E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	4,325.25	4,311.50	-13.75	-0.3%	4,181.75
High	4,357.00	4,373.50	16.50	0.4%	4,369.50
Low	4,292.25	4,290.75	-1.50	0.0%	4,180.00
Close	4,310.00	4,361.00	51.00	1.2%	4,325.25
Range	64.75	82.75	18.00	27.8%	189.50
ATR	104.35	102.80	-1.54	-1.5%	0.00
Volume	87,550	83,374	-4,176	-4.8%	1,185,998

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,590.00	4,558.25	4,406.50
R3	4,507.25	4,475.50	4,383.75
R2	4,424.50	4,424.50	4,376.25
R1	4,392.75	4,392.75	4,368.50	4,408.50
PP	4,341.75	4,341.75	4,341.75	4,349.75
S1	4,310.00	4,310.00	4,353.50	4,326.00
S2	4,259.00	4,259.00	4,345.75
S3	4,176.25	4,227.25	4,338.25
S4	4,093.50	4,144.50	4,315.50

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,860.00	4,782.25	4,429.50
R3	4,670.50	4,592.75	4,377.25
R2	4,481.00	4,481.00	4,360.00
R1	4,403.25	4,403.25	4,342.50	4,442.00
PP	4,291.50	4,291.50	4,291.50	4,311.00
S1	4,213.75	4,213.75	4,308.00	4,252.50
S2	4,102.00	4,102.00	4,290.50
S3	3,912.50	4,024.25	4,273.25
S4	3,723.00	3,834.75	4,221.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,373.50	4,226.50	147.00	3.4%	89.50	2.1%	91%	True	False	212,603
10	4,373.50	4,118.25	255.25	5.9%	101.75	2.3%	95%	True	False	286,524
20	4,573.50	3,908.25	665.25	15.3%	124.00	2.8%	68%	False	False	377,047
40	4,683.00	3,908.25	774.75	17.8%	94.00	2.2%	58%	False	False	310,391
60	4,686.00	3,908.25	777.75	17.8%	83.25	1.9%	58%	False	False	280,799
80	4,686.00	3,908.25	777.75	17.8%	75.50	1.7%	58%	False	False	229,136
100	4,686.00	3,908.25	777.75	17.8%	70.25	1.6%	58%	False	False	183,324
120	4,686.00	3,908.25	777.75	17.8%	66.00	1.5%	58%	False	False	152,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.53
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,725.25
2.618	4,590.25
1.618	4,507.50
1.000	4,456.25
0.618	4,424.75
HIGH	4,373.50
0.618	4,342.00
0.500	4,332.00
0.382	4,322.25
LOW	4,290.75
0.618	4,239.50
1.000	4,208.00
1.618	4,156.75
2.618	4,074.00
4.250	3,939.00

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	4,351.50	4,346.25
PP	4,341.75	4,331.25
S1	4,332.00	4,316.50

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

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