E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	3,483.75	3,476.25	-7.50	-0.2%	3,422.50
High	3,488.75	3,494.00	5.25	0.2%	3,496.50
Low	3,466.25	3,453.25	-13.00	-0.4%	3,420.25
Close	3,475.75	3,482.50	6.75	0.2%	3,487.50
Range	22.50	40.75	18.25	81.1%	76.25
ATR	32.66	33.24	0.58	1.8%	0.00
Volume	224,700	281,577	56,877	25.3%	611,006

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,598.75	3,581.50	3,505.00
R3	3,558.00	3,540.75	3,493.75
R2	3,517.25	3,517.25	3,490.00
R1	3,500.00	3,500.00	3,486.25	3,508.50
PP	3,476.50	3,476.50	3,476.50	3,481.00
S1	3,459.25	3,459.25	3,478.75	3,468.00
S2	3,435.75	3,435.75	3,475.00
S3	3,395.00	3,418.50	3,471.25
S4	3,354.25	3,377.75	3,460.00

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,696.75	3,668.50	3,529.50
R3	3,620.50	3,592.25	3,508.50
R2	3,544.25	3,544.25	3,501.50
R1	3,516.00	3,516.00	3,494.50	3,530.00
PP	3,468.00	3,468.00	3,468.00	3,475.25
S1	3,439.75	3,439.75	3,480.50	3,454.00
S2	3,391.75	3,391.75	3,473.50
S3	3,315.50	3,363.50	3,466.50
S4	3,239.25	3,287.25	3,445.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,501.25	3,445.75	55.50	1.6%	28.50	0.8%	66%	False	False	196,303
10	3,501.25	3,358.50	142.75	4.1%	30.00	0.9%	87%	False	False	200,704
20	3,501.25	3,310.00	191.25	5.5%	34.25	1.0%	90%	False	False	220,695
40	3,501.25	3,110.75	390.50	11.2%	37.00	1.1%	95%	False	False	234,313
60	3,501.25	3,110.75	390.50	11.2%	36.50	1.0%	95%	False	False	233,083
80	3,501.25	3,049.25	452.00	13.0%	36.00	1.0%	96%	False	False	175,117
100	3,501.25	3,016.75	484.50	13.9%	32.50	0.9%	96%	False	False	140,119
120	3,501.25	2,813.00	688.25	19.8%	30.00	0.9%	97%	False	False	116,768

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	6.43
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,667.25
2.618	3,600.75
1.618	3,560.00
1.000	3,534.75
0.618	3,519.25
HIGH	3,494.00
0.618	3,478.50
0.500	3,473.50
0.382	3,468.75
LOW	3,453.25
0.618	3,428.00
1.000	3,412.50
1.618	3,387.25
2.618	3,346.50
4.250	3,280.00

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	3,479.50	3,480.75
PP	3,476.50	3,479.00
S1	3,473.50	3,477.25

Download as Excel Spreadsheet

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

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