E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	4,335.25	4,409.75	74.50	1.7%	4,355.00
High	4,412.00	4,439.00	27.00	0.6%	4,439.00
Low	4,332.50	4,396.00	63.50	1.5%	4,317.50
Close	4,411.75	4,434.75	23.00	0.5%	4,434.75
Range	79.50	43.00	-36.50	-45.9%	121.50
ATR	83.76	80.85	-2.91	-3.5%	0.00
Volume	275,986	207,248	-68,738	-24.9%	1,133,445

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,552.25	4,536.50	4,458.50
R3	4,509.25	4,493.50	4,446.50
R2	4,466.25	4,466.25	4,442.75
R1	4,450.50	4,450.50	4,438.75	4,458.50
PP	4,423.25	4,423.25	4,423.25	4,427.25
S1	4,407.50	4,407.50	4,430.75	4,415.50
S2	4,380.25	4,380.25	4,426.75
S3	4,337.25	4,364.50	4,423.00
S4	4,294.25	4,321.50	4,411.00

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,761.50	4,719.75	4,501.50
R3	4,640.00	4,598.25	4,468.25
R2	4,518.50	4,518.50	4,457.00
R1	4,476.75	4,476.75	4,446.00	4,497.50
PP	4,397.00	4,397.00	4,397.00	4,407.50
S1	4,355.25	4,355.25	4,423.50	4,376.00
S2	4,275.50	4,275.50	4,412.50
S3	4,154.00	4,233.75	4,401.25
S4	4,032.50	4,112.25	4,368.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,439.00	4,317.50	121.50	2.7%	51.50	1.2%	97%	True	False	226,689
10	4,439.00	4,250.50	188.50	4.3%	59.00	1.3%	98%	True	False	249,595
20	4,439.00	4,040.75	398.25	9.0%	85.50	1.9%	99%	True	False	295,835
40	4,441.75	3,901.00	540.75	12.2%	102.75	2.3%	99%	False	False	190,472
60	4,630.25	3,901.00	729.25	16.4%	89.75	2.0%	73%	False	False	127,076
80	4,677.25	3,901.00	776.25	17.5%	80.50	1.8%	69%	False	False	95,324
100	4,677.25	3,901.00	776.25	17.5%	70.00	1.6%	69%	False	False	76,262
120	4,677.25	3,901.00	776.25	17.5%	59.25	1.3%	69%	False	False	63,552

Crabel Price Patterns
NR	True
NR4	True
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	12.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,621.75
2.618	4,551.50
1.618	4,508.50
1.000	4,482.00
0.618	4,465.50
HIGH	4,439.00
0.618	4,422.50
0.500	4,417.50
0.382	4,412.50
LOW	4,396.00
0.618	4,369.50
1.000	4,353.00
1.618	4,326.50
2.618	4,283.50
4.250	4,213.25

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	4,429.00	4,416.00
PP	4,423.25	4,397.00
S1	4,417.50	4,378.25

Download as Excel Spreadsheet

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

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