E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	4,386.25	4,392.75	6.50	0.1%	4,512.50
High	4,412.25	4,441.75	29.50	0.7%	4,555.25
Low	4,372.00	4,392.00	20.00	0.5%	4,459.75
Close	4,390.25	4,422.00	31.75	0.7%	4,480.50
Range	40.25	49.75	9.50	23.6%	95.50
ATR	53.93	53.75	-0.17	-0.3%	0.00
Volume	304,509	191,161	-113,348	-37.2%	841,151

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,567.75	4,544.75	4,449.25
R3	4,518.00	4,495.00	4,435.75
R2	4,468.25	4,468.25	4,431.00
R1	4,445.25	4,445.25	4,426.50	4,456.75
PP	4,418.50	4,418.50	4,418.50	4,424.50
S1	4,395.50	4,395.50	4,417.50	4,407.00
S2	4,368.75	4,368.75	4,413.00
S3	4,319.00	4,345.75	4,408.25
S4	4,269.25	4,296.00	4,394.75

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,785.00	4,728.25	4,533.00
R3	4,689.50	4,632.75	4,506.75
R2	4,594.00	4,594.00	4,498.00
R1	4,537.25	4,537.25	4,489.25	4,518.00
PP	4,498.50	4,498.50	4,498.50	4,488.75
S1	4,441.75	4,441.75	4,471.75	4,422.50
S2	4,403.00	4,403.00	4,463.00
S3	4,307.50	4,346.25	4,454.25
S4	4,212.00	4,250.75	4,428.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,547.50	4,368.25	179.25	4.1%	55.50	1.3%	30%	False	False	246,468
10	4,555.25	4,368.25	187.00	4.2%	52.25	1.2%	29%	False	False	211,001
20	4,555.25	4,368.25	187.00	4.2%	52.25	1.2%	29%	False	False	157,506
40	4,555.25	4,340.00	215.25	4.9%	49.25	1.1%	38%	False	False	78,892
60	4,555.25	4,321.75	233.50	5.3%	49.00	1.1%	43%	False	False	52,619
80	4,555.25	4,253.50	301.75	6.8%	47.00	1.1%	56%	False	False	39,470
100	4,555.25	4,253.50	301.75	6.8%	38.75	0.9%	56%	False	False	31,576
120	4,555.25	4,068.50	486.75	11.0%	34.50	0.8%	73%	False	False	26,314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,653.25
2.618	4,572.00
1.618	4,522.25
1.000	4,491.50
0.618	4,472.50
HIGH	4,441.75
0.618	4,422.75
0.500	4,417.00
0.382	4,411.00
LOW	4,392.00
0.618	4,361.25
1.000	4,342.25
1.618	4,311.50
2.618	4,261.75
4.250	4,180.50

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	4,420.25	4,418.00
PP	4,418.50	4,414.00
S1	4,417.00	4,410.00

Download as Excel Spreadsheet

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

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