E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	4,334.25	4,335.25	1.00	0.0%	4,257.75
High	4,365.25	4,412.00	46.75	1.1%	4,369.25
Low	4,317.50	4,332.50	15.00	0.3%	4,250.50
Close	4,326.50	4,411.75	85.25	2.0%	4,359.50
Range	47.75	79.50	31.75	66.5%	118.75
ATR	83.63	83.76	0.13	0.2%	0.00
Volume	284,807	275,986	-8,821	-3.1%	1,362,514

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,624.00	4,597.25	4,455.50
R3	4,544.50	4,517.75	4,433.50
R2	4,465.00	4,465.00	4,426.25
R1	4,438.25	4,438.25	4,419.00	4,451.50
PP	4,385.50	4,385.50	4,385.50	4,392.00
S1	4,358.75	4,358.75	4,404.50	4,372.00
S2	4,306.00	4,306.00	4,397.25
S3	4,226.50	4,279.25	4,390.00
S4	4,147.00	4,199.75	4,368.00

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,682.75	4,639.75	4,424.75
R3	4,564.00	4,521.00	4,392.25
R2	4,445.25	4,445.25	4,381.25
R1	4,402.25	4,402.25	4,370.50	4,423.75
PP	4,326.50	4,326.50	4,326.50	4,337.00
S1	4,283.50	4,283.50	4,348.50	4,305.00
S2	4,207.75	4,207.75	4,337.75
S3	4,089.00	4,164.75	4,326.75
S4	3,970.25	4,046.00	4,294.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,412.00	4,317.50	94.50	2.1%	52.00	1.2%	100%	True	False	227,005
10	4,412.00	4,111.50	300.50	6.8%	69.75	1.6%	100%	True	False	269,360
20	4,412.00	4,040.75	371.25	8.4%	87.50	2.0%	100%	True	False	302,124
40	4,499.00	3,901.00	598.00	13.6%	105.25	2.4%	85%	False	False	185,308
60	4,630.25	3,901.00	729.25	16.5%	89.75	2.0%	70%	False	False	123,623
80	4,677.25	3,901.00	776.25	17.6%	80.50	1.8%	66%	False	False	92,734
100	4,677.25	3,901.00	776.25	17.6%	69.50	1.6%	66%	False	False	74,189
120	4,677.25	3,901.00	776.25	17.6%	59.00	1.3%	66%	False	False	61,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,750.00
2.618	4,620.25
1.618	4,540.75
1.000	4,491.50
0.618	4,461.25
HIGH	4,412.00
0.618	4,381.75
0.500	4,372.25
0.382	4,362.75
LOW	4,332.50
0.618	4,283.25
1.000	4,253.00
1.618	4,203.75
2.618	4,124.25
4.250	3,994.50

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	4,398.50	4,396.00
PP	4,385.50	4,380.50
S1	4,372.25	4,364.75

Download as Excel Spreadsheet

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

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