E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	4,852.00	4,818.25	-33.75	-0.7%	4,847.25
High	4,880.25	4,843.25	-37.00	-0.8%	4,919.50
Low	4,804.25	4,786.50	-17.75	-0.4%	4,786.50
Close	4,807.00	4,806.00	-1.00	0.0%	4,806.00
Range	76.00	56.75	-19.25	-25.3%	133.00
ATR	51.59	51.96	0.37	0.7%	0.00
Volume	261,342	325,145	63,803	24.4%	1,187,845

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,982.25	4,950.75	4,837.25
R3	4,925.50	4,894.00	4,821.50
R2	4,868.75	4,868.75	4,816.50
R1	4,837.25	4,837.25	4,811.25	4,824.50
PP	4,812.00	4,812.00	4,812.00	4,805.50
S1	4,780.50	4,780.50	4,800.75	4,768.00
S2	4,755.25	4,755.25	4,795.50
S3	4,698.50	4,723.75	4,790.50
S4	4,641.75	4,667.00	4,774.75

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,236.25	5,154.25	4,879.25
R3	5,103.25	5,021.25	4,842.50
R2	4,970.25	4,970.25	4,830.50
R1	4,888.25	4,888.25	4,818.25	4,862.75
PP	4,837.25	4,837.25	4,837.25	4,824.50
S1	4,755.25	4,755.25	4,793.75	4,729.75
S2	4,704.25	4,704.25	4,781.50
S3	4,571.25	4,622.25	4,769.50
S4	4,438.25	4,489.25	4,732.75

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	4,786.50	133.00	2.8%	57.50	1.2%	15%	False	True	237,569
10	4,919.50	4,781.00	138.50	2.9%	48.50	1.0%	18%	False	False	215,818
20	4,919.50	4,754.50	165.00	3.4%	49.50	1.0%	31%	False	False	225,476
40	4,919.50	4,625.25	294.25	6.1%	55.25	1.1%	61%	False	False	230,302
60	4,919.50	4,625.25	294.25	6.1%	48.00	1.0%	61%	False	False	153,708
80	4,919.50	4,433.75	485.75	10.1%	45.75	1.0%	77%	False	False	115,310
100	4,919.50	4,164.00	755.50	15.7%	50.00	1.0%	85%	False	False	92,259
120	4,919.50	4,164.00	755.50	15.7%	45.50	0.9%	85%	False	False	76,882

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	12.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,084.50
2.618	4,991.75
1.618	4,935.00
1.000	4,900.00
0.618	4,878.25
HIGH	4,843.25
0.618	4,821.50
0.500	4,815.00
0.382	4,808.25
LOW	4,786.50
0.618	4,751.50
1.000	4,729.75
1.618	4,694.75
2.618	4,638.00
4.250	4,545.25

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	4,815.00	4,834.00
PP	4,812.00	4,824.75
S1	4,809.00	4,815.50

Download as Excel Spreadsheet

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

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