E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	4,688.25	4,711.75	23.50	0.5%	4,614.00
High	4,727.50	4,729.75	2.25	0.0%	4,690.25
Low	4,677.00	4,691.25	14.25	0.3%	4,592.75
Close	4,712.00	4,709.50	-2.50	-0.1%	4,643.25
Range	50.50	38.50	-12.00	-23.8%	97.50
ATR	70.47	68.19	-2.28	-3.2%	0.00
Volume	186,758	231,004	44,246	23.7%	1,104,711

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,825.75	4,806.00	4,730.75
R3	4,787.25	4,767.50	4,720.00
R2	4,748.75	4,748.75	4,716.50
R1	4,729.00	4,729.00	4,713.00	4,719.50
PP	4,710.25	4,710.25	4,710.25	4,705.50
S1	4,690.50	4,690.50	4,706.00	4,681.00
S2	4,671.75	4,671.75	4,702.50
S3	4,633.25	4,652.00	4,699.00
S4	4,594.75	4,613.50	4,688.25

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,934.50	4,886.50	4,697.00
R3	4,837.00	4,789.00	4,670.00
R2	4,739.50	4,739.50	4,661.00
R1	4,691.50	4,691.50	4,652.25	4,715.50
PP	4,642.00	4,642.00	4,642.00	4,654.00
S1	4,594.00	4,594.00	4,634.25	4,618.00
S2	4,544.50	4,544.50	4,625.50
S3	4,447.00	4,496.50	4,616.50
S4	4,349.50	4,399.00	4,589.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,729.75	4,625.00	104.75	2.2%	49.00	1.0%	81%	True	False	195,237
10	4,729.75	4,402.00	327.75	7.0%	65.00	1.4%	94%	True	False	239,521
20	4,729.75	4,265.00	464.75	9.9%	59.25	1.3%	96%	True	False	237,344
40	4,729.75	4,040.75	689.00	14.6%	76.00	1.6%	97%	True	False	265,516
60	4,729.75	3,901.00	828.75	17.6%	89.75	1.9%	98%	True	False	178,498
80	4,729.75	3,901.00	828.75	17.6%	81.25	1.7%	98%	True	False	133,909
100	4,729.75	3,901.00	828.75	17.6%	75.50	1.6%	98%	True	False	107,137
120	4,729.75	3,901.00	828.75	17.6%	65.50	1.4%	98%	True	False	89,281

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	True
Bear Hook	False
Bull Hook	False
Stretch	15.33
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,893.50
2.618	4,830.50
1.618	4,792.00
1.000	4,768.25
0.618	4,753.50
HIGH	4,729.75
0.618	4,715.00
0.500	4,710.50
0.382	4,706.00
LOW	4,691.25
0.618	4,667.50
1.000	4,652.75
1.618	4,629.00
2.618	4,590.50
4.250	4,527.50

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	4,710.50	4,698.75
PP	4,710.25	4,688.00
S1	4,709.75	4,677.50

Download as Excel Spreadsheet

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

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