E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	4,152.75	4,170.50	17.75	0.4%	4,150.25
High	4,178.50	4,186.25	7.75	0.2%	4,179.75
Low	4,144.00	4,162.00	18.00	0.4%	4,119.75
Close	4,170.25	4,183.25	13.00	0.3%	4,150.75
Range	34.50	24.25	-10.25	-29.7%	60.00
ATR	59.06	56.57	-2.49	-4.2%	0.00
Volume	164,939	134,501	-30,438	-18.5%	1,208,120

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,250.00	4,240.75	4,196.50
R3	4,225.75	4,216.50	4,190.00
R2	4,201.50	4,201.50	4,187.75
R1	4,192.25	4,192.25	4,185.50	4,197.00
PP	4,177.25	4,177.25	4,177.25	4,179.50
S1	4,168.00	4,168.00	4,181.00	4,172.50
S2	4,153.00	4,153.00	4,178.75
S3	4,128.75	4,143.75	4,176.50
S4	4,104.50	4,119.50	4,170.00

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	4,186.25	4,130.25	56.00	1.3%	36.25	0.9%	95%	True	False	206,515
10	4,186.25	4,043.00	143.25	3.4%	43.25	1.0%	98%	True	False	252,852
20	4,186.25	3,684.00	502.25	12.0%	64.50	1.5%	99%	True	False	337,311
40	4,186.25	3,684.00	502.25	12.0%	65.00	1.6%	99%	True	False	368,032
60	4,186.25	3,684.00	502.25	12.0%	54.00	1.3%	99%	True	False	266,211
80	4,186.25	3,684.00	502.25	12.0%	51.00	1.2%	99%	True	False	199,811
100	4,186.25	3,684.00	502.25	12.0%	48.00	1.1%	99%	True	False	159,912
120	4,186.25	3,643.00	543.25	13.0%	42.75	1.0%	99%	True	False	133,263

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.90
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	4,289.25
2.618	4,249.75
1.618	4,225.50
1.000	4,210.50
0.618	4,201.25
HIGH	4,186.25
0.618	4,177.00
0.500	4,174.00
0.382	4,171.25
LOW	4,162.00
0.618	4,147.00
1.000	4,137.75
1.618	4,122.75
2.618	4,098.50
4.250	4,059.00

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	4,180.25	4,176.00
PP	4,177.25	4,168.50
S1	4,174.00	4,161.00

Download as Excel Spreadsheet

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

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