E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	4,502.50	4,495.75	-6.75	-0.1%	4,446.75
High	4,520.00	4,527.25	7.25	0.2%	4,501.50
Low	4,492.00	4,480.00	-12.00	-0.3%	4,375.50
Close	4,495.00	4,499.25	4.25	0.1%	4,482.75
Range	28.00	47.25	19.25	68.8%	126.00
ATR	47.51	47.49	-0.02	0.0%	0.00
Volume	80	73	-7	-8.8%	356

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,644.00	4,618.75	4,525.25
R3	4,596.75	4,571.50	4,512.25
R2	4,549.50	4,549.50	4,508.00
R1	4,524.25	4,524.25	4,503.50	4,537.00
PP	4,502.25	4,502.25	4,502.25	4,508.50
S1	4,477.00	4,477.00	4,495.00	4,489.50
S2	4,455.00	4,455.00	4,490.50
S3	4,407.75	4,429.75	4,486.25
S4	4,360.50	4,382.50	4,473.25

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	4,527.25	4,414.25	113.00	2.5%	43.00	1.0%	75%	True	False	87
10	4,527.25	4,351.00	176.25	3.9%	42.50	0.9%	84%	True	False	73
20	4,541.50	4,340.00	201.50	4.5%	49.25	1.1%	79%	False	False	75
40	4,541.50	4,253.50	288.00	6.4%	47.00	1.0%	85%	False	False	66
60	4,541.50	4,253.50	288.00	6.4%	38.75	0.9%	85%	False	False	46
80	4,541.50	4,100.00	441.50	9.8%	32.75	0.7%	90%	False	False	35
100	4,541.50	4,068.50	473.00	10.5%	28.75	0.6%	91%	False	False	29
120	4,541.50	4,056.50	485.00	10.8%	25.00	0.6%	91%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,728.00
2.618	4,651.00
1.618	4,603.75
1.000	4,574.50
0.618	4,556.50
HIGH	4,527.25
0.618	4,509.25
0.500	4,503.50
0.382	4,498.00
LOW	4,480.00
0.618	4,450.75
1.000	4,432.75
1.618	4,403.50
2.618	4,356.25
4.250	4,279.25

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	4,503.50	4,499.25
PP	4,502.25	4,499.00
S1	4,500.75	4,499.00

Download as Excel Spreadsheet

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

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