E-mini NASDAQ-100 Future September 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	4,409.00	4,446.75	37.75	0.9%	4,459.25
High	4,452.00	4,446.75	-5.25	-0.1%	4,491.00
Low	4,405.50	4,425.00	19.50	0.4%	4,340.00
Close	4,443.00	4,425.00	-18.00	-0.4%	4,443.00
Range	46.50	21.75	-24.75	-53.2%	151.00
ATR	53.07	50.83	-2.24	-4.2%	0.00
Volume	81	45	-36	-44.4%	368

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,497.50	4,483.00	4,437.00
R3	4,475.75	4,461.25	4,431.00
R2	4,454.00	4,454.00	4,429.00
R1	4,439.50	4,439.50	4,427.00	4,436.00
PP	4,432.25	4,432.25	4,432.25	4,430.50
S1	4,417.75	4,417.75	4,423.00	4,414.00
S2	4,410.50	4,410.50	4,421.00
S3	4,388.75	4,396.00	4,419.00
S4	4,367.00	4,374.25	4,413.00

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,877.75	4,811.25	4,526.00
R3	4,726.75	4,660.25	4,484.50
R2	4,575.75	4,575.75	4,470.75
R1	4,509.25	4,509.25	4,456.75	4,467.00
PP	4,424.75	4,424.75	4,424.75	4,403.50
S1	4,358.25	4,358.25	4,429.25	4,316.00
S2	4,273.75	4,273.75	4,415.25
S3	4,122.75	4,207.25	4,401.50
S4	3,971.75	4,056.25	4,360.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,465.00	4,340.00	125.00	2.8%	51.50	1.2%	68%	False	False	65
10	4,522.75	4,340.00	182.75	4.1%	54.50	1.2%	47%	False	False	78
20	4,541.50	4,321.75	219.75	5.0%	50.75	1.1%	47%	False	False	61
40	4,541.50	4,253.50	288.00	6.5%	48.25	1.1%	60%	False	False	55
60	4,541.50	4,253.50	288.00	6.5%	34.00	0.8%	60%	False	False	37
80	4,541.50	4,100.00	441.50	10.0%	29.00	0.7%	74%	False	False	28
100	4,541.50	4,068.50	473.00	10.7%	26.00	0.6%	75%	False	False	23
120	4,541.50	4,056.50	485.00	11.0%	22.50	0.5%	76%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.13
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4,539.25
2.618	4,503.75
1.618	4,482.00
1.000	4,468.50
0.618	4,460.25
HIGH	4,446.75
0.618	4,438.50
0.500	4,436.00
0.382	4,433.25
LOW	4,425.00
0.618	4,411.50
1.000	4,403.25
1.618	4,389.75
2.618	4,368.00
4.250	4,332.50

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	4,436.00	4,417.25
PP	4,432.25	4,409.25
S1	4,428.50	4,401.50

Download as Excel Spreadsheet

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

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