E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	4,635.25	4,664.25	29.00	0.6%	4,434.50
High	4,678.25	4,670.25	-8.00	-0.2%	4,637.50
Low	4,600.50	4,642.75	42.25	0.9%	4,394.75
Close	4,673.75	4,661.75	-12.00	-0.3%	4,611.50
Range	77.75	27.50	-50.25	-64.6%	242.75
ATR	76.41	73.17	-3.24	-4.2%	0.00
Volume	306,875	184,529	-122,346	-39.9%	1,402,467

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,740.75	4,728.75	4,677.00
R3	4,713.25	4,701.25	4,669.25
R2	4,685.75	4,685.75	4,666.75
R1	4,673.75	4,673.75	4,664.25	4,666.00
PP	4,658.25	4,658.25	4,658.25	4,654.50
S1	4,646.25	4,646.25	4,659.25	4,638.50
S2	4,630.75	4,630.75	4,656.75
S3	4,603.25	4,618.75	4,654.25
S4	4,575.75	4,591.25	4,646.50

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,276.25	5,186.50	4,745.00
R3	5,033.50	4,943.75	4,678.25
R2	4,790.75	4,790.75	4,656.00
R1	4,701.00	4,701.00	4,633.75	4,746.00
PP	4,548.00	4,548.00	4,548.00	4,570.25
S1	4,458.25	4,458.25	4,589.25	4,503.00
S2	4,305.25	4,305.25	4,567.00
S3	4,062.50	4,215.50	4,544.75
S4	3,819.75	3,972.75	4,478.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,678.25	4,562.00	116.25	2.5%	53.75	1.2%	86%	False	False	251,011
10	4,678.25	4,394.75	283.50	6.1%	62.25	1.3%	94%	False	False	250,318
20	4,678.25	4,111.50	566.75	12.2%	66.00	1.4%	97%	False	False	259,839
40	4,678.25	4,040.75	637.50	13.7%	81.00	1.7%	97%	False	False	247,085
60	4,678.25	3,901.00	777.25	16.7%	91.25	2.0%	98%	False	False	165,320
80	4,678.25	3,901.00	777.25	16.7%	81.75	1.8%	98%	False	False	124,017
100	4,678.25	3,901.00	777.25	16.7%	74.75	1.6%	98%	False	False	99,221
120	4,678.25	3,901.00	777.25	16.7%	63.75	1.4%	98%	False	False	82,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.75
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	4,787.00
2.618	4,742.25
1.618	4,714.75
1.000	4,697.75
0.618	4,687.25
HIGH	4,670.25
0.618	4,659.75
0.500	4,656.50
0.382	4,653.25
LOW	4,642.75
0.618	4,625.75
1.000	4,615.25
1.618	4,598.25
2.618	4,570.75
4.250	4,526.00

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	4,660.00	4,654.25
PP	4,658.25	4,646.75
S1	4,656.50	4,639.50

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

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