E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	6,857.00	6,960.00	103.00	1.5%	7,085.75
High	7,039.25	7,079.75	40.50	0.6%	7,210.50
Low	6,816.75	6,936.75	120.00	1.8%	6,734.25
Close	6,975.50	7,077.75	102.25	1.5%	6,893.25
Range	222.50	143.00	-79.50	-35.7%	476.25
ATR	203.00	198.72	-4.29	-2.1%	0.00
Volume	755,201	589,071	-166,130	-22.0%	4,234,612

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,460.50	7,412.00	7,156.50
R3	7,317.50	7,269.00	7,117.00
R2	7,174.50	7,174.50	7,104.00
R1	7,126.00	7,126.00	7,090.75	7,150.25
PP	7,031.50	7,031.50	7,031.50	7,043.50
S1	6,983.00	6,983.00	7,064.75	7,007.25
S2	6,888.50	6,888.50	7,051.50
S3	6,745.50	6,840.00	7,038.50
S4	6,602.50	6,697.00	6,999.00

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,374.75	8,110.25	7,155.25
R3	7,898.50	7,634.00	7,024.25
R2	7,422.25	7,422.25	6,980.50
R1	7,157.75	7,157.75	6,937.00	7,052.00
PP	6,946.00	6,946.00	6,946.00	6,893.00
S1	6,681.50	6,681.50	6,849.50	6,575.50
S2	6,469.75	6,469.75	6,806.00
S3	5,993.50	6,205.25	6,762.25
S4	5,517.25	5,729.00	6,631.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,079.75	6,580.50	499.25	7.1%	243.50	3.4%	100%	True	False	830,338
10	7,244.25	6,580.50	663.75	9.4%	239.00	3.4%	75%	False	False	797,780
20	7,540.00	6,580.50	959.50	13.6%	222.50	3.1%	52%	False	False	769,017
40	7,728.75	6,580.50	1,148.25	16.2%	160.50	2.3%	43%	False	False	541,642
60	7,728.75	6,580.50	1,148.25	16.2%	134.75	1.9%	43%	False	False	361,537
80	7,728.75	6,580.50	1,148.25	16.2%	125.00	1.8%	43%	False	False	271,283
100	7,728.75	6,580.50	1,148.25	16.2%	121.25	1.7%	43%	False	False	217,092
120	7,728.75	6,580.50	1,148.25	16.2%	112.75	1.6%	43%	False	False	180,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	51.93
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,687.50
2.618	7,454.00
1.618	7,311.00
1.000	7,222.75
0.618	7,168.00
HIGH	7,079.75
0.618	7,025.00
0.500	7,008.25
0.382	6,991.50
LOW	6,936.75
0.618	6,848.50
1.000	6,793.75
1.618	6,705.50
2.618	6,562.50
4.250	6,329.00

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	7,054.50	7,008.50
PP	7,031.50	6,939.50
S1	7,008.25	6,870.50

Download as Excel Spreadsheet

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

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