E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	4,861.00	4,872.50	11.50	0.2%	4,813.50
High	4,897.75	4,885.50	-12.25	-0.3%	4,884.75
Low	4,847.50	4,812.50	-35.00	-0.7%	4,803.25
Close	4,875.00	4,816.00	-59.00	-1.2%	4,868.50
Range	50.25	73.00	22.75	45.3%	81.50
ATR	66.16	66.65	0.49	0.7%	0.00
Volume	175,916	231,494	55,578	31.6%	560,142

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,057.00	5,009.50	4,856.25
R3	4,984.00	4,936.50	4,836.00
R2	4,911.00	4,911.00	4,829.50
R1	4,863.50	4,863.50	4,822.75	4,850.75
PP	4,838.00	4,838.00	4,838.00	4,831.50
S1	4,790.50	4,790.50	4,809.25	4,777.75
S2	4,765.00	4,765.00	4,802.50
S3	4,692.00	4,717.50	4,796.00
S4	4,619.00	4,644.50	4,775.75

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	4,897.75	4,812.50	85.25	1.8%	48.50	1.0%	4%	False	True	157,146
10	4,897.75	4,736.25	161.50	3.4%	48.00	1.0%	49%	False	False	166,541
20	4,897.75	4,558.50	339.25	7.0%	77.25	1.6%	76%	False	False	253,859
40	4,919.50	4,558.50	361.00	7.5%	64.75	1.3%	71%	False	False	240,989
60	4,919.50	4,558.50	361.00	7.5%	63.50	1.3%	71%	False	False	246,502
80	4,919.50	4,558.50	361.00	7.5%	56.00	1.2%	71%	False	False	185,078
100	4,919.50	4,546.25	373.25	7.8%	52.25	1.1%	72%	False	False	148,089
120	4,919.50	4,164.00	755.50	15.7%	55.25	1.1%	86%	False	False	123,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.35
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5,195.75
2.618	5,076.50
1.618	5,003.50
1.000	4,958.50
0.618	4,930.50
HIGH	4,885.50
0.618	4,857.50
0.500	4,849.00
0.382	4,840.50
LOW	4,812.50
0.618	4,767.50
1.000	4,739.50
1.618	4,694.50
2.618	4,621.50
4.250	4,502.25

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	4,849.00	4,855.00
PP	4,838.00	4,842.00
S1	4,827.00	4,829.00

Download as Excel Spreadsheet

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

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