E-mini NASDAQ-100 Future September 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	4,362.50	4,385.75	23.25	0.5%	4,181.75
High	4,393.00	4,451.50	58.50	1.3%	4,369.50
Low	4,345.50	4,368.00	22.50	0.5%	4,180.00
Close	4,391.50	4,380.25	-11.25	-0.3%	4,325.25
Range	47.50	83.50	36.00	75.8%	189.50
ATR	98.85	97.76	-1.10	-1.1%	0.00
Volume	62,009	46,680	-15,329	-24.7%	1,185,998

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,650.50	4,598.75	4,426.25
R3	4,567.00	4,515.25	4,403.25
R2	4,483.50	4,483.50	4,395.50
R1	4,431.75	4,431.75	4,388.00	4,416.00
PP	4,400.00	4,400.00	4,400.00	4,392.00
S1	4,348.25	4,348.25	4,372.50	4,332.50
S2	4,316.50	4,316.50	4,365.00
S3	4,233.00	4,264.75	4,357.25
S4	4,149.50	4,181.25	4,334.25

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	4,451.50	4,259.50	192.00	4.4%	69.75	1.6%	63%	True	False	81,416
10	4,451.50	4,155.00	296.50	6.8%	87.25	2.0%	76%	True	False	215,229
20	4,513.00	3,908.25	604.75	13.8%	125.25	2.9%	78%	False	False	357,670
40	4,638.75	3,908.25	730.50	16.7%	94.50	2.2%	65%	False	False	301,569
60	4,686.00	3,908.25	777.75	17.8%	84.25	1.9%	61%	False	False	278,044
80	4,686.00	3,908.25	777.75	17.8%	76.00	1.7%	61%	False	False	230,493
100	4,686.00	3,908.25	777.75	17.8%	70.75	1.6%	61%	False	False	184,410
120	4,686.00	3,908.25	777.75	17.8%	66.50	1.5%	61%	False	False	153,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,806.50
2.618	4,670.00
1.618	4,586.50
1.000	4,535.00
0.618	4,503.00
HIGH	4,451.50
0.618	4,419.50
0.500	4,409.75
0.382	4,400.00
LOW	4,368.00
0.618	4,316.50
1.000	4,284.50
1.618	4,233.00
2.618	4,149.50
4.250	4,013.00

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	4,409.75	4,377.25
PP	4,400.00	4,374.25
S1	4,390.00	4,371.00

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

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