E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	4,847.25	4,906.25	59.00	1.2%	4,803.50
High	4,908.75	4,919.50	10.75	0.2%	4,856.75
Low	4,842.75	4,873.50	30.75	0.6%	4,781.00
Close	4,902.75	4,886.00	-16.75	-0.3%	4,843.25
Range	66.00	46.00	-20.00	-30.3%	75.75
ATR	50.26	49.96	-0.30	-0.6%	0.00
Volume	182,257	184,984	2,727	1.5%	970,336

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,031.00	5,004.50	4,911.25
R3	4,985.00	4,958.50	4,898.75
R2	4,939.00	4,939.00	4,894.50
R1	4,912.50	4,912.50	4,890.25	4,902.75
PP	4,893.00	4,893.00	4,893.00	4,888.00
S1	4,866.50	4,866.50	4,881.75	4,856.75
S2	4,847.00	4,847.00	4,877.50
S3	4,801.00	4,820.50	4,873.25
S4	4,755.00	4,774.50	4,860.75

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,054.25	5,024.50	4,885.00
R3	4,978.50	4,948.75	4,864.00
R2	4,902.75	4,902.75	4,857.25
R1	4,873.00	4,873.00	4,850.25	4,888.00
PP	4,827.00	4,827.00	4,827.00	4,834.50
S1	4,797.25	4,797.25	4,836.25	4,812.00
S2	4,751.25	4,751.25	4,829.25
S3	4,675.50	4,721.50	4,822.50
S4	4,599.75	4,645.75	4,801.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,919.50	4,798.75	120.75	2.5%	44.75	0.9%	72%	True	False	190,471
10	4,919.50	4,754.50	165.00	3.4%	46.50	1.0%	80%	True	False	210,761
20	4,919.50	4,754.50	165.00	3.4%	49.00	1.0%	80%	True	False	222,604
40	4,919.50	4,625.25	294.25	6.0%	53.50	1.1%	89%	True	False	209,878
60	4,919.50	4,625.25	294.25	6.0%	47.25	1.0%	89%	True	False	140,044
80	4,919.50	4,358.25	561.25	11.5%	45.75	0.9%	94%	True	False	105,054
100	4,919.50	4,164.00	755.50	15.5%	48.75	1.0%	96%	True	False	84,053
120	4,919.50	4,164.00	755.50	15.5%	44.75	0.9%	96%	True	False	70,044

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,115.00
2.618	5,040.00
1.618	4,994.00
1.000	4,965.50
0.618	4,948.00
HIGH	4,919.50
0.618	4,902.00
0.500	4,896.50
0.382	4,891.00
LOW	4,873.50
0.618	4,845.00
1.000	4,827.50
1.618	4,799.00
2.618	4,753.00
4.250	4,678.00

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	4,896.50	4,879.75
PP	4,893.00	4,873.50
S1	4,889.50	4,867.00

Download as Excel Spreadsheet

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

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