E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	4,583.25	4,570.50	-12.75	-0.3%	4,562.25
High	4,599.25	4,581.25	-18.00	-0.4%	4,608.75
Low	4,540.50	4,543.50	3.00	0.1%	4,497.00
Close	4,573.00	4,551.75	-21.25	-0.5%	4,585.00
Range	58.75	37.75	-21.00	-35.7%	111.75
ATR	61.20	59.53	-1.68	-2.7%	0.00
Volume	251,564	253,010	1,446	0.6%	1,237,934

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,672.00	4,649.75	4,572.50
R3	4,634.25	4,612.00	4,562.25
R2	4,596.50	4,596.50	4,558.75
R1	4,574.25	4,574.25	4,555.25	4,566.50
PP	4,558.75	4,558.75	4,558.75	4,555.00
S1	4,536.50	4,536.50	4,548.25	4,528.75
S2	4,521.00	4,521.00	4,544.75
S3	4,483.25	4,498.75	4,541.25
S4	4,445.50	4,461.00	4,531.00

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	4,530.75	78.00	1.7%	46.50	1.0%	27%	False	False	233,620
10	4,638.75	4,497.00	141.75	3.1%	55.50	1.2%	39%	False	False	242,524
20	4,686.00	4,331.75	354.25	7.8%	61.50	1.4%	62%	False	False	229,339
40	4,686.00	4,331.75	354.25	7.8%	58.75	1.3%	62%	False	False	213,750
60	4,686.00	4,331.75	354.25	7.8%	54.50	1.2%	62%	False	False	142,790
80	4,686.00	4,321.75	364.25	8.0%	53.75	1.2%	63%	False	False	107,109
100	4,686.00	4,253.50	432.50	9.5%	52.25	1.1%	69%	False	False	85,696
120	4,686.00	4,253.50	432.50	9.5%	44.25	1.0%	69%	False	False	71,413

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,741.75
2.618	4,680.00
1.618	4,642.25
1.000	4,619.00
0.618	4,604.50
HIGH	4,581.25
0.618	4,566.75
0.500	4,562.50
0.382	4,558.00
LOW	4,543.50
0.618	4,520.25
1.000	4,505.75
1.618	4,482.50
2.618	4,444.75
4.250	4,383.00

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	4,562.50	4,574.50
PP	4,558.75	4,567.00
S1	4,555.25	4,559.50

Download as Excel Spreadsheet

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

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