E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	4,621.75	4,633.50	11.75	0.3%	4,649.00
High	4,634.75	4,638.75	4.00	0.1%	4,686.00
Low	4,584.25	4,544.50	-39.75	-0.9%	4,544.50
Close	4,620.00	4,561.75	-58.25	-1.3%	4,561.75
Range	50.50	94.25	43.75	86.6%	141.50
ATR	63.35	65.56	2.21	3.5%	0.00
Volume	211,215	236,180	24,965	11.8%	1,078,735

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,864.50	4,807.25	4,613.50
R3	4,770.25	4,713.00	4,587.75
R2	4,676.00	4,676.00	4,579.00
R1	4,618.75	4,618.75	4,570.50	4,600.25
PP	4,581.75	4,581.75	4,581.75	4,572.50
S1	4,524.50	4,524.50	4,553.00	4,506.00
S2	4,487.50	4,487.50	4,544.50
S3	4,393.25	4,430.25	4,535.75
S4	4,299.00	4,336.00	4,510.00

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,022.00	4,933.25	4,639.50
R3	4,880.50	4,791.75	4,600.75
R2	4,739.00	4,739.00	4,587.75
R1	4,650.25	4,650.25	4,574.75	4,624.00
PP	4,597.50	4,597.50	4,597.50	4,584.25
S1	4,508.75	4,508.75	4,548.75	4,482.50
S2	4,456.00	4,456.00	4,535.75
S3	4,314.50	4,367.25	4,522.75
S4	4,173.00	4,225.75	4,484.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,686.00	4,544.50	141.50	3.1%	60.75	1.3%	12%	False	True	215,747
10	4,686.00	4,372.50	313.50	6.9%	62.75	1.4%	60%	False	False	201,221
20	4,686.00	4,331.75	354.25	7.8%	67.00	1.5%	65%	False	False	236,325
40	4,686.00	4,331.75	354.25	7.8%	58.50	1.3%	65%	False	False	170,583
60	4,686.00	4,331.75	354.25	7.8%	55.50	1.2%	65%	False	False	113,759
80	4,686.00	4,257.75	428.25	9.4%	52.75	1.2%	71%	False	False	85,336
100	4,686.00	4,253.50	432.50	9.5%	49.00	1.1%	71%	False	False	68,271
120	4,686.00	4,180.00	506.00	11.1%	41.75	0.9%	75%	False	False	56,893

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	8.13
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,039.25
2.618	4,885.50
1.618	4,791.25
1.000	4,733.00
0.618	4,697.00
HIGH	4,638.75
0.618	4,602.75
0.500	4,591.50
0.382	4,580.50
LOW	4,544.50
0.618	4,486.25
1.000	4,450.25
1.618	4,392.00
2.618	4,297.75
4.250	4,144.00

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	4,591.50	4,591.50
PP	4,581.75	4,581.75
S1	4,571.75	4,571.75

Download as Excel Spreadsheet

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

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