E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	4,366.00	4,429.50	63.50	1.5%	4,429.75
High	4,437.25	4,448.00	10.75	0.2%	4,451.50
Low	4,344.00	4,334.50	-9.50	-0.2%	4,368.25
Close	4,422.75	4,422.25	-0.50	0.0%	4,428.75
Range	93.25	113.50	20.25	21.7%	83.25
ATR	55.21	59.38	4.16	7.5%	0.00
Volume	285,735	384,237	98,502	34.5%	985,886

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,742.00	4,695.75	4,484.75
R3	4,628.50	4,582.25	4,453.50
R2	4,515.00	4,515.00	4,443.00
R1	4,468.75	4,468.75	4,432.75	4,435.00
PP	4,401.50	4,401.50	4,401.50	4,384.75
S1	4,355.25	4,355.25	4,411.75	4,321.50
S2	4,288.00	4,288.00	4,401.50
S3	4,174.50	4,241.75	4,391.00
S4	4,061.00	4,128.25	4,359.75

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,666.00	4,630.50	4,474.50
R3	4,582.75	4,547.25	4,451.75
R2	4,499.50	4,499.50	4,444.00
R1	4,464.00	4,464.00	4,436.50	4,440.00
PP	4,416.25	4,416.25	4,416.25	4,404.25
S1	4,380.75	4,380.75	4,421.00	4,357.00
S2	4,333.00	4,333.00	4,413.50
S3	4,249.75	4,297.50	4,405.75
S4	4,166.50	4,214.25	4,383.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,448.00	4,334.50	113.50	2.6%	66.00	1.5%	77%	True	True	264,177
10	4,555.25	4,334.50	220.75	5.0%	58.50	1.3%	40%	False	True	233,997
20	4,555.25	4,334.50	220.75	5.0%	55.75	1.3%	40%	False	True	198,161
40	4,555.25	4,334.50	220.75	5.0%	51.25	1.2%	40%	False	True	99,516
60	4,555.25	4,321.75	233.50	5.3%	51.25	1.2%	43%	False	False	66,366
80	4,555.25	4,253.50	301.75	6.8%	50.00	1.1%	56%	False	False	49,785
100	4,555.25	4,253.50	301.75	6.8%	40.75	0.9%	56%	False	False	39,828
120	4,555.25	4,068.50	486.75	11.0%	36.25	0.8%	73%	False	False	33,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.53
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	4,930.50
2.618	4,745.25
1.618	4,631.75
1.000	4,561.50
0.618	4,518.25
HIGH	4,448.00
0.618	4,404.75
0.500	4,391.25
0.382	4,377.75
LOW	4,334.50
0.618	4,264.25
1.000	4,221.00
1.618	4,150.75
2.618	4,037.25
4.250	3,852.00

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	4,412.00	4,412.00
PP	4,401.50	4,401.50
S1	4,391.25	4,391.25

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

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