E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	4,659.25	4,658.50	-0.75	0.0%	4,580.00
High	4,669.50	4,688.25	18.75	0.4%	4,664.50
Low	4,643.50	4,641.00	-2.50	-0.1%	4,577.00
Close	4,653.75	4,663.75	10.00	0.2%	4,657.25
Range	26.00	47.25	21.25	81.7%	87.50
ATR	54.49	53.97	-0.52	-0.9%	0.00
Volume	146,154	209,762	63,608	43.5%	865,681

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,806.00	4,782.25	4,689.75
R3	4,758.75	4,735.00	4,676.75
R2	4,711.50	4,711.50	4,672.50
R1	4,687.75	4,687.75	4,668.00	4,699.50
PP	4,664.25	4,664.25	4,664.25	4,670.25
S1	4,640.50	4,640.50	4,659.50	4,652.50
S2	4,617.00	4,617.00	4,655.00
S3	4,569.75	4,593.25	4,650.75
S4	4,522.50	4,546.00	4,637.75

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,895.50	4,863.75	4,705.50
R3	4,808.00	4,776.25	4,681.25
R2	4,720.50	4,720.50	4,673.25
R1	4,688.75	4,688.75	4,665.25	4,704.50
PP	4,633.00	4,633.00	4,633.00	4,640.75
S1	4,601.25	4,601.25	4,649.25	4,617.00
S2	4,545.50	4,545.50	4,641.25
S3	4,458.00	4,513.75	4,633.25
S4	4,370.50	4,426.25	4,609.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,688.25	4,597.75	90.50	1.9%	41.25	0.9%	73%	True	False	174,632
10	4,688.25	4,542.00	146.25	3.1%	41.50	0.9%	83%	True	False	177,521
20	4,688.25	4,176.00	512.25	11.0%	55.75	1.2%	95%	True	False	197,978
40	4,688.25	4,167.75	520.50	11.2%	57.75	1.2%	95%	True	False	186,024
60	4,688.25	4,167.75	520.50	11.2%	57.50	1.2%	95%	True	False	124,101
80	4,688.25	4,167.75	520.50	11.2%	58.25	1.2%	95%	True	False	93,096
100	4,688.25	4,167.75	520.50	11.2%	55.00	1.2%	95%	True	False	74,490
120	4,688.25	3,902.00	786.25	16.9%	51.25	1.1%	97%	True	False	62,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,889.00
2.618	4,812.00
1.618	4,764.75
1.000	4,735.50
0.618	4,717.50
HIGH	4,688.25
0.618	4,670.25
0.500	4,664.50
0.382	4,659.00
LOW	4,641.00
0.618	4,611.75
1.000	4,593.75
1.618	4,564.50
2.618	4,517.25
4.250	4,440.25

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	4,664.50	4,662.00
PP	4,664.25	4,660.25
S1	4,664.00	4,658.50

Download as Excel Spreadsheet

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

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