E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	4,534.50	4,609.75	75.25	1.7%	4,384.00
High	4,612.50	4,654.00	41.50	0.9%	4,654.00
Low	4,531.00	4,607.25	76.25	1.7%	4,372.50
Close	4,597.75	4,650.00	52.25	1.1%	4,650.00
Range	81.50	46.75	-34.75	-42.6%	281.50
ATR	65.10	64.47	-0.63	-1.0%	0.00
Volume	192,220	187,930	-4,290	-2.2%	933,477

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,777.25	4,760.50	4,675.75
R3	4,730.50	4,713.75	4,662.75
R2	4,683.75	4,683.75	4,658.50
R1	4,667.00	4,667.00	4,654.25	4,675.50
PP	4,637.00	4,637.00	4,637.00	4,641.25
S1	4,620.25	4,620.25	4,645.75	4,628.50
S2	4,590.25	4,590.25	4,641.50
S3	4,543.50	4,573.50	4,637.25
S4	4,496.75	4,526.75	4,624.25

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,403.25	5,308.25	4,804.75
R3	5,121.75	5,026.75	4,727.50
R2	4,840.25	4,840.25	4,701.50
R1	4,745.25	4,745.25	4,675.75	4,792.75
PP	4,558.75	4,558.75	4,558.75	4,582.50
S1	4,463.75	4,463.75	4,624.25	4,511.25
S2	4,277.25	4,277.25	4,598.50
S3	3,995.75	4,182.25	4,572.50
S4	3,714.25	3,900.75	4,495.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,654.00	4,372.50	281.50	6.1%	64.50	1.4%	99%	True	False	186,695
10	4,654.00	4,331.75	322.25	6.9%	77.25	1.7%	99%	True	False	243,551
20	4,654.00	4,331.75	322.25	6.9%	61.75	1.3%	99%	True	False	221,260
40	4,654.00	4,331.75	322.25	6.9%	57.25	1.2%	99%	True	False	143,640
60	4,654.00	4,331.75	322.25	6.9%	54.50	1.2%	99%	True	False	95,785
80	4,654.00	4,253.50	400.50	8.6%	52.00	1.1%	99%	True	False	71,853
100	4,654.00	4,253.50	400.50	8.6%	46.25	1.0%	99%	True	False	57,483
120	4,654.00	4,100.00	554.00	11.9%	40.75	0.9%	99%	True	False	47,903

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	8.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,852.75
2.618	4,776.50
1.618	4,729.75
1.000	4,700.75
0.618	4,683.00
HIGH	4,654.00
0.618	4,636.25
0.500	4,630.50
0.382	4,625.00
LOW	4,607.25
0.618	4,578.25
1.000	4,560.50
1.618	4,531.50
2.618	4,484.75
4.250	4,408.50

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	4,643.50	4,627.25
PP	4,637.00	4,604.50
S1	4,630.50	4,581.50

Download as Excel Spreadsheet

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

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