E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	4,146.50	4,027.25	-119.25	-2.9%	4,263.25
High	4,173.50	4,046.00	-127.50	-3.1%	4,309.25
Low	4,001.00	3,883.00	-118.00	-2.9%	4,001.00
Close	4,022.00	3,964.25	-57.75	-1.4%	4,022.00
Range	172.50	163.00	-9.50	-5.5%	308.25
ATR	119.07	122.21	3.14	2.6%	0.00
Volume	443,077	542,371	99,294	22.4%	1,888,841

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,453.50	4,371.75	4,054.00
R3	4,290.50	4,208.75	4,009.00
R2	4,127.50	4,127.50	3,994.25
R1	4,045.75	4,045.75	3,979.25	4,005.00
PP	3,964.50	3,964.50	3,964.50	3,944.00
S1	3,882.75	3,882.75	3,949.25	3,842.00
S2	3,801.50	3,801.50	3,934.25
S3	3,638.50	3,719.75	3,919.50
S4	3,475.50	3,556.75	3,874.50

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,035.50	4,837.00	4,191.50
R3	4,727.25	4,528.75	4,106.75
R2	4,419.00	4,419.00	4,078.50
R1	4,220.50	4,220.50	4,050.25	4,165.50
PP	4,110.75	4,110.75	4,110.75	4,083.25
S1	3,912.25	3,912.25	3,993.75	3,857.50
S2	3,802.50	3,802.50	3,965.50
S3	3,494.25	3,604.00	3,937.25
S4	3,186.00	3,295.75	3,852.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,287.00	3,883.00	404.00	10.2%	133.75	3.4%	20%	False	True	433,569
10	4,309.25	3,883.00	426.25	10.8%	121.25	3.1%	19%	False	True	390,990
20	4,365.00	3,883.00	482.00	12.2%	134.00	3.4%	17%	False	True	432,622
40	4,697.75	3,883.00	814.75	20.6%	110.50	2.8%	10%	False	True	347,106
60	4,734.75	3,883.00	851.75	21.5%	96.25	2.4%	10%	False	True	232,328
80	4,734.75	3,883.00	851.75	21.5%	86.25	2.2%	10%	False	True	174,316
100	4,734.75	3,883.00	851.75	21.5%	85.00	2.1%	10%	False	True	139,480
120	4,734.75	3,883.00	851.75	21.5%	80.25	2.0%	10%	False	True	116,234

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	27.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,738.75
2.618	4,472.75
1.618	4,309.75
1.000	4,209.00
0.618	4,146.75
HIGH	4,046.00
0.618	3,983.75
0.500	3,964.50
0.382	3,945.25
LOW	3,883.00
0.618	3,782.25
1.000	3,720.00
1.618	3,619.25
2.618	3,456.25
4.250	3,190.25

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	3,964.50	4,044.75
PP	3,964.50	4,018.00
S1	3,964.25	3,991.00

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

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