E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	4,086.50	4,089.50	3.00	0.1%	4,080.00
High	4,089.50	4,089.75	0.25	0.0%	4,102.50
Low	4,052.50	4,049.00	-3.50	-0.1%	4,045.75
Close	4,083.50	4,062.00	-21.50	-0.5%	4,062.00
Range	37.00	40.75	3.75	10.1%	56.75
ATR	34.92	35.34	0.42	1.2%	0.00
Volume	109,098	305,246	196,148	179.8%	466,454

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,189.25	4,166.25	4,084.50
R3	4,148.50	4,125.50	4,073.25
R2	4,107.75	4,107.75	4,069.50
R1	4,084.75	4,084.75	4,065.75	4,076.00
PP	4,067.00	4,067.00	4,067.00	4,062.50
S1	4,044.00	4,044.00	4,058.25	4,035.00
S2	4,026.25	4,026.25	4,054.50
S3	3,985.50	4,003.25	4,050.75
S4	3,944.75	3,962.50	4,039.50

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,240.25	4,208.00	4,093.25
R3	4,183.50	4,151.25	4,077.50
R2	4,126.75	4,126.75	4,072.50
R1	4,094.50	4,094.50	4,067.25	4,082.25
PP	4,070.00	4,070.00	4,070.00	4,064.00
S1	4,037.75	4,037.75	4,056.75	4,025.50
S2	4,013.25	4,013.25	4,051.50
S3	3,956.50	3,981.00	4,046.50
S4	3,899.75	3,924.25	4,030.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,102.50	4,045.75	56.75	1.4%	41.00	1.0%	29%	False	False	93,290
10	4,106.00	4,044.75	61.25	1.5%	38.25	0.9%	28%	False	False	48,709
20	4,106.00	3,940.75	165.25	4.1%	30.00	0.7%	73%	False	False	24,832
40	4,106.00	3,819.75	286.25	7.0%	36.50	0.9%	85%	False	False	12,691
60	4,106.00	3,771.00	335.00	8.2%	35.25	0.9%	87%	False	False	8,549
80	4,106.00	3,612.50	493.50	12.1%	30.50	0.8%	91%	False	False	6,414
100	4,106.00	3,488.75	617.25	15.2%	28.00	0.7%	93%	False	False	5,132
120	4,106.00	3,409.75	696.25	17.1%	27.25	0.7%	94%	False	False	4,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	4,263.00
2.618	4,196.50
1.618	4,155.75
1.000	4,130.50
0.618	4,115.00
HIGH	4,089.75
0.618	4,074.25
0.500	4,069.50
0.382	4,064.50
LOW	4,049.00
0.618	4,023.75
1.000	4,008.25
1.618	3,983.00
2.618	3,942.25
4.250	3,875.75

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	4,069.50	4,068.50
PP	4,067.00	4,066.25
S1	4,064.50	4,064.25

Download as Excel Spreadsheet

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

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