E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	4,223.25	4,213.25	-10.00	-0.2%	4,152.75
High	4,224.50	4,248.75	24.25	0.6%	4,227.00
Low	4,191.50	4,203.00	11.50	0.3%	4,144.00
Close	4,212.25	4,238.00	25.75	0.6%	4,222.00
Range	33.00	45.75	12.75	38.6%	83.00
ATR	50.44	50.10	-0.33	-0.7%	0.00
Volume	230,967	213,476	-17,491	-7.6%	1,015,668

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,367.25	4,348.25	4,263.25
R3	4,321.50	4,302.50	4,250.50
R2	4,275.75	4,275.75	4,246.50
R1	4,256.75	4,256.75	4,242.25	4,266.25
PP	4,230.00	4,230.00	4,230.00	4,234.50
S1	4,211.00	4,211.00	4,233.75	4,220.50
S2	4,184.25	4,184.25	4,229.50
S3	4,138.50	4,165.25	4,225.50
S4	4,092.75	4,119.50	4,212.75

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,446.75	4,417.25	4,267.75
R3	4,363.75	4,334.25	4,244.75
R2	4,280.75	4,280.75	4,237.25
R1	4,251.25	4,251.25	4,229.50	4,266.00
PP	4,197.75	4,197.75	4,197.75	4,205.00
S1	4,168.25	4,168.25	4,214.50	4,183.00
S2	4,114.75	4,114.75	4,206.75
S3	4,031.75	4,085.25	4,199.25
S4	3,948.75	4,002.25	4,176.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,248.75	4,166.50	82.25	1.9%	35.25	0.8%	87%	True	False	232,134
10	4,248.75	4,130.25	118.50	2.8%	35.75	0.8%	91%	True	False	219,324
20	4,248.75	3,939.50	309.25	7.3%	45.50	1.1%	97%	True	False	260,214
40	4,248.75	3,684.00	564.75	13.3%	64.00	1.5%	98%	True	False	362,078
60	4,248.75	3,684.00	564.75	13.3%	55.25	1.3%	98%	True	False	285,481
80	4,248.75	3,684.00	564.75	13.3%	51.25	1.2%	98%	True	False	214,297
100	4,248.75	3,684.00	564.75	13.3%	48.25	1.1%	98%	True	False	171,509
120	4,248.75	3,684.00	564.75	13.3%	43.50	1.0%	98%	True	False	142,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.40
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,443.25
2.618	4,368.50
1.618	4,322.75
1.000	4,294.50
0.618	4,277.00
HIGH	4,248.75
0.618	4,231.25
0.500	4,226.00
0.382	4,220.50
LOW	4,203.00
0.618	4,174.75
1.000	4,157.25
1.618	4,129.00
2.618	4,083.25
4.250	4,008.50

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	4,234.00	4,232.00
PP	4,230.00	4,226.00
S1	4,226.00	4,220.00

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

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