E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	4,589.25	4,583.25	-6.00	-0.1%	4,562.25
High	4,608.75	4,599.25	-9.50	-0.2%	4,608.75
Low	4,576.25	4,540.50	-35.75	-0.8%	4,497.00
Close	4,585.00	4,573.00	-12.00	-0.3%	4,585.00
Range	32.50	58.75	26.25	80.8%	111.75
ATR	61.39	61.20	-0.19	-0.3%	0.00
Volume	214,679	251,564	36,885	17.2%	1,237,934

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,747.25	4,718.75	4,605.25
R3	4,688.50	4,660.00	4,589.25
R2	4,629.75	4,629.75	4,583.75
R1	4,601.25	4,601.25	4,578.50	4,586.00
PP	4,571.00	4,571.00	4,571.00	4,563.25
S1	4,542.50	4,542.50	4,567.50	4,527.50
S2	4,512.25	4,512.25	4,562.25
S3	4,453.50	4,483.75	4,556.75
S4	4,394.75	4,425.00	4,540.75

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,898.75	4,853.75	4,646.50
R3	4,787.00	4,742.00	4,615.75
R2	4,675.25	4,675.25	4,605.50
R1	4,630.25	4,630.25	4,595.25	4,652.75
PP	4,563.50	4,563.50	4,563.50	4,575.00
S1	4,518.50	4,518.50	4,574.75	4,541.00
S2	4,451.75	4,451.75	4,564.50
S3	4,340.00	4,406.75	4,554.25
S4	4,228.25	4,295.00	4,523.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,608.75	4,497.00	111.75	2.4%	51.75	1.1%	68%	False	False	239,151
10	4,683.00	4,497.00	186.00	4.1%	58.75	1.3%	41%	False	False	239,845
20	4,686.00	4,331.75	354.25	7.7%	65.25	1.4%	68%	False	False	235,900
40	4,686.00	4,331.75	354.25	7.7%	59.25	1.3%	68%	False	False	207,548
60	4,686.00	4,331.75	354.25	7.7%	54.75	1.2%	68%	False	False	138,575
80	4,686.00	4,321.75	364.25	8.0%	53.75	1.2%	69%	False	False	103,951
100	4,686.00	4,253.50	432.50	9.5%	52.00	1.1%	74%	False	False	83,166
120	4,686.00	4,253.50	432.50	9.5%	44.25	1.0%	74%	False	False	69,305

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,849.00
2.618	4,753.00
1.618	4,694.25
1.000	4,658.00
0.618	4,635.50
HIGH	4,599.25
0.618	4,576.75
0.500	4,570.00
0.382	4,563.00
LOW	4,540.50
0.618	4,504.25
1.000	4,481.75
1.618	4,445.50
2.618	4,386.75
4.250	4,290.75

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	4,572.00	4,572.00
PP	4,571.00	4,570.75
S1	4,570.00	4,569.75

Download as Excel Spreadsheet

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

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