E-mini NASDAQ-100 Future December 2015

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

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	4,624.00	4,646.25	22.25	0.5%	4,721.25
High	4,674.50	4,659.00	-15.50	-0.3%	4,730.00
Low	4,618.25	4,527.50	-90.75	-2.0%	4,527.50
Close	4,644.00	4,539.25	-104.75	-2.3%	4,539.25
Range	56.25	131.50	75.25	133.8%	202.50
ATR	71.20	75.51	4.31	6.0%	0.00
Volume	302,768	226,524	-76,244	-25.2%	1,441,946

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,969.75	4,886.00	4,611.50
R3	4,838.25	4,754.50	4,575.50
R2	4,706.75	4,706.75	4,563.25
R1	4,623.00	4,623.00	4,551.25	4,599.00
PP	4,575.25	4,575.25	4,575.25	4,563.25
S1	4,491.50	4,491.50	4,527.25	4,467.50
S2	4,443.75	4,443.75	4,515.25
S3	4,312.25	4,360.00	4,503.00
S4	4,180.75	4,228.50	4,467.00

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,206.50	5,075.25	4,650.50
R3	5,004.00	4,872.75	4,595.00
R2	4,801.50	4,801.50	4,576.50
R1	4,670.25	4,670.25	4,557.75	4,634.50
PP	4,599.00	4,599.00	4,599.00	4,581.00
S1	4,467.75	4,467.75	4,520.75	4,432.00
S2	4,396.50	4,396.50	4,502.00
S3	4,194.00	4,265.25	4,483.50
S4	3,991.50	4,062.75	4,428.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,730.00	4,527.50	202.50	4.5%	85.75	1.9%	6%	False	True	288,389
10	4,739.50	4,527.50	212.00	4.7%	85.00	1.9%	6%	False	True	276,655
20	4,739.50	4,455.00	284.50	6.3%	73.00	1.6%	30%	False	False	245,920
40	4,739.50	4,394.75	344.75	7.6%	66.75	1.5%	42%	False	False	243,118
60	4,739.50	4,040.75	698.75	15.4%	73.75	1.6%	71%	False	False	262,787
80	4,739.50	3,901.00	838.50	18.5%	86.00	1.9%	76%	False	False	214,213
100	4,739.50	3,901.00	838.50	18.5%	80.50	1.8%	76%	False	False	171,421
120	4,739.50	3,901.00	838.50	18.5%	76.00	1.7%	76%	False	False	142,862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.98
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,218.00
2.618	5,003.25
1.618	4,871.75
1.000	4,790.50
0.618	4,740.25
HIGH	4,659.00
0.618	4,608.75
0.500	4,593.25
0.382	4,577.75
LOW	4,527.50
0.618	4,446.25
1.000	4,396.00
1.618	4,314.75
2.618	4,183.25
4.250	3,968.50

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	4,593.25	4,617.50
PP	4,575.25	4,591.50
S1	4,557.25	4,565.25

Download as Excel Spreadsheet

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

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