E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	4,337.00	4,372.00	35.00	0.8%	4,477.00
High	4,378.50	4,374.50	-4.00	-0.1%	4,489.75
Low	4,318.00	4,319.50	1.50	0.0%	4,296.75
Close	4,369.00	4,334.50	-34.50	-0.8%	4,331.50
Range	60.50	55.00	-5.50	-9.1%	193.00
ATR	66.58	65.76	-0.83	-1.2%	0.00
Volume	221,470	270,601	49,131	22.2%	1,400,820

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,507.75	4,476.25	4,364.75
R3	4,452.75	4,421.25	4,349.50
R2	4,397.75	4,397.75	4,344.50
R1	4,366.25	4,366.25	4,339.50	4,354.50
PP	4,342.75	4,342.75	4,342.75	4,337.00
S1	4,311.25	4,311.25	4,329.50	4,299.50
S2	4,287.75	4,287.75	4,324.50
S3	4,232.75	4,256.25	4,319.50
S4	4,177.75	4,201.25	4,304.25

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,951.75	4,834.50	4,437.75
R3	4,758.75	4,641.50	4,384.50
R2	4,565.75	4,565.75	4,367.00
R1	4,448.50	4,448.50	4,349.25	4,410.50
PP	4,372.75	4,372.75	4,372.75	4,353.75
S1	4,255.50	4,255.50	4,313.75	4,217.50
S2	4,179.75	4,179.75	4,296.00
S3	3,986.75	4,062.50	4,278.50
S4	3,793.75	3,869.50	4,225.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,442.25	4,296.75	145.50	3.4%	73.50	1.7%	26%	False	False	301,528
10	4,556.00	4,296.75	259.25	6.0%	66.25	1.5%	15%	False	False	261,115
20	4,584.50	4,296.75	287.75	6.6%	64.25	1.5%	13%	False	False	242,154
40	4,584.50	4,220.25	364.25	8.4%	60.25	1.4%	31%	False	False	214,379
60	4,584.50	3,856.50	728.00	16.8%	70.00	1.6%	66%	False	False	143,207
80	4,584.50	3,856.50	728.00	16.8%	84.00	1.9%	66%	False	False	107,457
100	4,691.00	3,856.50	834.50	19.3%	82.25	1.9%	57%	False	False	85,976
120	4,719.75	3,856.50	863.25	19.9%	75.50	1.7%	55%	False	False	71,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.98
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,608.25
2.618	4,518.50
1.618	4,463.50
1.000	4,429.50
0.618	4,408.50
HIGH	4,374.50
0.618	4,353.50
0.500	4,347.00
0.382	4,340.50
LOW	4,319.50
0.618	4,285.50
1.000	4,264.50
1.618	4,230.50
2.618	4,175.50
4.250	4,085.75

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	4,347.00	4,344.00
PP	4,342.75	4,340.75
S1	4,338.75	4,337.75

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

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