E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	3,519.25	3,517.50	-1.75	0.0%	3,493.00
High	3,524.25	3,522.25	-2.00	-0.1%	3,511.00
Low	3,507.75	3,464.50	-43.25	-1.2%	3,453.25
Close	3,516.00	3,470.50	-45.50	-1.3%	3,504.00
Range	16.50	57.75	41.25	250.0%	57.75
ATR	30.69	32.62	1.93	6.3%	0.00
Volume	181,862	302,895	121,033	66.6%	1,242,355

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,659.00	3,622.50	3,502.25
R3	3,601.25	3,564.75	3,486.50
R2	3,543.50	3,543.50	3,481.00
R1	3,507.00	3,507.00	3,475.75	3,496.50
PP	3,485.75	3,485.75	3,485.75	3,480.50
S1	3,449.25	3,449.25	3,465.25	3,438.50
S2	3,428.00	3,428.00	3,460.00
S3	3,370.25	3,391.50	3,454.50
S4	3,312.50	3,333.75	3,438.75

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,662.75	3,641.00	3,535.75
R3	3,605.00	3,583.25	3,520.00
R2	3,547.25	3,547.25	3,514.50
R1	3,525.50	3,525.50	3,509.25	3,536.50
PP	3,489.50	3,489.50	3,489.50	3,494.75
S1	3,467.75	3,467.75	3,498.75	3,478.50
S2	3,431.75	3,431.75	3,493.50
S3	3,374.00	3,410.00	3,488.00
S4	3,316.25	3,352.25	3,472.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,524.75	3,464.50	60.25	1.7%	30.25	0.9%	10%	False	True	236,063
10	3,524.75	3,445.75	79.00	2.3%	29.25	0.8%	31%	False	False	216,183
20	3,524.75	3,338.25	186.50	5.4%	32.00	0.9%	71%	False	False	216,057
40	3,524.75	3,234.75	290.00	8.4%	34.00	1.0%	81%	False	False	224,406
60	3,524.75	3,110.75	414.00	11.9%	36.50	1.0%	87%	False	False	238,176
80	3,524.75	3,049.25	475.50	13.7%	36.25	1.0%	89%	False	False	189,857
100	3,524.75	3,016.75	508.00	14.6%	33.25	1.0%	89%	False	False	151,920
120	3,524.75	2,813.00	711.75	20.5%	30.75	0.9%	92%	False	False	126,604

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.28
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	3,767.75
2.618	3,673.50
1.618	3,615.75
1.000	3,580.00
0.618	3,558.00
HIGH	3,522.25
0.618	3,500.25
0.500	3,493.50
0.382	3,486.50
LOW	3,464.50
0.618	3,428.75
1.000	3,406.75
1.618	3,371.00
2.618	3,313.25
4.250	3,219.00

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	3,493.50	3,494.50
PP	3,485.75	3,486.50
S1	3,478.00	3,478.50

Download as Excel Spreadsheet

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

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