E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	4,238.25	4,223.75	-14.50	-0.3%	4,152.75
High	4,242.50	4,248.25	5.75	0.1%	4,227.00
Low	4,204.25	4,201.75	-2.50	-0.1%	4,144.00
Close	4,223.75	4,245.00	21.25	0.5%	4,222.00
Range	38.25	46.50	8.25	21.6%	83.00
ATR	49.26	49.06	-0.20	-0.4%	0.00
Volume	235,757	214,465	-21,292	-9.0%	1,015,668

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,371.25	4,354.50	4,270.50
R3	4,324.75	4,308.00	4,257.75
R2	4,278.25	4,278.25	4,253.50
R1	4,261.50	4,261.50	4,249.25	4,270.00
PP	4,231.75	4,231.75	4,231.75	4,235.75
S1	4,215.00	4,215.00	4,240.75	4,223.50
S2	4,185.25	4,185.25	4,236.50
S3	4,138.75	4,168.50	4,232.25
S4	4,092.25	4,122.00	4,219.50

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	4,191.50	57.25	1.3%	38.75	0.9%	93%	False	False	222,631
10	4,248.75	4,136.00	112.75	2.7%	36.50	0.9%	97%	False	False	214,003
20	4,248.75	3,970.50	278.25	6.6%	43.25	1.0%	99%	False	False	248,145
40	4,248.75	3,684.00	564.75	13.3%	62.25	1.5%	99%	False	False	355,302
60	4,248.75	3,684.00	564.75	13.3%	56.25	1.3%	99%	False	False	292,956
80	4,248.75	3,684.00	564.75	13.3%	51.50	1.2%	99%	False	False	219,915
100	4,248.75	3,684.00	564.75	13.3%	48.50	1.1%	99%	False	False	176,006
120	4,248.75	3,684.00	564.75	13.3%	44.00	1.0%	99%	False	False	146,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.53
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4,446.00
2.618	4,370.00
1.618	4,323.50
1.000	4,294.75
0.618	4,277.00
HIGH	4,248.25
0.618	4,230.50
0.500	4,225.00
0.382	4,219.50
LOW	4,201.75
0.618	4,173.00
1.000	4,155.25
1.618	4,126.50
2.618	4,080.00
4.250	4,004.00

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	4,238.25	4,238.50
PP	4,231.75	4,231.75
S1	4,225.00	4,225.25

Download as Excel Spreadsheet

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

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