E-mini NASDAQ-100 Future December 2016

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

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	4,850.50	4,864.25	13.75	0.3%	4,813.50
High	4,870.00	4,879.75	9.75	0.2%	4,884.75
Low	4,839.50	4,842.75	3.25	0.1%	4,803.25
Close	4,868.50	4,861.00	-7.50	-0.2%	4,868.50
Range	30.50	37.00	6.50	21.3%	81.50
ATR	69.73	67.39	-2.34	-3.4%	0.00
Volume	75,485	143,185	67,700	89.7%	560,142

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,972.25	4,953.50	4,881.25
R3	4,935.25	4,916.50	4,871.25
R2	4,898.25	4,898.25	4,867.75
R1	4,879.50	4,879.50	4,864.50	4,870.50
PP	4,861.25	4,861.25	4,861.25	4,856.50
S1	4,842.50	4,842.50	4,857.50	4,833.50
S2	4,824.25	4,824.25	4,854.25
S3	4,787.25	4,805.50	4,850.75
S4	4,750.25	4,768.50	4,840.75

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,096.75	5,064.00	4,913.25
R3	5,015.25	4,982.50	4,891.00
R2	4,933.75	4,933.75	4,883.50
R1	4,901.00	4,901.00	4,876.00	4,917.50
PP	4,852.25	4,852.25	4,852.25	4,860.25
S1	4,819.50	4,819.50	4,861.00	4,836.00
S2	4,770.75	4,770.75	4,853.50
S3	4,689.25	4,738.00	4,846.00
S4	4,607.75	4,656.50	4,823.75

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	4,803.25	81.50	1.7%	41.25	0.8%	71%	False	False	140,665
10	4,884.75	4,672.75	212.00	4.4%	56.00	1.1%	89%	False	False	178,152
20	4,884.75	4,558.50	326.25	6.7%	78.00	1.6%	93%	False	False	258,838
40	4,919.50	4,558.50	361.00	7.4%	63.75	1.3%	84%	False	False	242,157
60	4,919.50	4,558.50	361.00	7.4%	62.75	1.3%	84%	False	False	239,814
80	4,919.50	4,558.50	361.00	7.4%	55.50	1.1%	84%	False	False	179,990
100	4,919.50	4,433.75	485.75	10.0%	52.25	1.1%	88%	False	False	144,016
120	4,919.50	4,164.00	755.50	15.5%	54.75	1.1%	92%	False	False	120,022

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,037.00
2.618	4,976.50
1.618	4,939.50
1.000	4,916.75
0.618	4,902.50
HIGH	4,879.75
0.618	4,865.50
0.500	4,861.25
0.382	4,857.00
LOW	4,842.75
0.618	4,820.00
1.000	4,805.75
1.618	4,783.00
2.618	4,746.00
4.250	4,685.50

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	4,861.25	4,859.50
PP	4,861.25	4,858.00
S1	4,861.00	4,856.50

Download as Excel Spreadsheet

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

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