E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	4,671.25	4,709.75	38.50	0.8%	4,795.25
High	4,695.50	4,781.75	86.25	1.8%	4,830.00
Low	4,651.25	4,709.75	58.50	1.3%	4,651.25
Close	4,657.75	4,775.75	118.00	2.5%	4,657.75
Range	44.25	72.00	27.75	62.7%	178.75
ATR	54.64	59.59	4.95	9.1%	0.00
Volume	264,048	223,773	-40,275	-15.3%	1,351,935

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,971.75	4,945.75	4,815.25
R3	4,899.75	4,873.75	4,795.50
R2	4,827.75	4,827.75	4,789.00
R1	4,801.75	4,801.75	4,782.25	4,814.75
PP	4,755.75	4,755.75	4,755.75	4,762.25
S1	4,729.75	4,729.75	4,769.25	4,742.75
S2	4,683.75	4,683.75	4,762.50
S3	4,611.75	4,657.75	4,756.00
S4	4,539.75	4,585.75	4,736.25

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,249.25	5,132.25	4,756.00
R3	5,070.50	4,953.50	4,707.00
R2	4,891.75	4,891.75	4,690.50
R1	4,774.75	4,774.75	4,674.25	4,744.00
PP	4,713.00	4,713.00	4,713.00	4,697.50
S1	4,596.00	4,596.00	4,641.25	4,565.00
S2	4,534.25	4,534.25	4,625.00
S3	4,355.50	4,417.25	4,608.50
S4	4,176.75	4,238.50	4,559.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,817.00	4,651.25	165.75	3.5%	67.25	1.4%	75%	False	False	275,307
10	4,919.50	4,651.25	268.25	5.6%	60.00	1.3%	46%	False	False	258,129
20	4,919.50	4,651.25	268.25	5.6%	56.00	1.2%	46%	False	False	241,026
40	4,919.50	4,651.25	268.25	5.6%	53.75	1.1%	46%	False	False	246,205
60	4,919.50	4,625.25	294.25	6.2%	51.00	1.1%	51%	False	False	179,947
80	4,919.50	4,570.25	349.25	7.3%	47.25	1.0%	59%	False	False	135,003
100	4,919.50	4,164.00	755.50	15.8%	51.50	1.1%	81%	False	False	108,014
120	4,919.50	4,164.00	755.50	15.8%	47.00	1.0%	81%	False	False	90,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	15.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,087.75
2.618	4,970.25
1.618	4,898.25
1.000	4,853.75
0.618	4,826.25
HIGH	4,781.75
0.618	4,754.25
0.500	4,745.75
0.382	4,737.25
LOW	4,709.75
0.618	4,665.25
1.000	4,637.75
1.618	4,593.25
2.618	4,521.25
4.250	4,403.75

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	4,765.75	4,756.00
PP	4,755.75	4,736.25
S1	4,745.75	4,716.50

Download as Excel Spreadsheet

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

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