E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	4,892.00	4,822.25	-69.75	-1.4%	4,867.25
High	4,897.25	4,842.00	-55.25	-1.1%	4,888.50
Low	4,798.00	4,800.25	2.25	0.0%	4,834.75
Close	4,827.00	4,813.50	-13.50	-0.3%	4,859.00
Range	99.25	41.75	-57.50	-57.9%	53.75
ATR	53.52	52.68	-0.84	-1.6%	0.00
Volume	316,603	234,222	-82,381	-26.0%	1,105,466

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,943.75	4,920.50	4,836.50
R3	4,902.00	4,878.75	4,825.00
R2	4,860.25	4,860.25	4,821.25
R1	4,837.00	4,837.00	4,817.25	4,827.75
PP	4,818.50	4,818.50	4,818.50	4,814.00
S1	4,795.25	4,795.25	4,809.75	4,786.00
S2	4,776.75	4,776.75	4,805.75
S3	4,735.00	4,753.50	4,802.00
S4	4,693.25	4,711.75	4,790.50

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	2.2%	53.00	1.1%	15%	False	False	235,692
10	4,901.50	4,798.00	103.50	2.2%	53.00	1.1%	15%	False	False	237,002
20	4,901.50	4,716.25	185.25	3.8%	53.00	1.1%	52%	False	False	238,002
40	4,901.50	4,625.25	276.25	5.7%	50.75	1.1%	68%	False	False	163,173
60	4,901.50	4,592.00	309.50	6.4%	45.75	0.9%	72%	False	False	108,841
80	4,901.50	4,164.00	737.50	15.3%	50.50	1.0%	88%	False	False	81,645
100	4,901.50	4,164.00	737.50	15.3%	46.25	1.0%	88%	False	False	65,319
120	4,901.50	4,164.00	737.50	15.3%	42.75	0.9%	88%	False	False	54,432

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

Fibonacci Retracements and Extensions
4.250	5,019.50
2.618	4,951.25
1.618	4,909.50
1.000	4,883.75
0.618	4,867.75
HIGH	4,842.00
0.618	4,826.00
0.500	4,821.00
0.382	4,816.25
LOW	4,800.25
0.618	4,774.50
1.000	4,758.50
1.618	4,732.75
2.618	4,691.00
4.250	4,622.75

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	4,821.00	4,849.75
PP	4,818.50	4,837.75
S1	4,816.00	4,825.50

Download as Excel Spreadsheet

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

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