E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	4,036.75	4,222.75	186.00	4.6%	4,532.50
High	4,229.50	4,332.75	103.25	2.4%	4,573.50
Low	3,958.75	4,205.25	246.50	6.2%	4,189.00
Close	4,214.50	4,328.00	113.50	2.7%	4,200.75
Range	270.75	127.50	-143.25	-52.9%	384.50
ATR	113.36	114.37	1.01	0.9%	0.00
Volume	637,925	475,384	-162,541	-25.5%	1,752,500

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,671.25	4,627.00	4,398.00
R3	4,543.75	4,499.50	4,363.00
R2	4,416.25	4,416.25	4,351.50
R1	4,372.00	4,372.00	4,339.75	4,394.00
PP	4,288.75	4,288.75	4,288.75	4,299.75
S1	4,244.50	4,244.50	4,316.25	4,266.50
S2	4,161.25	4,161.25	4,304.50
S3	4,033.75	4,117.00	4,293.00
S4	3,906.25	3,989.50	4,258.00

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,474.50	5,222.25	4,412.25
R3	5,090.00	4,837.75	4,306.50
R2	4,705.50	4,705.50	4,271.25
R1	4,453.25	4,453.25	4,236.00	4,387.00
PP	4,321.00	4,321.00	4,321.00	4,288.00
S1	4,068.75	4,068.75	4,165.50	4,002.50
S2	3,936.50	3,936.50	4,130.25
S3	3,552.00	3,684.25	4,095.00
S4	3,167.50	3,299.75	3,989.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,368.25	3,908.25	460.00	10.6%	214.50	5.0%	91%	False	False	620,893
10	4,573.50	3,908.25	665.25	15.4%	143.25	3.3%	63%	False	False	441,011
20	4,629.00	3,908.25	720.75	16.7%	106.00	2.4%	58%	False	False	349,645
40	4,686.00	3,908.25	777.75	18.0%	86.50	2.0%	54%	False	False	292,141
60	4,686.00	3,908.25	777.75	18.0%	75.00	1.7%	54%	False	False	247,263
80	4,686.00	3,908.25	777.75	18.0%	68.00	1.6%	54%	False	False	185,516
100	4,686.00	3,908.25	777.75	18.0%	64.00	1.5%	54%	False	False	148,428
120	4,686.00	3,908.25	777.75	18.0%	60.25	1.4%	54%	False	False	123,694

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.45
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,874.50
2.618	4,666.50
1.618	4,539.00
1.000	4,460.25
0.618	4,411.50
HIGH	4,332.75
0.618	4,284.00
0.500	4,269.00
0.382	4,254.00
LOW	4,205.25
0.618	4,126.50
1.000	4,077.75
1.618	3,999.00
2.618	3,871.50
4.250	3,663.50

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	4,308.25	4,267.25
PP	4,288.75	4,206.50
S1	4,269.00	4,145.75

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

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