E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	4,582.00	4,520.00	-62.00	-1.4%	4,576.75
High	4,601.00	4,525.75	-75.25	-1.6%	4,620.00
Low	4,497.25	4,475.50	-21.75	-0.5%	4,475.50
Close	4,517.50	4,511.75	-5.75	-0.1%	4,511.75
Range	103.75	50.25	-53.50	-51.6%	144.50
ATR	57.41	56.90	-0.51	-0.9%	0.00
Volume	124	329	205	165.3%	830

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,655.00	4,633.75	4,539.50
R3	4,604.75	4,583.50	4,525.50
R2	4,554.50	4,554.50	4,521.00
R1	4,533.25	4,533.25	4,516.25	4,518.75
PP	4,504.25	4,504.25	4,504.25	4,497.00
S1	4,483.00	4,483.00	4,507.25	4,468.50
S2	4,454.00	4,454.00	4,502.50
S3	4,403.75	4,432.75	4,498.00
S4	4,353.50	4,382.50	4,484.00

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,969.25	4,885.00	4,591.25
R3	4,824.75	4,740.50	4,551.50
R2	4,680.25	4,680.25	4,538.25
R1	4,596.00	4,596.00	4,525.00	4,566.00
PP	4,535.75	4,535.75	4,535.75	4,520.75
S1	4,451.50	4,451.50	4,498.50	4,421.50
S2	4,391.25	4,391.25	4,485.25
S3	4,246.75	4,307.00	4,472.00
S4	4,102.25	4,162.50	4,432.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,620.00	4,475.50	144.50	3.2%	61.25	1.4%	25%	False	True	166
10	4,620.00	4,475.50	144.50	3.2%	55.00	1.2%	25%	False	True	161
20	4,677.25	4,395.00	282.25	6.3%	54.25	1.2%	41%	False	False	121
40	4,677.25	4,333.25	344.00	7.6%	52.00	1.2%	52%	False	False	83
60	4,677.25	4,333.25	344.00	7.6%	39.00	0.9%	52%	False	False	56
80	4,677.25	4,333.25	344.00	7.6%	29.75	0.7%	52%	False	False	43
100	4,677.25	4,290.00	387.25	8.6%	25.25	0.6%	57%	False	False	34

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	11.08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,739.25
2.618	4,657.25
1.618	4,607.00
1.000	4,576.00
0.618	4,556.75
HIGH	4,525.75
0.618	4,506.50
0.500	4,500.50
0.382	4,494.75
LOW	4,475.50
0.618	4,444.50
1.000	4,425.25
1.618	4,394.25
2.618	4,344.00
4.250	4,262.00

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	4,508.00	4,547.75
PP	4,504.25	4,535.75
S1	4,500.50	4,523.75

Download as Excel Spreadsheet

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

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