E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	4,189.50	4,164.00	-25.50	-0.6%	4,314.25
High	4,237.75	4,192.75	-45.00	-1.1%	4,320.25
Low	4,144.75	4,084.25	-60.50	-1.5%	4,188.00
Close	4,163.75	4,086.50	-77.25	-1.9%	4,189.50
Range	93.00	108.50	15.50	16.7%	132.25
ATR	54.82	58.66	3.83	7.0%	0.00
Volume	225,299	186,208	-39,091	-17.4%	1,710,296

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,446.75	4,375.00	4,146.25
R3	4,338.25	4,266.50	4,116.25
R2	4,229.75	4,229.75	4,106.50
R1	4,158.00	4,158.00	4,096.50	4,139.50
PP	4,121.25	4,121.25	4,121.25	4,112.00
S1	4,049.50	4,049.50	4,076.50	4,031.00
S2	4,012.75	4,012.75	4,066.50
S3	3,904.25	3,941.00	4,056.75
S4	3,795.75	3,832.50	4,026.75

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,629.25	4,541.75	4,262.25
R3	4,497.00	4,409.50	4,225.75
R2	4,364.75	4,364.75	4,213.75
R1	4,277.25	4,277.25	4,201.50	4,255.00
PP	4,232.50	4,232.50	4,232.50	4,221.50
S1	4,145.00	4,145.00	4,177.50	4,122.50
S2	4,100.25	4,100.25	4,165.25
S3	3,968.00	4,012.75	4,153.25
S4	3,835.75	3,880.50	4,116.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,298.25	4,084.25	214.00	5.2%	85.00	2.1%	1%	False	True	292,378
10	4,328.50	4,084.25	244.25	6.0%	66.00	1.6%	1%	False	True	276,057
20	4,348.00	4,084.25	263.75	6.5%	53.25	1.3%	1%	False	True	242,914
40	4,348.00	3,846.00	502.00	12.3%	51.50	1.3%	48%	False	False	255,784
60	4,348.00	3,684.00	664.00	16.2%	60.25	1.5%	61%	False	False	323,414
80	4,348.00	3,684.00	664.00	16.2%	54.50	1.3%	61%	False	False	272,189
100	4,348.00	3,684.00	664.00	16.2%	51.50	1.3%	61%	False	False	217,891
120	4,348.00	3,684.00	664.00	16.2%	49.00	1.2%	61%	False	False	181,634

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	17.13
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4,654.00
2.618	4,476.75
1.618	4,368.25
1.000	4,301.25
0.618	4,259.75
HIGH	4,192.75
0.618	4,151.25
0.500	4,138.50
0.382	4,125.75
LOW	4,084.25
0.618	4,017.25
1.000	3,975.75
1.618	3,908.75
2.618	3,800.25
4.250	3,623.00

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	4,138.50	4,169.50
PP	4,121.25	4,141.75
S1	4,103.75	4,114.25

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

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