E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	4,245.50	4,249.75	4.25	0.1%	4,223.25
High	4,284.50	4,286.75	2.25	0.1%	4,284.50
Low	4,237.50	4,248.00	10.50	0.2%	4,191.50
Close	4,249.25	4,282.00	32.75	0.8%	4,249.25
Range	47.00	38.75	-8.25	-17.6%	93.00
ATR	48.91	48.19	-0.73	-1.5%	0.00
Volume	285,753	158,380	-127,373	-44.6%	1,180,418

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,388.50	4,374.00	4,303.25
R3	4,349.75	4,335.25	4,292.75
R2	4,311.00	4,311.00	4,289.00
R1	4,296.50	4,296.50	4,285.50	4,303.75
PP	4,272.25	4,272.25	4,272.25	4,276.00
S1	4,257.75	4,257.75	4,278.50	4,265.00
S2	4,233.50	4,233.50	4,275.00
S3	4,194.75	4,219.00	4,271.25
S4	4,156.00	4,180.25	4,260.75

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,520.75	4,478.00	4,300.50
R3	4,427.75	4,385.00	4,274.75
R2	4,334.75	4,334.75	4,266.25
R1	4,292.00	4,292.00	4,257.75	4,313.50
PP	4,241.75	4,241.75	4,241.75	4,252.50
S1	4,199.00	4,199.00	4,240.75	4,220.50
S2	4,148.75	4,148.75	4,232.25
S3	4,055.75	4,106.00	4,223.75
S4	3,962.75	4,013.00	4,198.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,286.75	4,201.75	85.00	2.0%	43.25	1.0%	94%	True	False	221,566
10	4,286.75	4,162.00	124.75	2.9%	37.00	0.9%	96%	True	False	218,952
20	4,286.75	4,037.75	249.00	5.8%	42.00	1.0%	98%	True	False	242,121
40	4,286.75	3,684.00	602.75	14.1%	62.00	1.4%	99%	True	False	349,898
60	4,286.75	3,684.00	602.75	14.1%	57.00	1.3%	99%	True	False	300,318
80	4,286.75	3,684.00	602.75	14.1%	50.75	1.2%	99%	True	False	225,450
100	4,286.75	3,684.00	602.75	14.1%	49.00	1.1%	99%	True	False	180,441
120	4,286.75	3,684.00	602.75	14.1%	44.50	1.0%	99%	True	False	150,387

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,451.50
2.618	4,388.25
1.618	4,349.50
1.000	4,325.50
0.618	4,310.75
HIGH	4,286.75
0.618	4,272.00
0.500	4,267.50
0.382	4,262.75
LOW	4,248.00
0.618	4,224.00
1.000	4,209.25
1.618	4,185.25
2.618	4,146.50
4.250	4,083.25

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	4,277.00	4,269.50
PP	4,272.25	4,256.75
S1	4,267.50	4,244.25

Download as Excel Spreadsheet

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

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