E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	4,478.25	4,560.75	82.50	1.8%	4,701.25
High	4,565.50	4,597.75	32.25	0.7%	4,712.75
Low	4,455.00	4,552.00	97.00	2.2%	4,485.75
Close	4,559.75	4,569.50	9.75	0.2%	4,502.00
Range	110.50	45.75	-64.75	-58.6%	227.00
ATR	71.49	69.65	-1.84	-2.6%	0.00
Volume	282,188	269,684	-12,504	-4.4%	1,332,882

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,710.25	4,685.75	4,594.75
R3	4,664.50	4,640.00	4,582.00
R2	4,618.75	4,618.75	4,578.00
R1	4,594.25	4,594.25	4,573.75	4,606.50
PP	4,573.00	4,573.00	4,573.00	4,579.25
S1	4,548.50	4,548.50	4,565.25	4,560.75
S2	4,527.25	4,527.25	4,561.00
S3	4,481.50	4,502.75	4,557.00
S4	4,435.75	4,457.00	4,544.25

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%	76.50	1.7%	52%	False	False	277,191
10	4,729.75	4,455.00	274.75	6.0%	66.50	1.5%	42%	False	False	263,860
20	4,729.75	4,394.75	335.00	7.3%	67.00	1.5%	52%	False	False	254,629
40	4,729.75	4,040.75	689.00	15.1%	73.50	1.6%	77%	False	False	270,934
60	4,729.75	3,953.00	776.75	17.0%	84.50	1.8%	79%	False	False	218,506
80	4,729.75	3,901.00	828.75	18.1%	83.25	1.8%	81%	False	False	163,992
100	4,729.75	3,901.00	828.75	18.1%	77.75	1.7%	81%	False	False	131,210
120	4,729.75	3,901.00	828.75	18.1%	70.00	1.5%	81%	False	False	109,345

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	14.48
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,792.25
2.618	4,717.50
1.618	4,671.75
1.000	4,643.50
0.618	4,626.00
HIGH	4,597.75
0.618	4,580.25
0.500	4,575.00
0.382	4,569.50
LOW	4,552.00
0.618	4,523.75
1.000	4,506.25
1.618	4,478.00
2.618	4,432.25
4.250	4,357.50

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	4,575.00	4,555.00
PP	4,573.00	4,540.75
S1	4,571.25	4,526.50

Download as Excel Spreadsheet

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

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