E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	4,512.50	4,538.75	26.25	0.6%	4,430.00
High	4,552.25	4,548.75	-3.50	-0.1%	4,539.75
Low	4,512.25	4,522.75	10.50	0.2%	4,386.50
Close	4,532.75	4,541.25	8.50	0.2%	4,499.75
Range	40.00	26.00	-14.00	-35.0%	153.25
ATR	52.91	50.99	-1.92	-3.6%	0.00
Volume	157,035	116,969	-40,066	-25.5%	1,147,413

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,615.50	4,604.50	4,555.50
R3	4,589.50	4,578.50	4,548.50
R2	4,563.50	4,563.50	4,546.00
R1	4,552.50	4,552.50	4,543.75	4,558.00
PP	4,537.50	4,537.50	4,537.50	4,540.50
S1	4,526.50	4,526.50	4,538.75	4,532.00
S2	4,511.50	4,511.50	4,536.50
S3	4,485.50	4,500.50	4,534.00
S4	4,459.50	4,474.50	4,527.00

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,935.00	4,870.75	4,584.00
R3	4,781.75	4,717.50	4,542.00
R2	4,628.50	4,628.50	4,527.75
R1	4,564.25	4,564.25	4,513.75	4,596.50
PP	4,475.25	4,475.25	4,475.25	4,491.50
S1	4,411.00	4,411.00	4,485.75	4,443.00
S2	4,322.00	4,322.00	4,471.75
S3	4,168.75	4,257.75	4,457.50
S4	4,015.50	4,104.50	4,415.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,552.25	4,431.25	121.00	2.7%	49.75	1.1%	91%	False	False	187,459
10	4,552.25	4,386.50	165.75	3.6%	50.50	1.1%	93%	False	False	173,273
20	4,552.25	4,382.75	169.50	3.7%	50.75	1.1%	94%	False	False	87,839
40	4,552.25	4,340.00	212.25	4.7%	50.25	1.1%	95%	False	False	43,960
60	4,552.25	4,253.50	298.75	6.6%	48.75	1.1%	96%	False	False	29,327
80	4,552.25	4,253.50	298.75	6.6%	43.50	1.0%	96%	False	False	21,998
100	4,552.25	4,125.00	427.25	9.4%	36.75	0.8%	97%	False	False	17,598
120	4,552.25	4,068.50	483.75	10.7%	33.00	0.7%	98%	False	False	14,666

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.13
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	4,659.25
2.618	4,616.75
1.618	4,590.75
1.000	4,574.75
0.618	4,564.75
HIGH	4,548.75
0.618	4,538.75
0.500	4,535.75
0.382	4,532.75
LOW	4,522.75
0.618	4,506.75
1.000	4,496.75
1.618	4,480.75
2.618	4,454.75
4.250	4,412.25

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	4,539.50	4,535.50
PP	4,537.50	4,530.00
S1	4,535.75	4,524.25

Download as Excel Spreadsheet

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

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