E-mini NASDAQ-100 Future December 2018

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	6,780.00	6,874.50	94.50	1.4%	7,026.25
High	6,920.50	6,915.00	-5.50	-0.1%	7,103.75
Low	6,712.25	6,806.25	94.00	1.4%	6,712.25
Close	6,915.50	6,895.25	-20.25	-0.3%	6,895.25
Range	208.25	108.75	-99.50	-47.8%	391.50
ATR	192.67	186.72	-5.96	-3.1%	0.00
Volume	793,461	691,502	-101,959	-12.8%	3,630,740

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	7,198.50	7,155.50	6,955.00
R3	7,089.75	7,046.75	6,925.25
R2	6,981.00	6,981.00	6,915.25
R1	6,938.00	6,938.00	6,905.25	6,959.50
PP	6,872.25	6,872.25	6,872.25	6,883.00
S1	6,829.25	6,829.25	6,885.25	6,850.75
S2	6,763.50	6,763.50	6,875.25
S3	6,654.75	6,720.50	6,865.25
S4	6,546.00	6,611.75	6,835.50

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	8,078.25	7,878.25	7,110.50
R3	7,686.75	7,486.75	7,003.00
R2	7,295.25	7,295.25	6,967.00
R1	7,095.25	7,095.25	6,931.25	6,999.50
PP	6,903.75	6,903.75	6,903.75	6,856.00
S1	6,703.75	6,703.75	6,859.25	6,608.00
S2	6,512.25	6,512.25	6,823.50
S3	6,120.75	6,312.25	6,787.50
S4	5,729.25	5,920.75	6,680.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,103.75	6,712.25	391.50	5.7%	187.75	2.7%	47%	False	False	726,148
10	7,231.00	6,712.25	518.75	7.5%	173.00	2.5%	35%	False	False	634,720
20	7,231.00	6,580.50	650.50	9.4%	210.00	3.0%	48%	False	False	722,865
40	7,728.75	6,580.50	1,148.25	16.7%	181.25	2.6%	27%	False	False	656,129
60	7,728.75	6,580.50	1,148.25	16.7%	152.50	2.2%	27%	False	False	480,404
80	7,728.75	6,580.50	1,148.25	16.7%	136.75	2.0%	27%	False	False	360,483
100	7,728.75	6,580.50	1,148.25	16.7%	128.75	1.9%	27%	False	False	288,468
120	7,728.75	6,580.50	1,148.25	16.7%	122.50	1.8%	27%	False	False	240,431

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44.43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,377.25
2.618	7,199.75
1.618	7,091.00
1.000	7,023.75
0.618	6,982.25
HIGH	6,915.00
0.618	6,873.50
0.500	6,860.50
0.382	6,847.75
LOW	6,806.25
0.618	6,739.00
1.000	6,697.50
1.618	6,630.25
2.618	6,521.50
4.250	6,344.00

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	6,883.75	6,870.50
PP	6,872.25	6,845.75
S1	6,860.50	6,821.00

Download as Excel Spreadsheet

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

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