E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	4,144.75	4,144.25	-0.50	0.0%	4,035.75
High	4,176.25	4,167.00	-9.25	-0.2%	4,163.50
Low	4,133.75	4,130.25	-3.50	-0.1%	4,009.50
Close	4,142.50	4,162.75	20.25	0.5%	4,150.50
Range	42.50	36.75	-5.75	-13.5%	154.00
ATR	64.23	62.27	-1.96	-3.1%	0.00
Volume	270,149	233,284	-36,865	-13.6%	1,555,833

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,263.50	4,250.00	4,183.00
R3	4,226.75	4,213.25	4,172.75
R2	4,190.00	4,190.00	4,169.50
R1	4,176.50	4,176.50	4,166.00	4,183.25
PP	4,153.25	4,153.25	4,153.25	4,156.75
S1	4,139.75	4,139.75	4,159.50	4,146.50
S2	4,116.50	4,116.50	4,156.00
S3	4,079.75	4,103.00	4,152.75
S4	4,043.00	4,066.25	4,142.50

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	4,176.25	4,089.75	86.50	2.1%	45.75	1.1%	84%	False	False	258,336
10	4,176.25	3,970.50	205.75	4.9%	50.00	1.2%	93%	False	False	282,287
20	4,176.25	3,684.00	492.25	11.8%	73.00	1.8%	97%	False	False	406,549
40	4,176.25	3,684.00	492.25	11.8%	66.50	1.6%	97%	False	False	381,362
60	4,176.25	3,684.00	492.25	11.8%	54.00	1.3%	97%	False	False	257,441
80	4,176.25	3,684.00	492.25	11.8%	51.75	1.2%	97%	False	False	193,213
100	4,176.25	3,684.00	492.25	11.8%	47.75	1.1%	97%	False	False	154,622
120	4,176.25	3,571.75	604.50	14.5%	42.50	1.0%	98%	False	False	128,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,323.25
2.618	4,263.25
1.618	4,226.50
1.000	4,203.75
0.618	4,189.75
HIGH	4,167.00
0.618	4,153.00
0.500	4,148.50
0.382	4,144.25
LOW	4,130.25
0.618	4,107.50
1.000	4,093.50
1.618	4,070.75
2.618	4,034.00
4.250	3,974.00

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	4,158.00	4,157.75
PP	4,153.25	4,153.00
S1	4,148.50	4,148.00

Download as Excel Spreadsheet

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

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