E-mini NASDAQ-100 Future December 2012

Trading Metrics calculated at close of trading on 17-Dec-2012

Day Change Summary
	Previous	Current
	14-Dec-2012	17-Dec-2012	Change	Change %	Previous Week
Open	2,650.25	2,635.25	-15.00	-0.6%	2,637.00
High	2,662.75	2,669.75	7.00	0.3%	2,696.50
Low	2,620.00	2,614.00	-6.00	-0.2%	2,620.00
Close	2,627.75	2,666.50	38.75	1.5%	2,627.75
Range	42.75	55.75	13.00	30.4%	76.50
ATR	39.70	40.85	1.15	2.9%	0.00
Volume	132,184	113,569	-18,615	-14.1%	1,181,594

Daily Pivots for day following 17-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,817.25	2,797.75	2,697.25
R3	2,761.50	2,742.00	2,681.75
R2	2,705.75	2,705.75	2,676.75
R1	2,686.25	2,686.25	2,671.50	2,696.00
PP	2,650.00	2,650.00	2,650.00	2,655.00
S1	2,630.50	2,630.50	2,661.50	2,640.25
S2	2,594.25	2,594.25	2,656.25
S3	2,538.50	2,574.75	2,651.25
S4	2,482.75	2,519.00	2,635.75

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,877.50	2,829.25	2,669.75
R3	2,801.00	2,752.75	2,648.75
R2	2,724.50	2,724.50	2,641.75
R1	2,676.25	2,676.25	2,634.75	2,662.00
PP	2,648.00	2,648.00	2,648.00	2,641.00
S1	2,599.75	2,599.75	2,620.75	2,585.50
S2	2,571.50	2,571.50	2,613.75
S3	2,495.00	2,523.25	2,606.75
S4	2,418.50	2,446.75	2,585.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,696.50	2,614.00	82.50	3.1%	45.00	1.7%	64%	False	True	216,767
10	2,696.50	2,614.00	82.50	3.1%	42.50	1.6%	64%	False	True	249,025
20	2,698.50	2,534.50	164.00	6.2%	38.50	1.4%	80%	False	False	238,662
40	2,698.50	2,492.00	206.50	7.7%	41.50	1.6%	85%	False	False	261,130
60	2,857.25	2,492.00	365.25	13.7%	40.75	1.5%	48%	False	False	254,756
80	2,871.75	2,492.00	379.75	14.2%	37.50	1.4%	46%	False	False	210,975
100	2,871.75	2,492.00	379.75	14.2%	34.75	1.3%	46%	False	False	168,790
120	2,871.75	2,492.00	379.75	14.2%	34.25	1.3%	46%	False	False	140,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.50
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,906.75
2.618	2,815.75
1.618	2,760.00
1.000	2,725.50
0.618	2,704.25
HIGH	2,669.75
0.618	2,648.50
0.500	2,642.00
0.382	2,635.25
LOW	2,614.00
0.618	2,579.50
1.000	2,558.25
1.618	2,523.75
2.618	2,468.00
4.250	2,377.00

Fisher Pivots for day following 17-Dec-2012
Pivot	1 day	3 day
R1	2,658.25	2,661.50
PP	2,650.00	2,656.50
S1	2,642.00	2,651.50

Download as Excel Spreadsheet

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

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