E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	4,476.50	4,502.50	26.00	0.6%	4,446.75
High	4,510.50	4,520.00	9.50	0.2%	4,501.50
Low	4,470.75	4,492.00	21.25	0.5%	4,375.50
Close	4,501.00	4,495.00	-6.00	-0.1%	4,482.75
Range	39.75	28.00	-11.75	-29.6%	126.00
ATR	49.01	47.51	-1.50	-3.1%	0.00
Volume	100	80	-20	-20.0%	356

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,586.25	4,568.75	4,510.50
R3	4,558.25	4,540.75	4,502.75
R2	4,530.25	4,530.25	4,500.25
R1	4,512.75	4,512.75	4,497.50	4,507.50
PP	4,502.25	4,502.25	4,502.25	4,499.75
S1	4,484.75	4,484.75	4,492.50	4,479.50
S2	4,474.25	4,474.25	4,489.75
S3	4,446.25	4,456.75	4,487.25
S4	4,418.25	4,428.75	4,479.50

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,831.25	4,783.00	4,552.00
R3	4,705.25	4,657.00	4,517.50
R2	4,579.25	4,579.25	4,505.75
R1	4,531.00	4,531.00	4,494.25	4,555.00
PP	4,453.25	4,453.25	4,453.25	4,465.25
S1	4,405.00	4,405.00	4,471.25	4,429.00
S2	4,327.25	4,327.25	4,459.75
S3	4,201.25	4,279.00	4,448.00
S4	4,075.25	4,153.00	4,413.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,520.00	4,414.25	105.75	2.4%	40.00	0.9%	76%	True	False	87
10	4,520.00	4,340.00	180.00	4.0%	44.25	1.0%	86%	True	False	77
20	4,541.50	4,340.00	201.50	4.5%	49.50	1.1%	77%	False	False	73
40	4,541.50	4,253.50	288.00	6.4%	48.75	1.1%	84%	False	False	65
60	4,541.50	4,253.50	288.00	6.4%	38.00	0.8%	84%	False	False	45
80	4,541.50	4,100.00	441.50	9.8%	32.00	0.7%	89%	False	False	34
100	4,541.50	4,068.50	473.00	10.5%	28.50	0.6%	90%	False	False	28
120	4,541.50	4,056.50	485.00	10.8%	24.75	0.5%	90%	False	False	23

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,639.00
2.618	4,593.25
1.618	4,565.25
1.000	4,548.00
0.618	4,537.25
HIGH	4,520.00
0.618	4,509.25
0.500	4,506.00
0.382	4,502.75
LOW	4,492.00
0.618	4,474.75
1.000	4,464.00
1.618	4,446.75
2.618	4,418.75
4.250	4,373.00

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	4,506.00	4,495.50
PP	4,502.25	4,495.25
S1	4,498.75	4,495.00

Download as Excel Spreadsheet

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

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