E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	4,858.00	4,877.25	19.25	0.4%	4,753.00
High	4,884.75	4,882.50	-2.25	0.0%	4,840.50
Low	4,857.00	4,830.25	-26.75	-0.6%	4,672.75
Close	4,874.75	4,849.50	-25.25	-0.5%	4,808.50
Range	27.75	52.25	24.50	88.3%	167.75
ATR	74.32	72.74	-1.58	-2.1%	0.00
Volume	157,465	159,650	2,185	1.4%	1,078,201

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,010.75	4,982.50	4,878.25
R3	4,958.50	4,930.25	4,863.75
R2	4,906.25	4,906.25	4,859.00
R1	4,878.00	4,878.00	4,854.25	4,866.00
PP	4,854.00	4,854.00	4,854.00	4,848.00
S1	4,825.75	4,825.75	4,844.75	4,813.75
S2	4,801.75	4,801.75	4,840.00
S3	4,749.50	4,773.50	4,835.25
S4	4,697.25	4,721.25	4,820.75

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,277.25	5,210.50	4,900.75
R3	5,109.50	5,042.75	4,854.75
R2	4,941.75	4,941.75	4,839.25
R1	4,875.00	4,875.00	4,824.00	4,908.50
PP	4,774.00	4,774.00	4,774.00	4,790.50
S1	4,707.25	4,707.25	4,793.00	4,740.50
S2	4,606.25	4,606.25	4,777.75
S3	4,438.50	4,539.50	4,762.25
S4	4,270.75	4,371.75	4,716.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,884.75	4,778.00	106.75	2.2%	46.00	0.9%	67%	False	False	168,724
10	4,884.75	4,672.75	212.00	4.4%	76.75	1.6%	83%	False	False	244,289
20	4,884.75	4,558.50	326.25	6.7%	81.25	1.7%	89%	False	False	277,228
40	4,919.50	4,558.50	361.00	7.4%	65.50	1.4%	81%	False	False	250,552
60	4,919.50	4,558.50	361.00	7.4%	63.00	1.3%	81%	False	False	236,215
80	4,919.50	4,558.50	361.00	7.4%	55.25	1.1%	81%	False	False	177,263
100	4,919.50	4,358.25	561.25	11.6%	52.50	1.1%	88%	False	False	141,830
120	4,919.50	4,164.00	755.50	15.6%	54.50	1.1%	91%	False	False	118,200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,104.50
2.618	5,019.25
1.618	4,967.00
1.000	4,934.75
0.618	4,914.75
HIGH	4,882.50
0.618	4,862.50
0.500	4,856.50
0.382	4,850.25
LOW	4,830.25
0.618	4,798.00
1.000	4,778.00
1.618	4,745.75
2.618	4,693.50
4.250	4,608.25

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	4,856.50	4,847.75
PP	4,854.00	4,845.75
S1	4,851.75	4,844.00

Download as Excel Spreadsheet

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

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