E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	4,804.75	4,796.00	-8.75	-0.2%	4,868.00
High	4,813.00	4,841.00	28.00	0.6%	4,901.50
Low	4,754.50	4,786.25	31.75	0.7%	4,754.50
Close	4,796.00	4,804.25	8.25	0.2%	4,804.25
Range	58.50	54.75	-3.75	-6.4%	147.00
ATR	53.13	53.24	0.12	0.2%	0.00
Volume	297,938	237,878	-60,060	-20.2%	1,245,879

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,974.75	4,944.25	4,834.25
R3	4,920.00	4,889.50	4,819.25
R2	4,865.25	4,865.25	4,814.25
R1	4,834.75	4,834.75	4,809.25	4,850.00
PP	4,810.50	4,810.50	4,810.50	4,818.00
S1	4,780.00	4,780.00	4,799.25	4,795.25
S2	4,755.75	4,755.75	4,794.25
S3	4,701.00	4,725.25	4,789.25
S4	4,646.25	4,670.50	4,774.25

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,261.00	5,179.75	4,885.00
R3	5,114.00	5,032.75	4,844.75
R2	4,967.00	4,967.00	4,831.25
R1	4,885.75	4,885.75	4,817.75	4,853.00
PP	4,820.00	4,820.00	4,820.00	4,803.75
S1	4,738.75	4,738.75	4,790.75	4,706.00
S2	4,673.00	4,673.00	4,777.25
S3	4,526.00	4,591.75	4,763.75
S4	4,379.00	4,444.75	4,723.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,901.50	4,754.50	147.00	3.1%	58.75	1.2%	34%	False	False	249,175
10	4,901.50	4,754.50	147.00	3.1%	50.50	1.1%	34%	False	False	235,134
20	4,901.50	4,754.50	147.00	3.1%	51.75	1.1%	34%	False	False	233,319
40	4,901.50	4,625.25	276.25	5.8%	52.00	1.1%	65%	False	False	176,563
60	4,901.50	4,622.00	279.50	5.8%	46.00	1.0%	65%	False	False	117,768
80	4,901.50	4,164.00	737.50	15.4%	51.25	1.1%	87%	False	False	88,342
100	4,901.50	4,164.00	737.50	15.4%	46.75	1.0%	87%	False	False	70,677
120	4,901.50	4,164.00	737.50	15.4%	43.25	0.9%	87%	False	False	58,898

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	11.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,073.75
2.618	4,984.25
1.618	4,929.50
1.000	4,895.75
0.618	4,874.75
HIGH	4,841.00
0.618	4,820.00
0.500	4,813.50
0.382	4,807.25
LOW	4,786.25
0.618	4,752.50
1.000	4,731.50
1.618	4,697.75
2.618	4,643.00
4.250	4,553.50

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	4,813.50	4,802.25
PP	4,810.50	4,800.25
S1	4,807.50	4,798.25

Download as Excel Spreadsheet

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

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