E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 04-Nov-2014

Day Change Summary
	Previous	Current
	03-Nov-2014	04-Nov-2014	Change	Change %	Previous Week
Open	4,150.25	4,157.50	7.25	0.2%	4,035.75
High	4,173.75	4,164.25	-9.50	-0.2%	4,163.50
Low	4,142.00	4,119.75	-22.25	-0.5%	4,009.50
Close	4,157.25	4,143.50	-13.75	-0.3%	4,150.50
Range	31.75	44.50	12.75	40.2%	154.00
ATR	67.55	65.90	-1.65	-2.4%	0.00
Volume	215,040	259,945	44,905	20.9%	1,555,833

Daily Pivots for day following 04-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,276.00	4,254.25	4,168.00
R3	4,231.50	4,209.75	4,155.75
R2	4,187.00	4,187.00	4,151.75
R1	4,165.25	4,165.25	4,147.50	4,154.00
PP	4,142.50	4,142.50	4,142.50	4,136.75
S1	4,120.75	4,120.75	4,139.50	4,109.50
S2	4,098.00	4,098.00	4,135.25
S3	4,053.50	4,076.25	4,131.25
S4	4,009.00	4,031.75	4,119.00

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,569.75	4,514.25	4,235.25
R3	4,415.75	4,360.25	4,192.75
R2	4,261.75	4,261.75	4,178.75
R1	4,206.25	4,206.25	4,164.50	4,234.00
PP	4,107.75	4,107.75	4,107.75	4,121.75
S1	4,052.25	4,052.25	4,136.50	4,080.00
S2	3,953.75	3,953.75	4,122.25
S3	3,799.75	3,898.25	4,108.25
S4	3,645.75	3,744.25	4,065.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,173.75	4,043.00	130.75	3.2%	50.25	1.2%	77%	False	False	299,189
10	4,173.75	3,939.50	234.25	5.7%	55.00	1.3%	87%	False	False	301,104
20	4,173.75	3,684.00	489.75	11.8%	79.50	1.9%	94%	False	False	434,510
40	4,173.75	3,684.00	489.75	11.8%	66.50	1.6%	94%	False	False	372,187
60	4,173.75	3,684.00	489.75	11.8%	54.00	1.3%	94%	False	False	249,073
80	4,173.75	3,684.00	489.75	11.8%	51.75	1.3%	94%	False	False	186,926
100	4,173.75	3,684.00	489.75	11.8%	47.25	1.1%	94%	False	False	149,588
120	4,173.75	3,569.75	604.00	14.6%	41.75	1.0%	95%	False	False	124,658

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,353.50
2.618	4,280.75
1.618	4,236.25
1.000	4,208.75
0.618	4,191.75
HIGH	4,164.25
0.618	4,147.25
0.500	4,142.00
0.382	4,136.75
LOW	4,119.75
0.618	4,092.25
1.000	4,075.25
1.618	4,047.75
2.618	4,003.25
4.250	3,930.50

Fisher Pivots for day following 04-Nov-2014
Pivot	1 day	3 day
R1	4,143.00	4,139.50
PP	4,142.50	4,135.75
S1	4,142.00	4,131.75

Download as Excel Spreadsheet

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

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