E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	6,861.75	6,780.00	-81.75	-1.2%	6,972.75
High	6,929.50	6,920.50	-9.00	-0.1%	7,231.00
Low	6,746.00	6,712.25	-33.75	-0.5%	6,865.00
Close	6,768.25	6,915.50	147.25	2.2%	7,031.25
Range	183.50	208.25	24.75	13.5%	366.00
ATR	191.48	192.67	1.20	0.6%	0.00
Volume	731,312	793,461	62,149	8.5%	2,716,465

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,474.25	7,403.00	7,030.00
R3	7,266.00	7,194.75	6,972.75
R2	7,057.75	7,057.75	6,953.75
R1	6,986.50	6,986.50	6,934.50	7,022.00
PP	6,849.50	6,849.50	6,849.50	6,867.25
S1	6,778.25	6,778.25	6,896.50	6,814.00
S2	6,641.25	6,641.25	6,877.25
S3	6,433.00	6,570.00	6,858.25
S4	6,224.75	6,361.75	6,801.00

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,140.50	7,951.75	7,232.50
R3	7,774.50	7,585.75	7,132.00
R2	7,408.50	7,408.50	7,098.25
R1	7,219.75	7,219.75	7,064.75	7,314.00
PP	7,042.50	7,042.50	7,042.50	7,089.50
S1	6,853.75	6,853.75	6,997.75	6,948.00
S2	6,676.50	6,676.50	6,964.25
S3	6,310.50	6,487.75	6,930.50
S4	5,944.50	6,121.75	6,830.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,166.25	6,712.25	454.00	6.6%	201.50	2.9%	45%	False	True	707,186
10	7,231.00	6,712.25	518.75	7.5%	185.50	2.7%	39%	False	True	644,904
20	7,244.25	6,580.50	663.75	9.6%	212.25	3.1%	50%	False	False	721,342
40	7,728.75	6,580.50	1,148.25	16.6%	180.75	2.6%	29%	False	False	648,137
60	7,728.75	6,580.50	1,148.25	16.6%	151.75	2.2%	29%	False	False	468,886
80	7,728.75	6,580.50	1,148.25	16.6%	136.50	2.0%	29%	False	False	351,845
100	7,728.75	6,580.50	1,148.25	16.6%	129.25	1.9%	29%	False	False	281,558
120	7,728.75	6,580.50	1,148.25	16.6%	122.25	1.8%	29%	False	False	234,669

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,805.50
2.618	7,465.75
1.618	7,257.50
1.000	7,128.75
0.618	7,049.25
HIGH	6,920.50
0.618	6,841.00
0.500	6,816.50
0.382	6,791.75
LOW	6,712.25
0.618	6,583.50
1.000	6,504.00
1.618	6,375.25
2.618	6,167.00
4.250	5,827.25

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	6,882.50	6,889.50
PP	6,849.50	6,863.25
S1	6,816.50	6,837.00

Download as Excel Spreadsheet

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

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