E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	4,164.50	4,152.75	-11.75	-0.3%	4,150.25
High	4,179.75	4,178.50	-1.25	0.0%	4,179.75
Low	4,136.00	4,144.00	8.00	0.2%	4,119.75
Close	4,150.75	4,170.25	19.50	0.5%	4,150.75
Range	43.75	34.50	-9.25	-21.1%	60.00
ATR	60.95	59.06	-1.89	-3.1%	0.00
Volume	229,702	164,939	-64,763	-28.2%	1,208,120

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,267.75	4,253.50	4,189.25
R3	4,233.25	4,219.00	4,179.75
R2	4,198.75	4,198.75	4,176.50
R1	4,184.50	4,184.50	4,173.50	4,191.50
PP	4,164.25	4,164.25	4,164.25	4,167.75
S1	4,150.00	4,150.00	4,167.00	4,157.00
S2	4,129.75	4,129.75	4,164.00
S3	4,095.25	4,115.50	4,160.75
S4	4,060.75	4,081.00	4,151.25

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,330.00	4,300.50	4,183.75
R3	4,270.00	4,240.50	4,167.25
R2	4,210.00	4,210.00	4,161.75
R1	4,180.50	4,180.50	4,156.25	4,195.25
PP	4,150.00	4,150.00	4,150.00	4,157.50
S1	4,120.50	4,120.50	4,145.25	4,135.25
S2	4,090.00	4,090.00	4,139.75
S3	4,030.00	4,060.50	4,134.25
S4	3,970.00	4,000.50	4,117.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,179.75	4,119.75	60.00	1.4%	40.50	1.0%	84%	False	False	231,603
10	4,179.75	4,037.75	142.00	3.4%	47.00	1.1%	93%	False	False	265,289
20	4,179.75	3,684.00	495.75	11.9%	66.50	1.6%	98%	False	False	360,702
40	4,179.75	3,684.00	495.75	11.9%	66.00	1.6%	98%	False	False	374,103
60	4,179.75	3,684.00	495.75	11.9%	54.00	1.3%	98%	False	False	263,984
80	4,179.75	3,684.00	495.75	11.9%	51.00	1.2%	98%	False	False	198,139
100	4,179.75	3,684.00	495.75	11.9%	48.00	1.1%	98%	False	False	158,568
120	4,179.75	3,619.00	560.75	13.4%	42.75	1.0%	98%	False	False	132,142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.38
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,325.00
2.618	4,268.75
1.618	4,234.25
1.000	4,213.00
0.618	4,199.75
HIGH	4,178.50
0.618	4,165.25
0.500	4,161.25
0.382	4,157.25
LOW	4,144.00
0.618	4,122.75
1.000	4,109.50
1.618	4,088.25
2.618	4,053.75
4.250	3,997.50

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	4,167.25	4,165.25
PP	4,164.25	4,160.00
S1	4,161.25	4,155.00

Download as Excel Spreadsheet

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

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