E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	4,570.50	4,551.50	-19.00	-0.4%	4,562.25
High	4,581.25	4,629.00	47.75	1.0%	4,608.75
Low	4,543.50	4,551.00	7.50	0.2%	4,497.00
Close	4,551.75	4,593.50	41.75	0.9%	4,585.00
Range	37.75	78.00	40.25	106.6%	111.75
ATR	59.53	60.85	1.32	2.2%	0.00
Volume	253,010	247,802	-5,208	-2.1%	1,237,934

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,825.25	4,787.25	4,636.50
R3	4,747.25	4,709.25	4,615.00
R2	4,669.25	4,669.25	4,607.75
R1	4,631.25	4,631.25	4,600.75	4,650.25
PP	4,591.25	4,591.25	4,591.25	4,600.50
S1	4,553.25	4,553.25	4,586.25	4,572.25
S2	4,513.25	4,513.25	4,579.25
S3	4,435.25	4,475.25	4,572.00
S4	4,357.25	4,397.25	4,550.50

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	4,629.00	4,530.75	98.25	2.1%	55.00	1.2%	64%	True	False	238,668
10	4,638.75	4,497.00	141.75	3.1%	58.50	1.3%	68%	False	False	243,770
20	4,686.00	4,331.75	354.25	7.7%	61.25	1.3%	74%	False	False	224,972
40	4,686.00	4,331.75	354.25	7.7%	59.25	1.3%	74%	False	False	219,758
60	4,686.00	4,331.75	354.25	7.7%	55.50	1.2%	74%	False	False	146,920
80	4,686.00	4,321.75	364.25	7.9%	54.25	1.2%	75%	False	False	110,205
100	4,686.00	4,253.50	432.50	9.4%	52.50	1.1%	79%	False	False	88,174
120	4,686.00	4,253.50	432.50	9.4%	44.75	1.0%	79%	False	False	73,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.48
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,960.50
2.618	4,833.25
1.618	4,755.25
1.000	4,707.00
0.618	4,677.25
HIGH	4,629.00
0.618	4,599.25
0.500	4,590.00
0.382	4,580.75
LOW	4,551.00
0.618	4,502.75
1.000	4,473.00
1.618	4,424.75
2.618	4,346.75
4.250	4,219.50

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	4,592.25	4,590.50
PP	4,591.25	4,587.75
S1	4,590.00	4,584.75

Download as Excel Spreadsheet

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

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