E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	3,354.75	3,363.50	8.75	0.3%	3,368.00
High	3,366.75	3,406.75	40.00	1.2%	3,398.00
Low	3,343.75	3,338.25	-5.50	-0.2%	3,310.00
Close	3,364.50	3,402.00	37.50	1.1%	3,360.50
Range	23.00	68.50	45.50	197.8%	88.00
ATR	37.11	39.36	2.24	6.0%	0.00
Volume	196,199	269,387	73,188	37.3%	1,279,020

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,587.75	3,563.50	3,439.75
R3	3,519.25	3,495.00	3,420.75
R2	3,450.75	3,450.75	3,414.50
R1	3,426.50	3,426.50	3,408.25	3,438.50
PP	3,382.25	3,382.25	3,382.25	3,388.50
S1	3,358.00	3,358.00	3,395.75	3,370.00
S2	3,313.75	3,313.75	3,389.50
S3	3,245.25	3,289.50	3,383.25
S4	3,176.75	3,221.00	3,364.25

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,620.25	3,578.25	3,409.00
R3	3,532.25	3,490.25	3,384.75
R2	3,444.25	3,444.25	3,376.75
R1	3,402.25	3,402.25	3,368.50	3,379.25
PP	3,356.25	3,356.25	3,356.25	3,344.50
S1	3,314.25	3,314.25	3,352.50	3,291.25
S2	3,268.25	3,268.25	3,344.25
S3	3,180.25	3,226.25	3,336.25
S4	3,092.25	3,138.25	3,312.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,406.75	3,310.00	96.75	2.8%	47.50	1.4%	95%	True	False	264,876
10	3,406.75	3,310.00	96.75	2.8%	38.50	1.1%	95%	True	False	239,236
20	3,406.75	3,255.25	151.50	4.5%	37.00	1.1%	97%	True	False	234,800
40	3,406.75	3,110.75	296.00	8.7%	39.00	1.2%	98%	True	False	249,595
60	3,406.75	3,049.25	357.50	10.5%	38.25	1.1%	99%	True	False	185,609
80	3,406.75	3,025.75	381.00	11.2%	34.00	1.0%	99%	True	False	139,253
100	3,406.75	2,825.00	581.75	17.1%	30.75	0.9%	99%	True	False	111,407
120	3,406.75	2,813.00	593.75	17.5%	27.75	0.8%	99%	True	False	92,839

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	11.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,698.00
2.618	3,586.00
1.618	3,517.50
1.000	3,475.25
0.618	3,449.00
HIGH	3,406.75
0.618	3,380.50
0.500	3,372.50
0.382	3,364.50
LOW	3,338.25
0.618	3,296.00
1.000	3,269.75
1.618	3,227.50
2.618	3,159.00
4.250	3,047.00

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	3,392.25	3,392.25
PP	3,382.25	3,382.25
S1	3,372.50	3,372.50

Download as Excel Spreadsheet

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

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