E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	4,409.75	4,434.50	24.75	0.6%	4,355.00
High	4,439.00	4,455.50	16.50	0.4%	4,439.00
Low	4,396.00	4,411.00	15.00	0.3%	4,317.50
Close	4,434.75	4,454.50	19.75	0.4%	4,434.75
Range	43.00	44.50	1.50	3.5%	121.50
ATR	80.85	78.25	-2.60	-3.2%	0.00
Volume	207,248	202,407	-4,841	-2.3%	1,133,445

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,573.75	4,558.75	4,479.00
R3	4,529.25	4,514.25	4,466.75
R2	4,484.75	4,484.75	4,462.75
R1	4,469.75	4,469.75	4,458.50	4,477.25
PP	4,440.25	4,440.25	4,440.25	4,444.00
S1	4,425.25	4,425.25	4,450.50	4,432.75
S2	4,395.75	4,395.75	4,446.25
S3	4,351.25	4,380.75	4,442.25
S4	4,306.75	4,336.25	4,430.00

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	4,455.50	4,317.50	138.00	3.1%	53.50	1.2%	99%	True	False	240,635
10	4,455.50	4,263.50	192.00	4.3%	55.50	1.2%	99%	True	False	245,605
20	4,455.50	4,040.75	414.75	9.3%	84.00	1.9%	100%	True	False	293,230
40	4,455.50	3,901.00	554.50	12.4%	99.25	2.2%	100%	True	False	195,515
60	4,620.00	3,901.00	719.00	16.1%	89.00	2.0%	77%	False	False	130,447
80	4,677.25	3,901.00	776.25	17.4%	80.75	1.8%	71%	False	False	97,853
100	4,677.25	3,901.00	776.25	17.4%	70.50	1.6%	71%	False	False	78,286
120	4,677.25	3,901.00	776.25	17.4%	59.50	1.3%	71%	False	False	65,239

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	13.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,644.50
2.618	4,572.00
1.618	4,527.50
1.000	4,500.00
0.618	4,483.00
HIGH	4,455.50
0.618	4,438.50
0.500	4,433.25
0.382	4,428.00
LOW	4,411.00
0.618	4,383.50
1.000	4,366.50
1.618	4,339.00
2.618	4,294.50
4.250	4,222.00

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	4,447.50	4,434.25
PP	4,440.25	4,414.25
S1	4,433.25	4,394.00

Download as Excel Spreadsheet

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

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