,084.25	471.25	10.4%	51.25	1.1%	97%	False	False	143,898
100	4,555.50	4,039.00	516.50	11.4%	54.00	1.2%	97%	False	False	115,126
120	4,555.50	4,039.00	516.50	11.4%	51.50	1.1%	97%	False	False	95,941

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	True
Bear Hook	False
Bull Hook	False
Stretch	12.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,882.50
2.618	4,755.25
1.618	4,677.25
1.000	4,629.00
0.618	4,599.25
HIGH	4,551.00
0.618	4,521.25
0.500	4,512.00
0.382	4,502.75
LOW	4,473.00
0.618	4,424.75
1.000	4,395.00
1.618	4,346.75
2.618	4,268.75
4.250	4,141.50

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	4,532.25	4,529.25
PP	4,522.00	4,516.00
S1	4,512.00	4,503.00

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

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