E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	4,646.25	4,534.50	-111.75	-2.4%	4,721.25
High	4,659.00	4,579.50	-79.50	-1.7%	4,730.00
Low	4,527.50	4,477.25	-50.25	-1.1%	4,527.50
Close	4,539.25	4,566.50	27.25	0.6%	4,539.25
Range	131.50	102.25	-29.25	-22.2%	202.50
ATR	75.51	77.42	1.91	2.5%	0.00
Volume	226,524	156,220	-70,304	-31.0%	1,441,946

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,847.75	4,809.50	4,622.75
R3	4,745.50	4,707.25	4,594.50
R2	4,643.25	4,643.25	4,585.25
R1	4,605.00	4,605.00	4,575.75	4,624.00
PP	4,541.00	4,541.00	4,541.00	4,550.75
S1	4,502.75	4,502.75	4,557.25	4,522.00
S2	4,438.75	4,438.75	4,547.75
S3	4,336.50	4,400.50	4,538.50
S4	4,234.25	4,298.25	4,510.25

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	4,709.00	4,477.25	231.75	5.1%	94.50	2.1%	39%	False	True	274,701
10	4,739.50	4,477.25	262.25	5.7%	90.50	2.0%	34%	False	True	274,300
20	4,739.50	4,455.00	284.50	6.2%	73.00	1.6%	39%	False	False	236,520
40	4,739.50	4,394.75	344.75	7.5%	68.25	1.5%	50%	False	False	241,843
60	4,739.50	4,040.75	698.75	15.3%	74.00	1.6%	75%	False	False	259,840
80	4,739.50	3,901.00	838.50	18.4%	85.50	1.9%	79%	False	False	216,157
100	4,739.50	3,901.00	838.50	18.4%	81.00	1.8%	79%	False	False	172,983
120	4,739.50	3,901.00	838.50	18.4%	76.50	1.7%	79%	False	False	144,163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	16.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,014.00
2.618	4,847.25
1.618	4,745.00
1.000	4,681.75
0.618	4,642.75
HIGH	4,579.50
0.618	4,540.50
0.500	4,528.50
0.382	4,516.25
LOW	4,477.25
0.618	4,414.00
1.000	4,375.00
1.618	4,311.75
2.618	4,209.50
4.250	4,042.75

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	4,553.75	4,576.00
PP	4,541.00	4,572.75
S1	4,528.50	4,569.50

Download as Excel Spreadsheet

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

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