E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	3,426.75	3,447.00	20.25	0.6%	3,416.50
High	3,456.00	3,472.25	16.25	0.5%	3,425.75
Low	3,422.75	3,445.75	23.00	0.7%	3,358.50
Close	3,447.25	3,468.50	21.25	0.6%	3,420.00
Range	33.25	26.50	-6.75	-20.3%	67.25
ATR	35.22	34.60	-0.62	-1.8%	0.00
Volume	188,922	146,375	-42,547	-22.5%	1,140,797

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,541.75	3,531.50	3,483.00
R3	3,515.25	3,505.00	3,475.75
R2	3,488.75	3,488.75	3,473.25
R1	3,478.50	3,478.50	3,471.00	3,483.50
PP	3,462.25	3,462.25	3,462.25	3,464.75
S1	3,452.00	3,452.00	3,466.00	3,457.00
S2	3,435.75	3,435.75	3,463.75
S3	3,409.25	3,425.50	3,461.25
S4	3,382.75	3,399.00	3,454.00

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,603.25	3,578.75	3,457.00
R3	3,536.00	3,511.50	3,438.50
R2	3,468.75	3,468.75	3,432.25
R1	3,444.25	3,444.25	3,426.25	3,456.50
PP	3,401.50	3,401.50	3,401.50	3,407.50
S1	3,377.00	3,377.00	3,413.75	3,389.25
S2	3,334.25	3,334.25	3,407.75
S3	3,267.00	3,309.75	3,401.50
S4	3,199.75	3,242.50	3,383.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,472.25	3,360.25	112.00	3.2%	29.00	0.8%	97%	True	False	176,344
10	3,472.25	3,358.50	113.75	3.3%	30.50	0.9%	97%	True	False	203,630
20	3,472.25	3,310.00	162.25	4.7%	34.50	1.0%	98%	True	False	221,433
40	3,472.25	3,110.75	361.50	10.4%	39.00	1.1%	99%	True	False	243,947
60	3,472.25	3,089.75	382.50	11.0%	36.75	1.1%	99%	True	False	219,437
80	3,472.25	3,049.25	423.00	12.2%	35.75	1.0%	99%	True	False	164,689
100	3,472.25	2,990.25	482.00	13.9%	31.75	0.9%	99%	True	False	131,769
120	3,472.25	2,813.00	659.25	19.0%	30.25	0.9%	99%	True	False	109,809

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,585.00
2.618	3,541.75
1.618	3,515.25
1.000	3,498.75
0.618	3,488.75
HIGH	3,472.25
0.618	3,462.25
0.500	3,459.00
0.382	3,455.75
LOW	3,445.75
0.618	3,429.25
1.000	3,419.25
1.618	3,402.75
2.618	3,376.25
4.250	3,333.00

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	3,465.25	3,461.00
PP	3,462.25	3,453.75
S1	3,459.00	3,446.25

Download as Excel Spreadsheet

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

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