E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	3,748.00	3,811.75	63.75	1.7%	3,848.50
High	3,840.50	3,883.00	42.50	1.1%	3,885.75
Low	3,742.00	3,793.25	51.25	1.4%	3,684.00
Close	3,804.00	3,866.00	62.00	1.6%	3,804.00
Range	98.50	89.75	-8.75	-8.9%	201.75
ATR	74.10	75.21	1.12	1.5%	0.00
Volume	477,901	315,481	-162,420	-34.0%	3,243,215

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,116.75	4,081.00	3,915.25
R3	4,027.00	3,991.25	3,890.75
R2	3,937.25	3,937.25	3,882.50
R1	3,901.50	3,901.50	3,874.25	3,919.50
PP	3,847.50	3,847.50	3,847.50	3,856.25
S1	3,811.75	3,811.75	3,857.75	3,829.50
S2	3,757.75	3,757.75	3,849.50
S3	3,668.00	3,722.00	3,841.25
S4	3,578.25	3,632.25	3,816.75

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,396.50	4,302.00	3,915.00
R3	4,194.75	4,100.25	3,859.50
R2	3,993.00	3,993.00	3,841.00
R1	3,898.50	3,898.50	3,822.50	3,845.00
PP	3,791.25	3,791.25	3,791.25	3,764.50
S1	3,696.75	3,696.75	3,785.50	3,643.00
S2	3,589.50	3,589.50	3,767.00
S3	3,387.75	3,495.00	3,748.50
S4	3,186.00	3,293.25	3,693.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,883.00	3,684.00	199.00	5.1%	98.25	2.5%	91%	True	False	584,530
10	4,047.75	3,684.00	363.75	9.4%	97.25	2.5%	50%	False	False	568,068
20	4,090.00	3,684.00	406.00	10.5%	77.75	2.0%	45%	False	False	458,675
40	4,118.75	3,684.00	434.75	11.2%	57.50	1.5%	42%	False	False	288,595
60	4,118.75	3,684.00	434.75	11.2%	51.50	1.3%	42%	False	False	192,628
80	4,118.75	3,684.00	434.75	11.2%	47.75	1.2%	42%	False	False	144,559
100	4,118.75	3,684.00	434.75	11.2%	42.00	1.1%	42%	False	False	115,656
120	4,118.75	3,511.75	607.00	15.7%	37.75	1.0%	58%	False	False	96,381

Crabel Price Patterns
NR	True
NR4	True
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	17.93
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,264.50
2.618	4,118.00
1.618	4,028.25
1.000	3,972.75
0.618	3,938.50
HIGH	3,883.00
0.618	3,848.75
0.500	3,838.00
0.382	3,827.50
LOW	3,793.25
0.618	3,737.75
1.000	3,703.50
1.618	3,648.00
2.618	3,558.25
4.250	3,411.75

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	3,856.75	3,838.50
PP	3,847.50	3,811.00
S1	3,838.00	3,783.50

Download as Excel Spreadsheet

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

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