E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	4,300.50	4,259.00	-41.50	-1.0%	4,324.00
High	4,369.50	4,327.25	-42.25	-1.0%	4,330.25
Low	4,240.25	4,226.50	-13.75	-0.3%	4,118.25
Close	4,255.00	4,295.00	40.00	0.9%	4,194.00
Range	129.25	100.75	-28.50	-22.1%	212.00
ATR	110.96	110.23	-0.73	-0.7%	0.00
Volume	354,129	410,492	56,363	15.9%	1,811,528

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,585.25	4,540.75	4,350.50
R3	4,484.50	4,440.00	4,322.75
R2	4,383.75	4,383.75	4,313.50
R1	4,339.25	4,339.25	4,304.25	4,361.50
PP	4,283.00	4,283.00	4,283.00	4,294.00
S1	4,238.50	4,238.50	4,285.75	4,260.75
S2	4,182.25	4,182.25	4,276.50
S3	4,081.50	4,137.75	4,267.25
S4	3,980.75	4,037.00	4,239.50

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,850.25	4,734.00	4,310.50
R3	4,638.25	4,522.00	4,252.25
R2	4,426.25	4,426.25	4,232.75
R1	4,310.00	4,310.00	4,213.50	4,262.00
PP	4,214.25	4,214.25	4,214.25	4,190.25
S1	4,098.00	4,098.00	4,174.50	4,050.00
S2	4,002.25	4,002.25	4,155.25
S3	3,790.25	3,886.00	4,135.75
S4	3,578.25	3,674.00	4,077.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,369.50	4,155.00	214.50	5.0%	104.50	2.4%	65%	False	False	349,043
10	4,369.50	4,118.25	251.25	5.8%	105.75	2.5%	70%	False	False	366,750
20	4,573.50	3,908.25	665.25	15.5%	120.50	2.8%	58%	False	False	391,853
40	4,686.00	3,908.25	777.75	18.1%	92.75	2.2%	50%	False	False	316,679
60	4,686.00	3,908.25	777.75	18.1%	82.75	1.9%	50%	False	False	286,881
80	4,686.00	3,908.25	777.75	18.1%	74.25	1.7%	50%	False	False	225,409
100	4,686.00	3,908.25	777.75	18.1%	69.50	1.6%	50%	False	False	180,342
120	4,686.00	3,908.25	777.75	18.1%	65.75	1.5%	50%	False	False	150,294

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,755.50
2.618	4,591.00
1.618	4,490.25
1.000	4,428.00
0.618	4,389.50
HIGH	4,327.25
0.618	4,288.75
0.500	4,277.00
0.382	4,265.00
LOW	4,226.50
0.618	4,164.25
1.000	4,125.75
1.618	4,063.50
2.618	3,962.75
4.250	3,798.25

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	4,289.00	4,288.25
PP	4,283.00	4,281.50
S1	4,277.00	4,274.75

Download as Excel Spreadsheet

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

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