E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	4,372.00	4,335.50	-36.50	-0.8%	4,477.00
High	4,374.50	4,342.00	-32.50	-0.7%	4,489.75
Low	4,319.50	4,292.25	-27.25	-0.6%	4,296.75
Close	4,334.50	4,309.75	-24.75	-0.6%	4,331.50
Range	55.00	49.75	-5.25	-9.5%	193.00
ATR	65.76	64.61	-1.14	-1.7%	0.00
Volume	270,601	235,256	-35,345	-13.1%	1,400,820

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,464.00	4,436.50	4,337.00
R3	4,414.25	4,386.75	4,323.50
R2	4,364.50	4,364.50	4,318.75
R1	4,337.00	4,337.00	4,314.25	4,326.00
PP	4,314.75	4,314.75	4,314.75	4,309.00
S1	4,287.25	4,287.25	4,305.25	4,276.00
S2	4,265.00	4,265.00	4,300.75
S3	4,215.25	4,237.50	4,296.00
S4	4,165.50	4,187.75	4,282.50

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	4,292.25	150.00	3.5%	71.25	1.7%	12%	False	True	287,303
10	4,551.75	4,292.25	259.50	6.0%	66.50	1.5%	7%	False	True	265,334
20	4,584.50	4,292.25	292.25	6.8%	63.25	1.5%	6%	False	True	241,819
40	4,584.50	4,220.25	364.25	8.5%	60.00	1.4%	25%	False	False	220,059
60	4,584.50	3,856.50	728.00	16.9%	68.00	1.6%	62%	False	False	147,120
80	4,584.50	3,856.50	728.00	16.9%	83.25	1.9%	62%	False	False	110,395
100	4,691.00	3,856.50	834.50	19.4%	81.75	1.9%	54%	False	False	88,329
120	4,719.75	3,856.50	863.25	20.0%	75.75	1.8%	53%	False	False	73,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.70
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,553.50
2.618	4,472.25
1.618	4,422.50
1.000	4,391.75
0.618	4,372.75
HIGH	4,342.00
0.618	4,323.00
0.500	4,317.00
0.382	4,311.25
LOW	4,292.25
0.618	4,261.50
1.000	4,242.50
1.618	4,211.75
2.618	4,162.00
4.250	4,080.75

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	4,317.00	4,335.50
PP	4,314.75	4,326.75
S1	4,312.25	4,318.25

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

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