E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	4,367.00	4,395.00	28.00	0.6%	4,405.00
High	4,420.00	4,482.00	62.00	1.4%	4,433.00
Low	4,367.00	4,395.00	28.00	0.6%	4,333.25
Close	4,402.00	4,481.75	79.75	1.8%	4,402.00
Range	53.00	87.00	34.00	64.2%	99.75
ATR	53.15	55.56	2.42	4.6%	0.00
Volume	105	68	-37	-35.2%	315

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,714.00	4,684.75	4,529.50
R3	4,627.00	4,597.75	4,505.75
R2	4,540.00	4,540.00	4,497.75
R1	4,510.75	4,510.75	4,489.75	4,525.50
PP	4,453.00	4,453.00	4,453.00	4,460.25
S1	4,423.75	4,423.75	4,473.75	4,438.50
S2	4,366.00	4,366.00	4,465.75
S3	4,279.00	4,336.75	4,457.75
S4	4,192.00	4,249.75	4,434.00

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,688.75	4,645.00	4,456.75
R3	4,589.00	4,545.25	4,429.50
R2	4,489.25	4,489.25	4,420.25
R1	4,445.50	4,445.50	4,411.25	4,417.50
PP	4,389.50	4,389.50	4,389.50	4,375.50
S1	4,345.75	4,345.75	4,392.75	4,317.75
S2	4,289.75	4,289.75	4,383.75
S3	4,190.00	4,246.00	4,374.50
S4	4,090.25	4,146.25	4,347.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,482.00	4,333.25	148.75	3.3%	76.50	1.7%	100%	True	False	74
10	4,482.00	4,333.25	148.75	3.3%	61.25	1.4%	100%	True	False	67
20	4,547.25	4,333.25	214.00	4.8%	52.50	1.2%	69%	False	False	48
40	4,547.25	4,333.25	214.00	4.8%	32.50	0.7%	69%	False	False	25
60	4,547.25	4,333.25	214.00	4.8%	23.00	0.5%	69%	False	False	18
80	4,547.25	4,290.00	257.25	5.7%	19.25	0.4%	75%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	7.68
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,851.75
2.618	4,709.75
1.618	4,622.75
1.000	4,569.00
0.618	4,535.75
HIGH	4,482.00
0.618	4,448.75
0.500	4,438.50
0.382	4,428.25
LOW	4,395.00
0.618	4,341.25
1.000	4,308.00
1.618	4,254.25
2.618	4,167.25
4.250	4,025.25

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	4,467.25	4,457.00
PP	4,453.00	4,432.25
S1	4,438.50	4,407.50

Download as Excel Spreadsheet

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

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