E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	4,636.25	4,576.25	-60.00	-1.3%	4,698.75
High	4,644.00	4,582.00	-62.00	-1.3%	4,708.50
Low	4,578.75	4,483.50	-95.25	-2.1%	4,483.50
Close	4,579.75	4,496.50	-83.25	-1.8%	4,496.50
Range	65.25	98.50	33.25	51.0%	225.00
ATR	60.97	63.65	2.68	4.4%	0.00
Volume	274	120	-154	-56.2%	1,003

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,816.25	4,754.75	4,550.75
R3	4,717.75	4,656.25	4,523.50
R2	4,619.25	4,619.25	4,514.50
R1	4,557.75	4,557.75	4,505.50	4,539.25
PP	4,520.75	4,520.75	4,520.75	4,511.50
S1	4,459.25	4,459.25	4,487.50	4,440.75
S2	4,422.25	4,422.25	4,478.50
S3	4,323.75	4,360.75	4,469.50
S4	4,225.25	4,262.25	4,442.25

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,237.75	5,092.25	4,620.25
R3	5,012.75	4,867.25	4,558.50
R2	4,787.75	4,787.75	4,537.75
R1	4,642.25	4,642.25	4,517.00	4,602.50
PP	4,562.75	4,562.75	4,562.75	4,543.00
S1	4,417.25	4,417.25	4,476.00	4,377.50
S2	4,337.75	4,337.75	4,455.25
S3	4,112.75	4,192.25	4,434.50
S4	3,887.75	3,967.25	4,372.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,708.50	4,483.50	225.00	5.0%	69.50	1.5%	6%	False	True	200
10	4,722.50	4,483.50	239.00	5.3%	60.00	1.3%	5%	False	True	229
20	4,722.50	4,387.25	335.25	7.5%	59.00	1.3%	33%	False	False	253
40	4,722.50	4,034.25	688.25	15.3%	69.00	1.5%	67%	False	False	225
60	4,722.50	3,975.75	746.75	16.6%	65.25	1.5%	70%	False	False	151
80	4,722.50	3,975.75	746.75	16.6%	60.00	1.3%	70%	False	False	114
100	4,722.50	3,975.75	746.75	16.6%	52.50	1.2%	70%	False	False	91

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	10.13
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	5,000.50
2.618	4,839.75
1.618	4,741.25
1.000	4,680.50
0.618	4,642.75
HIGH	4,582.00
0.618	4,544.25
0.500	4,532.75
0.382	4,521.25
LOW	4,483.50
0.618	4,422.75
1.000	4,385.00
1.618	4,324.25
2.618	4,225.75
4.250	4,065.00

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	4,532.75	4,576.00
PP	4,520.75	4,549.50
S1	4,508.50	4,523.00

Download as Excel Spreadsheet

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

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