E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	4,700.75	4,701.25	0.50	0.0%	4,644.50
High	4,708.75	4,712.75	4.00	0.1%	4,729.75
Low	4,658.75	4,622.00	-36.75	-0.8%	4,625.00
Close	4,703.00	4,652.75	-50.25	-1.1%	4,703.00
Range	50.00	90.75	40.75	81.5%	104.75
ATR	65.93	67.70	1.77	2.7%	0.00
Volume	276,682	256,938	-19,744	-7.1%	1,103,266

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,934.75	4,884.50	4,702.75
R3	4,844.00	4,793.75	4,677.75
R2	4,753.25	4,753.25	4,669.50
R1	4,703.00	4,703.00	4,661.00	4,682.75
PP	4,662.50	4,662.50	4,662.50	4,652.50
S1	4,612.25	4,612.25	4,644.50	4,592.00
S2	4,571.75	4,571.75	4,636.00
S3	4,481.00	4,521.50	4,627.75
S4	4,390.25	4,430.75	4,602.75

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	4,622.00	107.75	2.3%	56.75	1.2%	29%	False	True	239,509
10	4,729.75	4,600.50	129.25	2.8%	56.75	1.2%	40%	False	False	228,078
20	4,729.75	4,317.50	412.25	8.9%	60.75	1.3%	81%	False	False	243,407
40	4,729.75	4,040.75	689.00	14.8%	75.00	1.6%	89%	False	False	272,702
60	4,729.75	3,901.00	828.75	17.8%	90.00	1.9%	91%	False	False	191,464
80	4,729.75	3,901.00	828.75	17.8%	82.00	1.8%	91%	False	False	143,653
100	4,729.75	3,901.00	828.75	17.8%	75.75	1.6%	91%	False	False	114,935
120	4,729.75	3,901.00	828.75	17.8%	66.75	1.4%	91%	False	False	95,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	17.10
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,098.50
2.618	4,950.25
1.618	4,859.50
1.000	4,803.50
0.618	4,768.75
HIGH	4,712.75
0.618	4,678.00
0.500	4,667.50
0.382	4,656.75
LOW	4,622.00
0.618	4,566.00
1.000	4,531.25
1.618	4,475.25
2.618	4,384.50
4.250	4,236.25

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	4,667.50	4,674.75
PP	4,662.50	4,667.50
S1	4,657.50	4,660.00

Download as Excel Spreadsheet

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

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