E-mini NASDAQ-100 Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	2,663.50	2,672.00	8.50	0.3%	2,633.00
High	2,688.50	2,689.75	1.25	0.0%	2,689.75
Low	2,659.75	2,667.25	7.50	0.3%	2,611.50
Close	2,680.00	2,675.75	-4.25	-0.2%	2,675.75
Range	28.75	22.50	-6.25	-21.7%	78.25
ATR	39.91	38.67	-1.24	-3.1%	0.00
Volume	273,982	213,421	-60,561	-22.1%	1,266,389

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,745.00	2,733.00	2,688.00
R3	2,722.50	2,710.50	2,682.00
R2	2,700.00	2,700.00	2,680.00
R1	2,688.00	2,688.00	2,677.75	2,694.00
PP	2,677.50	2,677.50	2,677.50	2,680.50
S1	2,665.50	2,665.50	2,673.75	2,671.50
S2	2,655.00	2,655.00	2,671.50
S3	2,632.50	2,643.00	2,669.50
S4	2,610.00	2,620.50	2,663.50

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,893.75	2,863.00	2,718.75
R3	2,815.50	2,784.75	2,697.25
R2	2,737.25	2,737.25	2,690.00
R1	2,706.50	2,706.50	2,683.00	2,722.00
PP	2,659.00	2,659.00	2,659.00	2,666.75
S1	2,628.25	2,628.25	2,668.50	2,643.50
S2	2,580.75	2,580.75	2,661.50
S3	2,502.50	2,550.00	2,654.25
S4	2,424.25	2,471.75	2,632.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,689.75	2,611.50	78.25	2.9%	31.00	1.2%	82%	True	False	253,277
10	2,689.75	2,492.00	197.75	7.4%	35.75	1.3%	93%	True	False	240,626
20	2,694.00	2,492.00	202.00	7.5%	41.50	1.5%	91%	False	False	277,852
40	2,840.75	2,492.00	348.75	13.0%	41.00	1.5%	53%	False	False	263,446
60	2,871.75	2,492.00	379.75	14.2%	37.75	1.4%	48%	False	False	235,922
80	2,871.75	2,492.00	379.75	14.2%	34.75	1.3%	48%	False	False	177,111
100	2,871.75	2,492.00	379.75	14.2%	34.00	1.3%	48%	False	False	141,694
120	2,871.75	2,492.00	379.75	14.2%	32.25	1.2%	48%	False	False	118,080

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.80
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,785.50
2.618	2,748.75
1.618	2,726.25
1.000	2,712.25
0.618	2,703.75
HIGH	2,689.75
0.618	2,681.25
0.500	2,678.50
0.382	2,675.75
LOW	2,667.25
0.618	2,653.25
1.000	2,644.75
1.618	2,630.75
2.618	2,608.25
4.250	2,571.50

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	2,678.50	2,667.50
PP	2,677.50	2,659.00
S1	2,676.75	2,650.50

Download as Excel Spreadsheet

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

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