E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	4,287.75	4,316.50	28.75	0.7%	4,244.75
High	4,318.00	4,342.25	24.25	0.6%	4,342.25
Low	4,285.50	4,307.50	22.00	0.5%	4,244.75
Close	4,312.25	4,333.00	20.75	0.5%	4,333.00
Range	32.50	34.75	2.25	6.9%	97.50
ATR	42.97	42.38	-0.59	-1.4%	0.00
Volume	689	1,109	420	61.0%	3,206

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,431.75	4,417.25	4,352.00
R3	4,397.00	4,382.50	4,342.50
R2	4,362.25	4,362.25	4,339.25
R1	4,347.75	4,347.75	4,336.25	4,355.00
PP	4,327.50	4,327.50	4,327.50	4,331.25
S1	4,313.00	4,313.00	4,329.75	4,320.25
S2	4,292.75	4,292.75	4,326.75
S3	4,258.00	4,278.25	4,323.50
S4	4,223.25	4,243.50	4,314.00

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,599.25	4,563.50	4,386.50
R3	4,501.75	4,466.00	4,359.75
R2	4,404.25	4,404.25	4,351.00
R1	4,368.50	4,368.50	4,342.00	4,386.50
PP	4,306.75	4,306.75	4,306.75	4,315.50
S1	4,271.00	4,271.00	4,324.00	4,289.00
S2	4,209.25	4,209.25	4,315.00
S3	4,111.75	4,173.50	4,306.25
S4	4,014.25	4,076.00	4,279.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,342.25	4,232.50	109.75	2.5%	35.00	0.8%	92%	True	False	798
10	4,342.25	4,185.75	156.50	3.6%	35.50	0.8%	94%	True	False	898
20	4,342.25	4,087.75	254.50	5.9%	36.50	0.8%	96%	True	False	616
40	4,342.25	3,687.00	655.25	15.1%	56.00	1.3%	99%	True	False	449
60	4,342.25	3,687.00	655.25	15.1%	51.00	1.2%	99%	True	False	328
80	4,342.25	3,687.00	655.25	15.1%	41.75	1.0%	99%	True	False	247
100	4,342.25	3,687.00	655.25	15.1%	35.75	0.8%	99%	True	False	199
120	4,342.25	3,687.00	655.25	15.1%	30.25	0.7%	99%	True	False	166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,490.00
2.618	4,433.25
1.618	4,398.50
1.000	4,377.00
0.618	4,363.75
HIGH	4,342.25
0.618	4,329.00
0.500	4,325.00
0.382	4,320.75
LOW	4,307.50
0.618	4,286.00
1.000	4,272.75
1.618	4,251.25
2.618	4,216.50
4.250	4,159.75

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	4,330.25	4,324.25
PP	4,327.50	4,315.75
S1	4,325.00	4,307.00

Download as Excel Spreadsheet

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

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