E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	4,173.50	4,186.50	13.00	0.3%	4,142.50
High	4,190.00	4,219.50	29.50	0.7%	4,171.75
Low	4,160.75	4,185.25	24.50	0.6%	4,117.00
Close	4,189.50	4,198.50	9.00	0.2%	4,143.75
Range	29.25	34.25	5.00	17.1%	54.75
ATR	51.27	50.06	-1.22	-2.4%	0.00
Volume	241	373	132	54.8%	1,878

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,303.75	4,285.50	4,217.25
R3	4,269.50	4,251.25	4,208.00
R2	4,235.25	4,235.25	4,204.75
R1	4,217.00	4,217.00	4,201.75	4,226.00
PP	4,201.00	4,201.00	4,201.00	4,205.75
S1	4,182.75	4,182.75	4,195.25	4,192.00
S2	4,166.75	4,166.75	4,192.25
S3	4,132.50	4,148.50	4,189.00
S4	4,098.25	4,114.25	4,179.75

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,308.50	4,280.75	4,173.75
R3	4,253.75	4,226.00	4,158.75
R2	4,199.00	4,199.00	4,153.75
R1	4,171.25	4,171.25	4,148.75	4,185.00
PP	4,144.25	4,144.25	4,144.25	4,151.00
S1	4,116.50	4,116.50	4,138.75	4,130.50
S2	4,089.50	4,089.50	4,133.75
S3	4,034.75	4,061.75	4,128.75
S4	3,980.00	4,007.00	4,113.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,219.50	4,129.00	90.50	2.2%	32.50	0.8%	77%	True	False	308
10	4,219.50	4,087.75	131.75	3.1%	37.75	0.9%	84%	True	False	335
20	4,219.50	3,740.00	479.50	11.4%	52.75	1.3%	96%	True	False	332
40	4,219.50	3,687.00	532.50	12.7%	59.25	1.4%	96%	True	False	263
60	4,219.50	3,687.00	532.50	12.7%	47.50	1.1%	96%	True	False	180
80	4,219.50	3,687.00	532.50	12.7%	39.50	0.9%	96%	True	False	136
100	4,219.50	3,687.00	532.50	12.7%	32.50	0.8%	96%	True	False	109
120	4,219.50	3,687.00	532.50	12.7%	27.25	0.7%	96%	True	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	7.75
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,365.00
2.618	4,309.25
1.618	4,275.00
1.000	4,253.75
0.618	4,240.75
HIGH	4,219.50
0.618	4,206.50
0.500	4,202.50
0.382	4,198.25
LOW	4,185.25
0.618	4,164.00
1.000	4,151.00
1.618	4,129.75
2.618	4,095.50
4.250	4,039.75

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	4,202.50	4,194.75
PP	4,201.00	4,191.00
S1	4,199.75	4,187.50

Download as Excel Spreadsheet

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

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