E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	4,164.50	4,268.00	103.50	2.5%	4,189.50
High	4,274.75	4,307.00	32.25	0.8%	4,307.00
Low	4,154.00	4,258.20	104.20	2.5%	4,084.25
Close	4,265.00	4,258.20	-6.80	-0.2%	4,258.20
Range	120.75	48.80	-71.95	-59.6%	222.75
ATR	65.24	64.06	-1.17	-1.8%	0.00
Volume	60,276	8,199	-52,077	-86.4%	564,849

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,420.75	4,388.25	4,285.00
R3	4,372.00	4,339.50	4,271.50
R2	4,323.25	4,323.25	4,267.25
R1	4,290.75	4,290.75	4,262.75	4,282.50
PP	4,274.50	4,274.50	4,274.50	4,270.50
S1	4,242.00	4,242.00	4,253.75	4,233.75
S2	4,225.75	4,225.75	4,249.25
S3	4,176.75	4,193.25	4,244.75
S4	4,128.00	4,144.25	4,231.25

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,884.75	4,794.25	4,380.75
R3	4,662.00	4,571.50	4,319.50
R2	4,439.25	4,439.25	4,299.00
R1	4,348.75	4,348.75	4,278.50	4,394.00
PP	4,216.50	4,216.50	4,216.50	4,239.00
S1	4,126.00	4,126.00	4,237.75	4,171.25
S2	3,993.75	3,993.75	4,217.25
S3	3,771.00	3,903.25	4,197.00
S4	3,548.25	3,680.50	4,135.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,307.00	4,084.25	222.75	5.2%	92.50	2.2%	78%	True	False	112,969
10	4,320.25	4,084.25	236.00	5.5%	83.00	1.9%	74%	False	False	227,514
20	4,348.00	4,084.25	263.75	6.2%	59.75	1.4%	66%	False	False	217,396
40	4,348.00	3,970.50	377.50	8.9%	51.50	1.2%	76%	False	False	232,771
60	4,348.00	3,684.00	664.00	15.6%	61.50	1.4%	86%	False	False	309,334
80	4,348.00	3,684.00	664.00	15.6%	57.25	1.3%	86%	False	False	274,066
100	4,348.00	3,684.00	664.00	15.6%	53.25	1.2%	86%	False	False	219,411
120	4,348.00	3,684.00	664.00	15.6%	50.25	1.2%	86%	False	False	182,904

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.86
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,514.50
2.618	4,434.75
1.618	4,386.00
1.000	4,355.75
0.618	4,337.25
HIGH	4,307.00
0.618	4,288.25
0.500	4,282.50
0.382	4,276.75
LOW	4,258.25
0.618	4,228.00
1.000	4,209.50
1.618	4,179.25
2.618	4,130.50
4.250	4,050.75

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	4,282.50	4,237.50
PP	4,274.50	4,216.75
S1	4,266.25	4,196.00

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

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