E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	4,041.00	4,080.75	39.75	1.0%	3,811.75
High	4,099.75	4,096.25	-3.50	-0.1%	4,038.50
Low	4,037.75	4,054.75	17.00	0.4%	3,793.25
Close	4,094.00	4,072.25	-21.75	-0.5%	4,034.75
Range	62.00	41.50	-20.50	-33.1%	245.25
ATR	73.09	70.83	-2.26	-3.1%	0.00
Volume	258,879	340,712	81,833	31.6%	1,677,985

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,199.00	4,177.00	4,095.00
R3	4,157.50	4,135.50	4,083.75
R2	4,116.00	4,116.00	4,079.75
R1	4,094.00	4,094.00	4,076.00	4,084.25
PP	4,074.50	4,074.50	4,074.50	4,069.50
S1	4,052.50	4,052.50	4,068.50	4,042.75
S2	4,033.00	4,033.00	4,064.75
S3	3,991.50	4,011.00	4,060.75
S4	3,950.00	3,969.50	4,049.50

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,691.25	4,608.25	4,169.75
R3	4,446.00	4,363.00	4,102.25
R2	4,200.75	4,200.75	4,079.75
R1	4,117.75	4,117.75	4,057.25	4,159.25
PP	3,955.50	3,955.50	3,955.50	3,976.25
S1	3,872.50	3,872.50	4,012.25	3,914.00
S2	3,710.25	3,710.25	3,989.75
S3	3,465.00	3,627.25	3,967.25
S4	3,219.75	3,382.00	3,899.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,099.75	3,939.50	160.25	3.9%	59.50	1.5%	83%	False	False	302,468
10	4,099.75	3,684.00	415.75	10.2%	76.00	1.9%	93%	False	False	372,731
20	4,099.75	3,684.00	415.75	10.2%	81.00	2.0%	93%	False	False	449,144
40	4,118.75	3,684.00	434.75	10.7%	65.25	1.6%	89%	False	False	344,276
60	4,118.75	3,684.00	434.75	10.7%	54.00	1.3%	89%	False	False	229,864
80	4,118.75	3,684.00	434.75	10.7%	51.00	1.3%	89%	False	False	172,506
100	4,118.75	3,684.00	434.75	10.7%	45.75	1.1%	89%	False	False	138,036
120	4,118.75	3,550.25	568.50	14.0%	40.25	1.0%	92%	False	False	115,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,272.50
2.618	4,205.00
1.618	4,163.50
1.000	4,137.75
0.618	4,122.00
HIGH	4,096.25
0.618	4,080.50
0.500	4,075.50
0.382	4,070.50
LOW	4,054.75
0.618	4,029.00
1.000	4,013.25
1.618	3,987.50
2.618	3,946.00
4.250	3,878.50

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	4,075.50	4,066.50
PP	4,074.50	4,060.50
S1	4,073.25	4,054.50

Download as Excel Spreadsheet

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

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