E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	4,583.75	4,478.25	-105.50	-2.3%	4,701.25
High	4,590.50	4,565.50	-25.00	-0.5%	4,712.75
Low	4,485.75	4,455.00	-30.75	-0.7%	4,485.75
Close	4,502.00	4,559.75	57.75	1.3%	4,502.00
Range	104.75	110.50	5.75	5.5%	227.00
ATR	68.49	71.49	3.00	4.4%	0.00
Volume	344,229	282,188	-62,041	-18.0%	1,332,882

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,858.25	4,819.50	4,620.50
R3	4,747.75	4,709.00	4,590.25
R2	4,637.25	4,637.25	4,580.00
R1	4,598.50	4,598.50	4,570.00	4,618.00
PP	4,526.75	4,526.75	4,526.75	4,536.50
S1	4,488.00	4,488.00	4,549.50	4,507.50
S2	4,416.25	4,416.25	4,539.50
S3	4,305.75	4,377.50	4,529.25
S4	4,195.25	4,267.00	4,499.00

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,247.75	5,102.00	4,626.75
R3	5,020.75	4,875.00	4,564.50
R2	4,793.75	4,793.75	4,543.50
R1	4,648.00	4,648.00	4,522.75	4,607.50
PP	4,566.75	4,566.75	4,566.75	4,546.50
S1	4,421.00	4,421.00	4,481.25	4,380.50
S2	4,339.75	4,339.75	4,460.50
S3	4,112.75	4,194.00	4,439.50
S4	3,885.75	3,967.00	4,377.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,674.75	4,455.00	219.75	4.8%	77.25	1.7%	48%	False	True	271,626
10	4,729.75	4,455.00	274.75	6.0%	67.00	1.5%	38%	False	True	255,568
20	4,729.75	4,394.75	335.00	7.3%	66.75	1.5%	49%	False	False	251,155
40	4,729.75	4,040.75	689.00	15.1%	75.50	1.7%	75%	False	False	272,192
60	4,729.75	3,901.00	828.75	18.2%	88.50	1.9%	79%	False	False	214,061
80	4,729.75	3,901.00	828.75	18.2%	83.50	1.8%	79%	False	False	160,624
100	4,729.75	3,901.00	828.75	18.2%	77.75	1.7%	79%	False	False	128,514
120	4,729.75	3,901.00	828.75	18.2%	69.75	1.5%	79%	False	False	107,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.73
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,035.00
2.618	4,854.75
1.618	4,744.25
1.000	4,676.00
0.618	4,633.75
HIGH	4,565.50
0.618	4,523.25
0.500	4,510.25
0.382	4,497.25
LOW	4,455.00
0.618	4,386.75
1.000	4,344.50
1.618	4,276.25
2.618	4,165.75
4.250	3,985.50

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	4,543.25	4,558.00
PP	4,526.75	4,556.00
S1	4,510.25	4,554.00

Download as Excel Spreadsheet

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

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