E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	3,513.50	3,500.00	-13.50	-0.4%	3,457.00
High	3,516.75	3,508.00	-8.75	-0.2%	3,516.75
Low	3,482.50	3,496.00	13.50	0.4%	3,422.00
Close	3,497.00	3,503.98	6.98	0.2%	3,503.98
Range	34.25	12.00	-22.25	-65.0%	94.75
ATR	36.98	35.20	-1.78	-4.8%	0.00
Volume	56,687	2,467	-54,220	-95.6%	344,240

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,538.75	3,533.25	3,510.50
R3	3,526.75	3,521.25	3,507.25
R2	3,514.75	3,514.75	3,506.25
R1	3,509.25	3,509.25	3,505.00	3,512.00
PP	3,502.75	3,502.75	3,502.75	3,504.00
S1	3,497.25	3,497.25	3,503.00	3,500.00
S2	3,490.75	3,490.75	3,501.75
S3	3,478.75	3,485.25	3,500.75
S4	3,466.75	3,473.25	3,497.50

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,765.25	3,729.25	3,556.00
R3	3,670.50	3,634.50	3,530.00
R2	3,575.75	3,575.75	3,521.25
R1	3,539.75	3,539.75	3,512.75	3,557.75
PP	3,481.00	3,481.00	3,481.00	3,489.75
S1	3,445.00	3,445.00	3,495.25	3,463.00
S2	3,386.25	3,386.25	3,486.50
S3	3,291.50	3,350.25	3,478.00
S4	3,196.75	3,255.50	3,451.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,516.75	3,422.00	94.75	2.7%	44.25	1.3%	87%	False	False	68,848
10	3,524.75	3,422.00	102.75	2.9%	36.75	1.0%	80%	False	False	147,271
20	3,524.75	3,400.00	124.75	3.6%	32.00	0.9%	83%	False	False	174,495
40	3,524.75	3,310.00	214.75	6.1%	33.75	1.0%	90%	False	False	203,941
60	3,524.75	3,110.75	414.00	11.8%	37.50	1.1%	95%	False	False	225,619
80	3,524.75	3,060.00	464.75	13.3%	36.50	1.0%	96%	False	False	199,784
100	3,524.75	3,049.25	475.50	13.6%	34.75	1.0%	96%	False	False	159,884
120	3,524.75	2,899.25	625.50	17.9%	31.50	0.9%	97%	False	False	133,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.78
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	3,559.00
2.618	3,539.50
1.618	3,527.50
1.000	3,520.00
0.618	3,515.50
HIGH	3,508.00
0.618	3,503.50
0.500	3,502.00
0.382	3,500.50
LOW	3,496.00
0.618	3,488.50
1.000	3,484.00
1.618	3,476.50
2.618	3,464.50
4.250	3,445.00

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	3,503.25	3,492.50
PP	3,502.75	3,481.00
S1	3,502.00	3,469.50

Download as Excel Spreadsheet

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

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