E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	4,650.00	4,640.25	-9.75	-0.2%	4,644.50
High	4,662.25	4,674.75	12.50	0.3%	4,729.75
Low	4,612.50	4,625.25	12.75	0.3%	4,625.00
Close	4,643.00	4,631.75	-11.25	-0.2%	4,703.00
Range	49.75	49.50	-0.25	-0.5%	104.75
ATR	66.42	65.21	-1.21	-1.8%	0.00
Volume	241,859	221,698	-20,161	-8.3%	1,103,266

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,792.50	4,761.50	4,659.00
R3	4,743.00	4,712.00	4,645.25
R2	4,693.50	4,693.50	4,640.75
R1	4,662.50	4,662.50	4,636.25	4,653.25
PP	4,644.00	4,644.00	4,644.00	4,639.25
S1	4,613.00	4,613.00	4,627.25	4,603.75
S2	4,594.50	4,594.50	4,622.75
S3	4,545.00	4,563.50	4,618.25
S4	4,495.50	4,514.00	4,604.50

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	4,727.50	4,612.50	115.00	2.5%	58.75	1.3%	17%	False	False	248,668
10	4,729.75	4,612.50	117.25	2.5%	54.00	1.2%	16%	False	False	221,953
20	4,729.75	4,332.50	397.25	8.6%	60.75	1.3%	75%	False	False	240,708
40	4,729.75	4,040.75	689.00	14.9%	74.25	1.6%	86%	False	False	272,763
60	4,729.75	3,901.00	828.75	17.9%	90.00	1.9%	88%	False	False	199,178
80	4,729.75	3,901.00	828.75	17.9%	82.00	1.8%	88%	False	False	149,446
100	4,729.75	3,901.00	828.75	17.9%	76.00	1.6%	88%	False	False	119,570
120	4,729.75	3,901.00	828.75	17.9%	67.50	1.5%	88%	False	False	99,643

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	14.50
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,885.00
2.618	4,804.25
1.618	4,754.75
1.000	4,724.25
0.618	4,705.25
HIGH	4,674.75
0.618	4,655.75
0.500	4,650.00
0.382	4,644.25
LOW	4,625.25
0.618	4,594.75
1.000	4,575.75
1.618	4,545.25
2.618	4,495.75
4.250	4,415.00

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	4,650.00	4,662.50
PP	4,644.00	4,652.25
S1	4,637.75	4,642.00

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

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