E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	4,335.50	4,308.25	-27.25	-0.6%	4,477.00
High	4,342.00	4,342.50	0.50	0.0%	4,489.75
Low	4,292.25	4,292.50	0.25	0.0%	4,296.75
Close	4,309.75	4,300.25	-9.50	-0.2%	4,331.50
Range	49.75	50.00	0.25	0.5%	193.00
ATR	64.61	63.57	-1.04	-1.6%	0.00
Volume	235,256	221,674	-13,582	-5.8%	1,400,820

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,461.75	4,431.00	4,327.75
R3	4,411.75	4,381.00	4,314.00
R2	4,361.75	4,361.75	4,309.50
R1	4,331.00	4,331.00	4,304.75	4,321.50
PP	4,311.75	4,311.75	4,311.75	4,307.00
S1	4,281.00	4,281.00	4,295.75	4,271.50
S2	4,261.75	4,261.75	4,291.00
S3	4,211.75	4,231.00	4,286.50
S4	4,161.75	4,181.00	4,272.75

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	4,391.25	4,292.25	99.00	2.3%	62.00	1.4%	8%	False	False	270,285
10	4,501.75	4,292.25	209.50	4.9%	65.00	1.5%	4%	False	False	263,536
20	4,584.50	4,292.25	292.25	6.8%	61.25	1.4%	3%	False	False	239,861
40	4,584.50	4,220.25	364.25	8.5%	60.25	1.4%	22%	False	False	225,333
60	4,584.50	3,856.50	728.00	16.9%	67.25	1.6%	61%	False	False	150,813
80	4,584.50	3,856.50	728.00	16.9%	82.75	1.9%	61%	False	False	113,165
100	4,691.00	3,856.50	834.50	19.4%	82.00	1.9%	53%	False	False	90,545
120	4,719.75	3,856.50	863.25	20.1%	75.75	1.8%	51%	False	False	75,455

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	12.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,555.00
2.618	4,473.50
1.618	4,423.50
1.000	4,392.50
0.618	4,373.50
HIGH	4,342.50
0.618	4,323.50
0.500	4,317.50
0.382	4,311.50
LOW	4,292.50
0.618	4,261.50
1.000	4,242.50
1.618	4,211.50
2.618	4,161.50
4.250	4,080.00

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	4,317.50	4,333.50
PP	4,311.75	4,322.25
S1	4,306.00	4,311.25

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

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