E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	4,471.00	4,534.75	63.75	1.4%	4,476.50
High	4,544.00	4,541.00	-3.00	-0.1%	4,535.00
Low	4,466.25	4,515.25	49.00	1.1%	4,470.75
Close	4,535.75	4,536.25	0.50	0.0%	4,522.50
Range	77.75	25.75	-52.00	-66.9%	64.25
ATR	50.15	48.41	-1.74	-3.5%	0.00
Volume	294	441	147	50.0%	411

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,608.00	4,598.00	4,550.50
R3	4,582.25	4,572.25	4,543.25
R2	4,556.50	4,556.50	4,541.00
R1	4,546.50	4,546.50	4,538.50	4,551.50
PP	4,530.75	4,530.75	4,530.75	4,533.50
S1	4,520.75	4,520.75	4,534.00	4,525.75
S2	4,505.00	4,505.00	4,531.50
S3	4,479.25	4,495.00	4,529.25
S4	4,453.50	4,469.25	4,522.00

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	4,544.00	4,450.00	94.00	2.1%	50.25	1.1%	92%	False	False	201
10	4,544.00	4,414.25	129.75	2.9%	46.50	1.0%	94%	False	False	144
20	4,544.00	4,340.00	204.00	4.5%	49.75	1.1%	96%	False	False	112
40	4,544.00	4,257.75	286.25	6.3%	47.25	1.0%	97%	False	False	88
60	4,544.00	4,253.50	290.50	6.4%	42.50	0.9%	97%	False	False	63
80	4,544.00	4,180.00	364.00	8.0%	33.25	0.7%	98%	False	False	48
100	4,544.00	4,068.50	475.50	10.5%	30.00	0.7%	98%	False	False	38
120	4,544.00	4,056.50	487.50	10.7%	27.25	0.6%	98%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,650.50
2.618	4,608.50
1.618	4,582.75
1.000	4,566.75
0.618	4,557.00
HIGH	4,541.00
0.618	4,531.25
0.500	4,528.00
0.382	4,525.00
LOW	4,515.25
0.618	4,499.25
1.000	4,489.50
1.618	4,473.50
2.618	4,447.75
4.250	4,405.75

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	4,533.50	4,523.25
PP	4,530.75	4,510.00
S1	4,528.00	4,497.00

Download as Excel Spreadsheet

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

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