E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	4,532.50	4,562.50	30.00	0.7%	4,514.00
High	4,567.75	4,573.50	5.75	0.1%	4,584.75
Low	4,503.25	4,533.75	30.50	0.7%	4,431.25
Close	4,564.75	4,544.00	-20.75	-0.5%	4,531.75
Range	64.50	39.75	-24.75	-38.4%	153.50
ATR	65.03	63.22	-1.81	-2.8%	0.00
Volume	191,979	164,755	-27,224	-14.2%	1,262,171

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,669.75	4,646.50	4,565.75
R3	4,630.00	4,606.75	4,555.00
R2	4,590.25	4,590.25	4,551.25
R1	4,567.00	4,567.00	4,547.75	4,558.75
PP	4,550.50	4,550.50	4,550.50	4,546.25
S1	4,527.25	4,527.25	4,540.25	4,519.00
S2	4,510.75	4,510.75	4,536.75
S3	4,471.00	4,487.50	4,533.00
S4	4,431.25	4,447.75	4,522.25

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,976.50	4,907.50	4,616.25
R3	4,823.00	4,754.00	4,574.00
R2	4,669.50	4,669.50	4,560.00
R1	4,600.50	4,600.50	4,545.75	4,635.00
PP	4,516.00	4,516.00	4,516.00	4,533.00
S1	4,447.00	4,447.00	4,517.75	4,481.50
S2	4,362.50	4,362.50	4,503.50
S3	4,209.00	4,293.50	4,489.50
S4	4,055.50	4,140.00	4,447.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,573.50	4,431.25	142.25	3.1%	58.25	1.3%	79%	True	False	223,546
10	4,629.00	4,431.25	197.75	4.4%	69.50	1.5%	57%	False	False	238,799
20	4,638.75	4,431.25	207.50	4.6%	62.50	1.4%	54%	False	False	240,662
40	4,686.00	4,331.75	354.25	7.8%	62.75	1.4%	60%	False	False	232,868
60	4,686.00	4,331.75	354.25	7.8%	59.75	1.3%	60%	False	False	182,578
80	4,686.00	4,331.75	354.25	7.8%	56.75	1.2%	60%	False	False	136,952
100	4,686.00	4,253.50	432.50	9.5%	54.50	1.2%	67%	False	False	109,574
120	4,686.00	4,253.50	432.50	9.5%	49.75	1.1%	67%	False	False	91,313

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,742.50
2.618	4,677.50
1.618	4,637.75
1.000	4,613.25
0.618	4,598.00
HIGH	4,573.50
0.618	4,558.25
0.500	4,553.50
0.382	4,549.00
LOW	4,533.75
0.618	4,509.25
1.000	4,494.00
1.618	4,469.50
2.618	4,429.75
4.250	4,364.75

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	4,553.50	4,541.50
PP	4,550.50	4,538.75
S1	4,547.25	4,536.25

Download as Excel Spreadsheet

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

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