E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	4,679.00	4,710.75	31.75	0.7%	4,694.50
High	4,711.75	4,734.75	23.00	0.5%	4,701.25
Low	4,673.00	4,674.75	1.75	0.0%	4,615.25
Close	4,711.50	4,690.00	-21.50	-0.5%	4,678.50
Range	38.75	60.00	21.25	54.8%	86.00
ATR	56.47	56.73	0.25	0.4%	0.00
Volume	916	1,546	630	68.8%	2,396

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,879.75	4,845.00	4,723.00
R3	4,819.75	4,785.00	4,706.50
R2	4,759.75	4,759.75	4,701.00
R1	4,725.00	4,725.00	4,695.50	4,712.50
PP	4,699.75	4,699.75	4,699.75	4,693.50
S1	4,665.00	4,665.00	4,684.50	4,652.50
S2	4,639.75	4,639.75	4,679.00
S3	4,579.75	4,605.00	4,673.50
S4	4,519.75	4,545.00	4,657.00

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,923.00	4,886.75	4,725.75
R3	4,837.00	4,800.75	4,702.25
R2	4,751.00	4,751.00	4,694.25
R1	4,714.75	4,714.75	4,686.50	4,690.00
PP	4,665.00	4,665.00	4,665.00	4,652.50
S1	4,628.75	4,628.75	4,670.50	4,604.00
S2	4,579.00	4,579.00	4,662.75
S3	4,493.00	4,542.75	4,654.75
S4	4,407.00	4,456.75	4,631.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,734.75	4,649.25	85.50	1.8%	41.25	0.9%	48%	True	False	886
10	4,734.75	4,550.25	184.50	3.9%	49.00	1.0%	76%	True	False	703
20	4,734.75	4,452.75	282.00	6.0%	56.00	1.2%	84%	True	False	482
40	4,734.75	4,261.00	473.75	10.1%	55.75	1.2%	91%	True	False	381
60	4,734.75	4,034.25	700.50	14.9%	64.75	1.4%	94%	True	False	280
80	4,734.75	3,975.75	759.00	16.2%	62.25	1.3%	94%	True	False	211
100	4,734.75	3,975.75	759.00	16.2%	55.75	1.2%	94%	True	False	168
120	4,734.75	3,975.75	759.00	16.2%	49.75	1.1%	94%	True	False	140

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	10.68
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,989.75
2.618	4,891.75
1.618	4,831.75
1.000	4,794.75
0.618	4,771.75
HIGH	4,734.75
0.618	4,711.75
0.500	4,704.75
0.382	4,697.75
LOW	4,674.75
0.618	4,637.75
1.000	4,614.75
1.618	4,577.75
2.618	4,517.75
4.250	4,419.75

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	4,704.75	4,692.00
PP	4,699.75	4,691.25
S1	4,695.00	4,690.75

Download as Excel Spreadsheet

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

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