E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	4,689.50	4,673.75	-15.75	-0.3%	4,478.25
High	4,706.75	4,684.50	-22.25	-0.5%	4,691.50
Low	4,653.75	4,620.00	-33.75	-0.7%	4,455.00
Close	4,675.75	4,666.00	-9.75	-0.2%	4,689.50
Range	53.00	64.50	11.50	21.7%	236.50
ATR	65.78	65.69	-0.09	-0.1%	0.00
Volume	163,322	230,131	66,809	40.9%	1,189,086

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,850.25	4,822.75	4,701.50
R3	4,785.75	4,758.25	4,683.75
R2	4,721.25	4,721.25	4,677.75
R1	4,693.75	4,693.75	4,672.00	4,675.25
PP	4,656.75	4,656.75	4,656.75	4,647.50
S1	4,629.25	4,629.25	4,660.00	4,610.75
S2	4,592.25	4,592.25	4,654.25
S3	4,527.75	4,564.75	4,648.25
S4	4,463.25	4,500.25	4,630.50

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,321.50	5,242.00	4,819.50
R3	5,085.00	5,005.50	4,754.50
R2	4,848.50	4,848.50	4,732.75
R1	4,769.00	4,769.00	4,711.25	4,808.75
PP	4,612.00	4,612.00	4,612.00	4,632.00
S1	4,532.50	4,532.50	4,667.75	4,572.25
S2	4,375.50	4,375.50	4,646.25
S3	4,139.00	4,296.00	4,624.50
S4	3,902.50	4,059.50	4,559.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,706.75	4,556.25	150.50	3.2%	57.50	1.2%	73%	False	False	206,133
10	4,706.75	4,455.00	251.75	5.4%	67.00	1.4%	84%	False	False	241,662
20	4,729.75	4,455.00	274.75	5.9%	61.75	1.3%	77%	False	False	236,066
40	4,729.75	4,066.00	663.75	14.2%	66.75	1.4%	90%	False	False	253,539
60	4,729.75	4,040.75	689.00	14.8%	77.25	1.7%	91%	False	False	235,438
80	4,729.75	3,901.00	828.75	17.8%	83.75	1.8%	92%	False	False	176,868
100	4,729.75	3,901.00	828.75	17.8%	78.50	1.7%	92%	False	False	141,514
120	4,729.75	3,901.00	828.75	17.8%	72.25	1.5%	92%	False	False	117,933

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	12.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,958.50
2.618	4,853.25
1.618	4,788.75
1.000	4,749.00
0.618	4,724.25
HIGH	4,684.50
0.618	4,659.75
0.500	4,652.25
0.382	4,644.75
LOW	4,620.00
0.618	4,580.25
1.000	4,555.50
1.618	4,515.75
2.618	4,451.25
4.250	4,346.00

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	4,661.50	4,665.00
PP	4,656.75	4,664.25
S1	4,652.25	4,663.50

Download as Excel Spreadsheet

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

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