E-mini NASDAQ-100 Future March 2015

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	4,237.25	4,244.75	7.50	0.2%	4,213.75
High	4,278.00	4,280.75	2.75	0.1%	4,278.00
Low	4,232.50	4,244.75	12.25	0.3%	4,185.75
Close	4,244.00	4,276.75	32.75	0.8%	4,244.00
Range	45.50	36.00	-9.50	-20.9%	92.25
ATR	45.79	45.14	-0.65	-1.4%	0.00
Volume	787	686	-101	-12.8%	5,325

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,375.50	4,362.00	4,296.50
R3	4,339.50	4,326.00	4,286.75
R2	4,303.50	4,303.50	4,283.25
R1	4,290.00	4,290.00	4,280.00	4,296.75
PP	4,267.50	4,267.50	4,267.50	4,270.75
S1	4,254.00	4,254.00	4,273.50	4,260.75
S2	4,231.50	4,231.50	4,270.25
S3	4,195.50	4,218.00	4,266.75
S4	4,159.50	4,182.00	4,257.00

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,512.75	4,470.50	4,294.75
R3	4,420.50	4,378.25	4,269.25
R2	4,328.25	4,328.25	4,261.00
R1	4,286.00	4,286.00	4,252.50	4,307.00
PP	4,236.00	4,236.00	4,236.00	4,246.50
S1	4,193.75	4,193.75	4,235.50	4,215.00
S2	4,143.75	4,143.75	4,227.00
S3	4,051.50	4,101.50	4,218.75
S4	3,959.25	4,009.25	4,193.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,280.75	4,198.25	82.50	1.9%	40.50	0.9%	95%	True	False	1,101
10	4,280.75	4,155.25	125.50	2.9%	34.75	0.8%	97%	True	False	742
20	4,280.75	4,031.50	249.25	5.8%	39.75	0.9%	98%	True	False	530
40	4,280.75	3,687.00	593.75	13.9%	57.75	1.3%	99%	True	False	413
60	4,280.75	3,687.00	593.75	13.9%	50.75	1.2%	99%	True	False	287
80	4,280.75	3,687.00	593.75	13.9%	41.00	1.0%	99%	True	False	216
100	4,280.75	3,687.00	593.75	13.9%	35.00	0.8%	99%	True	False	174
120	4,280.75	3,687.00	593.75	13.9%	29.50	0.7%	99%	True	False	145

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	6.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,433.75
2.618	4,375.00
1.618	4,339.00
1.000	4,316.75
0.618	4,303.00
HIGH	4,280.75
0.618	4,267.00
0.500	4,262.75
0.382	4,258.50
LOW	4,244.75
0.618	4,222.50
1.000	4,208.75
1.618	4,186.50
2.618	4,150.50
4.250	4,091.75

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	4,272.00	4,264.25
PP	4,267.50	4,252.00
S1	4,262.75	4,239.50

Download as Excel Spreadsheet

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

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