E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	4,482.50	4,523.50	41.00	0.9%	4,476.50
High	4,531.00	4,535.00	4.00	0.1%	4,535.00
Low	4,482.50	4,516.50	34.00	0.8%	4,470.75
Close	4,522.50	4,522.50	0.00	0.0%	4,522.50
Range	48.50	18.50	-30.00	-61.9%	64.25
ATR	47.57	45.49	-2.08	-4.4%	0.00
Volume	83	75	-8	-9.6%	411

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,580.25	4,569.75	4,532.75
R3	4,561.75	4,551.25	4,527.50
R2	4,543.25	4,543.25	4,526.00
R1	4,532.75	4,532.75	4,524.25	4,528.75
PP	4,524.75	4,524.75	4,524.75	4,522.50
S1	4,514.25	4,514.25	4,520.75	4,510.25
S2	4,506.25	4,506.25	4,519.00
S3	4,487.75	4,495.75	4,517.50
S4	4,469.25	4,477.25	4,512.25

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,702.25	4,676.50	4,557.75
R3	4,638.00	4,612.25	4,540.25
R2	4,573.75	4,573.75	4,534.25
R1	4,548.00	4,548.00	4,528.50	4,561.00
PP	4,509.50	4,509.50	4,509.50	4,515.75
S1	4,483.75	4,483.75	4,516.50	4,496.50
S2	4,445.25	4,445.25	4,510.75
S3	4,381.00	4,419.50	4,504.75
S4	4,316.75	4,355.25	4,487.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,535.00	4,470.75	64.25	1.4%	36.50	0.8%	81%	True	False	82
10	4,535.00	4,375.50	159.50	3.5%	39.00	0.9%	92%	True	False	76
20	4,541.50	4,340.00	201.50	4.5%	47.75	1.1%	91%	False	False	77
40	4,541.50	4,253.50	288.00	6.4%	46.75	1.0%	93%	False	False	69
60	4,541.50	4,253.50	288.00	6.4%	39.75	0.9%	93%	False	False	49
80	4,541.50	4,122.75	418.75	9.3%	32.75	0.7%	95%	False	False	37
100	4,541.50	4,068.50	473.00	10.5%	29.00	0.6%	96%	False	False	30
120	4,541.50	4,056.50	485.00	10.7%	25.50	0.6%	96%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.68
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	4,613.50
2.618	4,583.50
1.618	4,565.00
1.000	4,553.50
0.618	4,546.50
HIGH	4,535.00
0.618	4,528.00
0.500	4,525.75
0.382	4,523.50
LOW	4,516.50
0.618	4,505.00
1.000	4,498.00
1.618	4,486.50
2.618	4,468.00
4.250	4,438.00

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	4,525.75	4,517.50
PP	4,524.75	4,512.50
S1	4,523.50	4,507.50

Download as Excel Spreadsheet

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

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