E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	2,397.75	2,353.25	-44.50	-1.9%	2,326.75
High	2,398.00	2,355.75	-42.25	-1.8%	2,408.75
Low	2,350.50	2,282.75	-67.75	-2.9%	2,287.00
Close	2,356.00	2,303.50	-52.50	-2.2%	2,396.50
Range	47.50	73.00	25.50	53.7%	121.75
ATR	61.48	62.32	0.84	1.4%	0.00
Volume	243,862	445,641	201,779	82.7%	1,432,293

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,533.00	2,491.25	2,343.75
R3	2,460.00	2,418.25	2,323.50
R2	2,387.00	2,387.00	2,317.00
R1	2,345.25	2,345.25	2,310.25	2,329.50
PP	2,314.00	2,314.00	2,314.00	2,306.25
S1	2,272.25	2,272.25	2,296.75	2,256.50
S2	2,241.00	2,241.00	2,290.00
S3	2,168.00	2,199.25	2,283.50
S4	2,095.00	2,126.25	2,263.25

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,729.25	2,684.75	2,463.50
R3	2,607.50	2,563.00	2,430.00
R2	2,485.75	2,485.75	2,418.75
R1	2,441.25	2,441.25	2,407.75	2,463.50
PP	2,364.00	2,364.00	2,364.00	2,375.25
S1	2,319.50	2,319.50	2,385.25	2,341.75
S2	2,242.25	2,242.25	2,374.25
S3	2,120.50	2,197.75	2,363.00
S4	1,998.75	2,076.00	2,329.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,408.75	2,282.75	126.00	5.5%	57.25	2.5%	16%	False	True	311,003
10	2,408.75	2,268.50	140.25	6.1%	60.00	2.6%	25%	False	False	306,213
20	2,408.75	2,099.25	309.50	13.4%	59.25	2.6%	66%	False	False	313,078
40	2,408.75	2,035.75	373.00	16.2%	64.75	2.8%	72%	False	False	333,727
60	2,408.75	1,964.00	444.75	19.3%	67.75	2.9%	76%	False	False	222,742
80	2,429.50	1,964.00	465.50	20.2%	65.25	2.8%	73%	False	False	167,188
100	2,429.50	1,964.00	465.50	20.2%	59.00	2.6%	73%	False	False	133,762
120	2,429.50	1,964.00	465.50	20.2%	49.50	2.2%	73%	False	False	111,469

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,666.00
2.618	2,546.75
1.618	2,473.75
1.000	2,428.75
0.618	2,400.75
HIGH	2,355.75
0.618	2,327.75
0.500	2,319.25
0.382	2,310.75
LOW	2,282.75
0.618	2,237.75
1.000	2,209.75
1.618	2,164.75
2.618	2,091.75
4.250	1,972.50

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	2,319.25	2,342.25
PP	2,314.00	2,329.25
S1	2,308.75	2,316.50

Download as Excel Spreadsheet

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

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