E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	4,818.25	4,795.25	-23.00	-0.5%	4,847.25
High	4,843.25	4,830.00	-13.25	-0.3%	4,919.50
Low	4,786.50	4,788.25	1.75	0.0%	4,786.50
Close	4,806.00	4,796.75	-9.25	-0.2%	4,806.00
Range	56.75	41.75	-15.00	-26.4%	133.00
ATR	51.96	51.23	-0.73	-1.4%	0.00
Volume	325,145	199,169	-125,976	-38.7%	1,187,845

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,930.25	4,905.25	4,819.75
R3	4,888.50	4,863.50	4,808.25
R2	4,846.75	4,846.75	4,804.50
R1	4,821.75	4,821.75	4,800.50	4,834.25
PP	4,805.00	4,805.00	4,805.00	4,811.25
S1	4,780.00	4,780.00	4,793.00	4,792.50
S2	4,763.25	4,763.25	4,789.00
S3	4,721.50	4,738.25	4,785.25
S4	4,679.75	4,696.50	4,773.75

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%	52.50	1.1%	8%	False	False	240,951
10	4,919.50	4,786.50	133.00	2.8%	49.75	1.0%	8%	False	False	217,768
20	4,919.50	4,754.50	165.00	3.4%	49.75	1.0%	26%	False	False	226,578
40	4,919.50	4,625.25	294.25	6.1%	55.25	1.2%	58%	False	False	235,229
60	4,919.50	4,625.25	294.25	6.1%	47.75	1.0%	58%	False	False	157,023
80	4,919.50	4,515.00	404.50	8.4%	45.25	0.9%	70%	False	False	117,799
100	4,919.50	4,164.00	755.50	15.8%	50.25	1.0%	84%	False	False	94,250
120	4,919.50	4,164.00	755.50	15.8%	45.50	0.9%	84%	False	False	78,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.48
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,007.50
2.618	4,939.25
1.618	4,897.50
1.000	4,871.75
0.618	4,855.75
HIGH	4,830.00
0.618	4,814.00
0.500	4,809.00
0.382	4,804.25
LOW	4,788.25
0.618	4,762.50
1.000	4,746.50
1.618	4,720.75
2.618	4,679.00
4.250	4,610.75

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	4,809.00	4,833.50
PP	4,805.00	4,821.25
S1	4,801.00	4,809.00

Download as Excel Spreadsheet

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

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