E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	4,619.75	4,635.25	15.50	0.3%	4,434.50
High	4,651.75	4,678.25	26.50	0.6%	4,637.50
Low	4,601.25	4,600.50	-0.75	0.0%	4,394.75
Close	4,632.25	4,673.75	41.50	0.9%	4,611.50
Range	50.50	77.75	27.25	54.0%	242.75
ATR	76.31	76.41	0.10	0.1%	0.00
Volume	217,939	306,875	88,936	40.8%	1,402,467

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,884.00	4,856.75	4,716.50
R3	4,806.25	4,779.00	4,695.25
R2	4,728.50	4,728.50	4,688.00
R1	4,701.25	4,701.25	4,681.00	4,715.00
PP	4,650.75	4,650.75	4,650.75	4,657.75
S1	4,623.50	4,623.50	4,666.50	4,637.00
S2	4,573.00	4,573.00	4,659.50
S3	4,495.25	4,545.75	4,652.25
S4	4,417.50	4,468.00	4,631.00

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,276.25	5,186.50	4,745.00
R3	5,033.50	4,943.75	4,678.25
R2	4,790.75	4,790.75	4,656.00
R1	4,701.00	4,701.00	4,633.75	4,746.00
PP	4,548.00	4,548.00	4,548.00	4,570.25
S1	4,458.25	4,458.25	4,589.25	4,503.00
S2	4,305.25	4,305.25	4,567.00
S3	4,062.50	4,215.50	4,544.75
S4	3,819.75	3,972.75	4,478.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,678.25	4,402.00	276.25	5.9%	81.00	1.7%	98%	True	False	283,804
10	4,678.25	4,332.50	345.75	7.4%	67.50	1.4%	99%	True	False	259,464
20	4,678.25	4,111.50	566.75	12.1%	70.25	1.5%	99%	True	False	269,002
40	4,678.25	4,040.75	637.50	13.6%	83.50	1.8%	99%	True	False	242,593
60	4,678.25	3,901.00	777.25	16.6%	92.00	2.0%	99%	True	False	162,246
80	4,678.25	3,901.00	777.25	16.6%	82.25	1.8%	99%	True	False	121,711
100	4,678.25	3,901.00	777.25	16.6%	74.50	1.6%	99%	True	False	97,376
120	4,678.25	3,901.00	777.25	16.6%	63.50	1.4%	99%	True	False	81,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,008.75
2.618	4,881.75
1.618	4,804.00
1.000	4,756.00
0.618	4,726.25
HIGH	4,678.25
0.618	4,648.50
0.500	4,639.50
0.382	4,630.25
LOW	4,600.50
0.618	4,552.50
1.000	4,522.75
1.618	4,474.75
2.618	4,397.00
4.250	4,270.00

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	4,662.25	4,661.00
PP	4,650.75	4,648.25
S1	4,639.50	4,635.50

Download as Excel Spreadsheet

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

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