E-mini NASDAQ-100 Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	2,362.00	2,356.50	-5.50	-0.2%	2,397.75
High	2,364.50	2,371.50	7.00	0.3%	2,398.00
Low	2,327.00	2,319.50	-7.50	-0.3%	2,279.00
Close	2,351.00	2,369.75	18.75	0.8%	2,351.00
Range	37.50	52.00	14.50	38.7%	119.00
ATR	60.63	60.01	-0.62	-1.0%	0.00
Volume	235,043	245,858	10,815	4.6%	1,530,912

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,509.50	2,491.75	2,398.25
R3	2,457.50	2,439.75	2,384.00
R2	2,405.50	2,405.50	2,379.25
R1	2,387.75	2,387.75	2,374.50	2,396.50
PP	2,353.50	2,353.50	2,353.50	2,358.00
S1	2,335.75	2,335.75	2,365.00	2,344.50
S2	2,301.50	2,301.50	2,360.25
S3	2,249.50	2,283.75	2,355.50
S4	2,197.50	2,231.75	2,341.25

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,699.75	2,644.25	2,416.50
R3	2,580.75	2,525.25	2,383.75
R2	2,461.75	2,461.75	2,372.75
R1	2,406.25	2,406.25	2,362.00	2,374.50
PP	2,342.75	2,342.75	2,342.75	2,326.75
S1	2,287.25	2,287.25	2,340.00	2,255.50
S2	2,223.75	2,223.75	2,329.25
S3	2,104.75	2,168.25	2,318.25
S4	1,985.75	2,049.25	2,285.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,371.50	2,279.00	92.50	3.9%	57.25	2.4%	98%	True	False	306,581
10	2,408.75	2,279.00	129.75	5.5%	57.00	2.4%	70%	False	False	296,730
20	2,408.75	2,262.25	146.50	6.2%	56.75	2.4%	73%	False	False	299,128
40	2,408.75	2,035.75	373.00	15.7%	63.75	2.7%	90%	False	False	341,612
60	2,408.75	2,019.25	389.50	16.4%	63.00	2.7%	90%	False	False	240,812
80	2,429.50	1,964.00	465.50	19.6%	66.00	2.8%	87%	False	False	180,773
100	2,429.50	1,964.00	465.50	19.6%	60.25	2.5%	87%	False	False	144,634
120	2,429.50	1,964.00	465.50	19.6%	51.25	2.2%	87%	False	False	120,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,592.50
2.618	2,507.75
1.618	2,455.75
1.000	2,423.50
0.618	2,403.75
HIGH	2,371.50
0.618	2,351.75
0.500	2,345.50
0.382	2,339.25
LOW	2,319.50
0.618	2,287.25
1.000	2,267.50
1.618	2,235.25
2.618	2,183.25
4.250	2,098.50

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	2,361.75	2,355.00
PP	2,353.50	2,340.00
S1	2,345.50	2,325.25

Download as Excel Spreadsheet

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

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