E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	4,080.75	4,072.25	-8.50	-0.2%	3,811.75
High	4,096.25	4,102.50	6.25	0.2%	4,038.50
Low	4,054.75	4,043.00	-11.75	-0.3%	3,793.25
Close	4,072.25	4,089.50	17.25	0.4%	4,034.75
Range	41.50	59.50	18.00	43.4%	245.25
ATR	70.83	70.02	-0.81	-1.1%	0.00
Volume	340,712	366,986	26,274	7.7%	1,677,985

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,256.75	4,232.75	4,122.25
R3	4,197.25	4,173.25	4,105.75
R2	4,137.75	4,137.75	4,100.50
R1	4,113.75	4,113.75	4,095.00	4,125.75
PP	4,078.25	4,078.25	4,078.25	4,084.50
S1	4,054.25	4,054.25	4,084.00	4,066.25
S2	4,018.75	4,018.75	4,078.50
S3	3,959.25	3,994.75	4,073.25
S4	3,899.75	3,935.25	4,056.75

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	4,102.50	3,970.50	132.00	3.2%	54.25	1.3%	90%	True	False	306,239
10	4,102.50	3,742.00	360.50	8.8%	71.75	1.8%	96%	True	False	339,845
20	4,102.50	3,684.00	418.50	10.2%	80.50	2.0%	97%	True	False	445,504
40	4,118.75	3,684.00	434.75	10.6%	65.75	1.6%	93%	False	False	353,221
60	4,118.75	3,684.00	434.75	10.6%	54.00	1.3%	93%	False	False	235,972
80	4,118.75	3,684.00	434.75	10.6%	51.25	1.3%	93%	False	False	177,088
100	4,118.75	3,684.00	434.75	10.6%	46.25	1.1%	93%	False	False	141,706
120	4,118.75	3,550.25	568.50	13.9%	40.50	1.0%	95%	False	False	118,089

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,355.50
2.618	4,258.25
1.618	4,198.75
1.000	4,162.00
0.618	4,139.25
HIGH	4,102.50
0.618	4,079.75
0.500	4,072.75
0.382	4,065.75
LOW	4,043.00
0.618	4,006.25
1.000	3,983.50
1.618	3,946.75
2.618	3,887.25
4.250	3,790.00

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	4,084.00	4,083.00
PP	4,078.25	4,076.50
S1	4,072.75	4,070.00

Download as Excel Spreadsheet

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

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