E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	4,665.00	4,679.75	14.75	0.3%	4,689.50
High	4,684.50	4,703.25	18.75	0.4%	4,706.75
Low	4,659.50	4,664.75	5.25	0.1%	4,620.00
Close	4,677.25	4,682.50	5.25	0.1%	4,682.50
Range	25.00	38.50	13.50	54.0%	86.75
ATR	62.78	61.05	-1.73	-2.8%	0.00
Volume	119,712	105,382	-14,330	-12.0%	618,547

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,799.00	4,779.25	4,703.75
R3	4,760.50	4,740.75	4,693.00
R2	4,722.00	4,722.00	4,689.50
R1	4,702.25	4,702.25	4,686.00	4,712.00
PP	4,683.50	4,683.50	4,683.50	4,688.50
S1	4,663.75	4,663.75	4,679.00	4,673.50
S2	4,645.00	4,645.00	4,675.50
S3	4,606.50	4,625.25	4,672.00
S4	4,568.00	4,586.75	4,661.25

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,930.00	4,893.00	4,730.25
R3	4,843.25	4,806.25	4,706.25
R2	4,756.50	4,756.50	4,698.50
R1	4,719.50	4,719.50	4,690.50	4,694.50
PP	4,669.75	4,669.75	4,669.75	4,657.25
S1	4,632.75	4,632.75	4,674.50	4,608.00
S2	4,583.00	4,583.00	4,666.50
S3	4,496.25	4,546.00	4,658.75
S4	4,409.50	4,459.25	4,634.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,706.75	4,620.00	86.75	1.9%	44.00	0.9%	72%	False	False	159,134
10	4,706.75	4,455.00	251.75	5.4%	61.25	1.3%	90%	False	False	215,186
20	4,729.75	4,455.00	274.75	5.9%	59.75	1.3%	83%	False	False	222,751
40	4,729.75	4,111.50	618.25	13.2%	63.00	1.3%	92%	False	False	241,295
60	4,729.75	4,040.75	689.00	14.7%	74.00	1.6%	93%	False	False	238,973
80	4,729.75	3,901.00	828.75	17.7%	83.50	1.8%	94%	False	False	179,678
100	4,729.75	3,901.00	828.75	17.7%	77.25	1.7%	94%	False	False	143,764
120	4,729.75	3,901.00	828.75	17.7%	72.25	1.5%	94%	False	False	119,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.88
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,867.00
2.618	4,804.00
1.618	4,765.50
1.000	4,741.75
0.618	4,727.00
HIGH	4,703.25
0.618	4,688.50
0.500	4,684.00
0.382	4,679.50
LOW	4,664.75
0.618	4,641.00
1.000	4,626.25
1.618	4,602.50
2.618	4,564.00
4.250	4,501.00

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	4,684.00	4,675.50
PP	4,683.50	4,668.50
S1	4,683.00	4,661.50

Download as Excel Spreadsheet

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

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