E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	4,715.00	4,698.75	-16.25	-0.3%	4,689.50
High	4,739.50	4,730.25	-9.25	-0.2%	4,706.75
Low	4,678.50	4,579.00	-99.50	-2.1%	4,620.00
Close	4,694.50	4,611.00	-83.50	-1.8%	4,682.50
Range	61.00	151.25	90.25	148.0%	86.75
ATR	59.31	65.88	6.57	11.1%	0.00
Volume	231,812	379,530	147,718	63.7%	618,547

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,093.75	5,003.75	4,694.25
R3	4,942.50	4,852.50	4,652.50
R2	4,791.25	4,791.25	4,638.75
R1	4,701.25	4,701.25	4,624.75	4,670.50
PP	4,640.00	4,640.00	4,640.00	4,624.75
S1	4,550.00	4,550.00	4,597.25	4,519.50
S2	4,488.75	4,488.75	4,583.25
S3	4,337.50	4,398.75	4,569.50
S4	4,186.25	4,247.50	4,527.75

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,930.00	4,893.00	4,730.25
R3	4,843.25	4,806.25	4,706.25
R2	4,756.50	4,756.50	4,698.50
R1	4,719.50	4,719.50	4,690.50	4,694.50
PP	4,669.75	4,669.75	4,669.75	4,657.25
S1	4,632.75	4,632.75	4,674.50	4,608.00
S2	4,583.00	4,583.00	4,666.50
S3	4,496.25	4,546.00	4,658.75
S4	4,409.50	4,459.25	4,634.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,739.50	4,579.00	160.50	3.5%	67.50	1.5%	20%	False	True	224,983
10	4,739.50	4,579.00	160.50	3.5%	55.00	1.2%	20%	False	True	203,247
20	4,739.50	4,455.00	284.50	6.2%	63.75	1.4%	55%	False	False	234,144
40	4,739.50	4,265.00	474.50	10.3%	61.50	1.3%	73%	False	False	235,744
60	4,739.50	4,040.75	698.75	15.2%	72.00	1.6%	82%	False	False	255,059
80	4,739.50	3,901.00	838.50	18.2%	83.25	1.8%	85%	False	False	192,410
100	4,739.50	3,901.00	838.50	18.2%	77.75	1.7%	85%	False	False	153,956
120	4,739.50	3,901.00	838.50	18.2%	73.50	1.6%	85%	False	False	128,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.93
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	5,373.00
2.618	5,126.25
1.618	4,975.00
1.000	4,881.50
0.618	4,823.75
HIGH	4,730.25
0.618	4,672.50
0.500	4,654.50
0.382	4,636.75
LOW	4,579.00
0.618	4,485.50
1.000	4,427.75
1.618	4,334.25
2.618	4,183.00
4.250	3,936.25

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	4,654.50	4,659.25
PP	4,640.00	4,643.25
S1	4,625.50	4,627.00

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

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