E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	4,540.50	4,542.00	1.50	0.0%	4,527.50
High	4,547.50	4,545.25	-2.25	0.0%	4,551.00
Low	4,521.75	4,497.25	-24.50	-0.5%	4,455.00
Close	4,542.75	4,511.00	-31.75	-0.7%	4,511.00
Range	25.75	48.00	22.25	86.4%	96.00
ATR	54.04	53.61	-0.43	-0.8%	0.00
Volume	152,018	197,740	45,722	30.1%	776,380

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,661.75	4,634.50	4,537.50
R3	4,613.75	4,586.50	4,524.25
R2	4,565.75	4,565.75	4,519.75
R1	4,538.50	4,538.50	4,515.50	4,528.00
PP	4,517.75	4,517.75	4,517.75	4,512.75
S1	4,490.50	4,490.50	4,506.50	4,480.00
S2	4,469.75	4,469.75	4,502.25
S3	4,421.75	4,442.50	4,497.75
S4	4,373.75	4,394.50	4,484.50

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,793.75	4,748.25	4,563.75
R3	4,697.75	4,652.25	4,537.50
R2	4,601.75	4,601.75	4,528.50
R1	4,556.25	4,556.25	4,519.75	4,531.00
PP	4,505.75	4,505.75	4,505.75	4,493.00
S1	4,460.25	4,460.25	4,502.25	4,435.00
S2	4,409.75	4,409.75	4,493.50
S3	4,313.75	4,364.25	4,484.50
S4	4,217.75	4,268.25	4,458.25

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%	51.00	1.1%	58%	False	False	175,472
10	4,551.00	4,455.00	96.00	2.1%	46.50	1.0%	58%	False	False	156,889
20	4,551.00	4,332.50	218.50	4.8%	54.75	1.2%	82%	False	False	193,902
40	4,555.50	4,264.50	291.00	6.5%	54.75	1.2%	85%	False	False	204,258
60	4,555.50	4,259.00	296.50	6.6%	55.25	1.2%	85%	False	False	197,631
80	4,555.50	4,179.25	376.25	8.3%	50.50	1.1%	88%	False	False	148,270
100	4,555.50	4,039.00	516.50	11.4%	53.50	1.2%	91%	False	False	118,623
120	4,555.50	4,039.00	516.50	11.4%	52.00	1.2%	91%	False	False	98,855

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	True
Bear Hook	False
Bull Hook	False
Stretch	11.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,749.25
2.618	4,671.00
1.618	4,623.00
1.000	4,593.25
0.618	4,575.00
HIGH	4,545.25
0.618	4,527.00
0.500	4,521.25
0.382	4,515.50
LOW	4,497.25
0.618	4,467.50
1.000	4,449.25
1.618	4,419.50
2.618	4,371.50
4.250	4,293.25

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	4,521.25	4,512.00
PP	4,517.75	4,511.75
S1	4,514.50	4,511.25

Download as Excel Spreadsheet

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

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