E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	4,565.75	4,603.50	37.75	0.8%	4,711.25
High	4,633.00	4,669.75	36.75	0.8%	4,724.25
Low	4,560.50	4,575.00	14.50	0.3%	4,521.50
Close	4,601.00	4,657.75	56.75	1.2%	4,532.50
Range	72.50	94.75	22.25	30.7%	202.75
ATR	75.66	77.03	1.36	1.8%	0.00
Volume	329,055	287,576	-41,479	-12.6%	470,100

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,918.50	4,882.75	4,709.75
R3	4,823.75	4,788.00	4,683.75
R2	4,729.00	4,729.00	4,675.00
R1	4,693.25	4,693.25	4,666.50	4,711.00
PP	4,634.25	4,634.25	4,634.25	4,643.00
S1	4,598.50	4,598.50	4,649.00	4,616.50
S2	4,539.50	4,539.50	4,640.50
S3	4,444.75	4,503.75	4,631.75
S4	4,350.00	4,409.00	4,605.75

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,201.00	5,069.50	4,644.00
R3	4,998.25	4,866.75	4,588.25
R2	4,795.50	4,795.50	4,569.75
R1	4,664.00	4,664.00	4,551.00	4,628.50
PP	4,592.75	4,592.75	4,592.75	4,575.00
S1	4,461.25	4,461.25	4,514.00	4,425.50
S2	4,390.00	4,390.00	4,495.25
S3	4,187.25	4,258.50	4,476.75
S4	3,984.50	4,055.75	4,421.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,669.75	4,471.25	198.50	4.3%	91.50	2.0%	94%	True	False	293,868
10	4,725.25	4,471.25	254.00	5.5%	96.75	2.1%	73%	False	False	151,635
20	4,734.75	4,471.25	263.50	5.7%	73.00	1.6%	71%	False	False	76,169
40	4,734.75	4,387.25	347.50	7.5%	67.75	1.5%	78%	False	False	38,199
60	4,734.75	4,034.25	700.50	15.0%	70.00	1.5%	89%	False	False	25,551
80	4,734.75	3,975.75	759.00	16.3%	67.00	1.4%	90%	False	False	19,165
100	4,734.75	3,975.75	759.00	16.3%	62.75	1.3%	90%	False	False	15,332
120	4,734.75	3,975.75	759.00	16.3%	57.00	1.2%	90%	False	False	12,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	18.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,072.50
2.618	4,917.75
1.618	4,823.00
1.000	4,764.50
0.618	4,728.25
HIGH	4,669.75
0.618	4,633.50
0.500	4,622.50
0.382	4,611.25
LOW	4,575.00
0.618	4,516.50
1.000	4,480.25
1.618	4,421.75
2.618	4,327.00
4.250	4,172.25

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	4,646.00	4,628.75
PP	4,634.25	4,599.50
S1	4,622.50	4,570.50

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

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