E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	4,868.00	4,892.00	24.00	0.5%	4,867.25
High	4,901.50	4,897.25	-4.25	-0.1%	4,888.50
Low	4,862.25	4,798.00	-64.25	-1.3%	4,834.75
Close	4,893.25	4,827.00	-66.25	-1.4%	4,859.00
Range	39.25	99.25	60.00	152.9%	53.75
ATR	50.00	53.52	3.52	7.0%	0.00
Volume	159,238	316,603	157,365	98.8%	1,105,466

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,138.50	5,082.00	4,881.50
R3	5,039.25	4,982.75	4,854.25
R2	4,940.00	4,940.00	4,845.25
R1	4,883.50	4,883.50	4,836.00	4,862.00
PP	4,840.75	4,840.75	4,840.75	4,830.00
S1	4,784.25	4,784.25	4,818.00	4,763.00
S2	4,741.50	4,741.50	4,808.75
S3	4,642.25	4,685.00	4,799.75
S4	4,543.00	4,585.75	4,772.50

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,022.00	4,994.25	4,888.50
R3	4,968.25	4,940.50	4,873.75
R2	4,914.50	4,914.50	4,868.75
R1	4,886.75	4,886.75	4,864.00	4,873.75
PP	4,860.75	4,860.75	4,860.75	4,854.25
S1	4,833.00	4,833.00	4,854.00	4,820.00
S2	4,807.00	4,807.00	4,849.25
S3	4,753.25	4,779.25	4,844.25
S4	4,699.50	4,725.50	4,829.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,901.50	4,798.00	103.50	2.1%	52.50	1.1%	28%	False	True	225,440
10	4,901.50	4,798.00	103.50	2.1%	51.75	1.1%	28%	False	True	234,447
20	4,901.50	4,716.25	185.25	3.8%	53.25	1.1%	60%	False	False	244,210
40	4,901.50	4,625.25	276.25	5.7%	50.25	1.0%	73%	False	False	157,320
60	4,901.50	4,580.25	321.25	6.7%	45.25	0.9%	77%	False	False	104,938
80	4,901.50	4,164.00	737.50	15.3%	50.75	1.0%	90%	False	False	78,718
100	4,901.50	4,164.00	737.50	15.3%	45.75	0.9%	90%	False	False	62,977
120	4,901.50	4,164.00	737.50	15.3%	42.50	0.9%	90%	False	False	52,481

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	12.23
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5,319.00
2.618	5,157.00
1.618	5,057.75
1.000	4,996.50
0.618	4,958.50
HIGH	4,897.25
0.618	4,859.25
0.500	4,847.50
0.382	4,836.00
LOW	4,798.00
0.618	4,736.75
1.000	4,698.75
1.618	4,637.50
2.618	4,538.25
4.250	4,376.25

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	4,847.50	4,849.75
PP	4,840.75	4,842.25
S1	4,834.00	4,834.50

Download as Excel Spreadsheet

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

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