E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	4,708.25	4,700.75	-7.50	-0.2%	4,644.50
High	4,727.50	4,708.75	-18.75	-0.4%	4,729.75
Low	4,673.75	4,658.75	-15.00	-0.3%	4,625.00
Close	4,695.25	4,703.00	7.75	0.2%	4,703.00
Range	53.75	50.00	-3.75	-7.0%	104.75
ATR	67.16	65.93	-1.23	-1.8%	0.00
Volume	246,167	276,682	30,515	12.4%	1,103,266

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,840.25	4,821.50	4,730.50
R3	4,790.25	4,771.50	4,716.75
R2	4,740.25	4,740.25	4,712.25
R1	4,721.50	4,721.50	4,707.50	4,731.00
PP	4,690.25	4,690.25	4,690.25	4,694.75
S1	4,671.50	4,671.50	4,698.50	4,681.00
S2	4,640.25	4,640.25	4,693.75
S3	4,590.25	4,621.50	4,689.25
S4	4,540.25	4,571.50	4,675.50

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,000.25	4,956.25	4,760.50
R3	4,895.50	4,851.50	4,731.75
R2	4,790.75	4,790.75	4,722.25
R1	4,746.75	4,746.75	4,712.50	4,768.75
PP	4,686.00	4,686.00	4,686.00	4,697.00
S1	4,642.00	4,642.00	4,693.50	4,664.00
S2	4,581.25	4,581.25	4,683.75
S3	4,476.50	4,537.25	4,674.25
S4	4,371.75	4,432.50	4,645.50

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%	53.50	1.1%	74%	False	False	220,653
10	4,729.75	4,592.75	137.00	2.9%	51.50	1.1%	80%	False	False	220,797
20	4,729.75	4,317.50	412.25	8.8%	58.00	1.2%	94%	False	False	237,194
40	4,729.75	4,040.75	689.00	14.7%	74.50	1.6%	96%	False	False	271,311
60	4,729.75	3,901.00	828.75	17.6%	89.25	1.9%	97%	False	False	187,189
80	4,729.75	3,901.00	828.75	17.6%	81.50	1.7%	97%	False	False	140,443
100	4,729.75	3,901.00	828.75	17.6%	75.75	1.6%	97%	False	False	112,366
120	4,729.75	3,901.00	828.75	17.6%	66.00	1.4%	97%	False	False	93,639

Crabel Price Patterns
NR	True
NR4	False
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	17.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,921.25
2.618	4,839.75
1.618	4,789.75
1.000	4,758.75
0.618	4,739.75
HIGH	4,708.75
0.618	4,689.75
0.500	4,683.75
0.382	4,677.75
LOW	4,658.75
0.618	4,627.75
1.000	4,608.75
1.618	4,577.75
2.618	4,527.75
4.250	4,446.25

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	4,696.50	4,700.00
PP	4,690.25	4,697.25
S1	4,683.75	4,694.25

Download as Excel Spreadsheet

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

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