E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 12-May-2016

Day Change Summary
	Previous	Current
	11-May-2016	12-May-2016	Change	Change %	Previous Week
Open	4,394.25	4,352.50	-41.75	-1.0%	4,337.00
High	4,403.00	4,381.75	-21.25	-0.5%	4,378.50
Low	4,350.75	4,305.75	-45.00	-1.0%	4,271.00
Close	4,351.50	4,334.75	-16.75	-0.4%	4,328.25
Range	52.25	76.00	23.75	45.5%	107.50
ATR	61.93	62.93	1.01	1.6%	0.00
Volume	208,025	262,049	54,024	26.0%	1,211,687

Daily Pivots for day following 12-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,568.75	4,527.75	4,376.50
R3	4,492.75	4,451.75	4,355.75
R2	4,416.75	4,416.75	4,348.75
R1	4,375.75	4,375.75	4,341.75	4,358.25
PP	4,340.75	4,340.75	4,340.75	4,332.00
S1	4,299.75	4,299.75	4,327.75	4,282.25
S2	4,264.75	4,264.75	4,320.75
S3	4,188.75	4,223.75	4,313.75
S4	4,112.75	4,147.75	4,293.00

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,648.50	4,595.75	4,387.50
R3	4,541.00	4,488.25	4,357.75
R2	4,433.50	4,433.50	4,348.00
R1	4,380.75	4,380.75	4,338.00	4,353.50
PP	4,326.00	4,326.00	4,326.00	4,312.25
S1	4,273.25	4,273.25	4,318.50	4,246.00
S2	4,218.50	4,218.50	4,308.50
S3	4,111.00	4,165.75	4,298.75
S4	4,003.50	4,058.25	4,269.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,403.00	4,271.00	132.00	3.0%	61.00	1.4%	48%	False	False	228,787
10	4,403.00	4,271.00	132.00	3.0%	61.50	1.4%	48%	False	False	249,536
20	4,584.50	4,271.00	313.50	7.2%	61.75	1.4%	20%	False	False	241,029
40	4,584.50	4,271.00	313.50	7.2%	59.25	1.4%	20%	False	False	228,824
60	4,584.50	4,076.50	508.00	11.7%	63.75	1.5%	51%	False	False	169,852
80	4,584.50	3,856.50	728.00	16.8%	76.75	1.8%	66%	False	False	127,455
100	4,691.00	3,856.50	834.50	19.3%	80.75	1.9%	57%	False	False	101,984
120	4,719.75	3,856.50	863.25	19.9%	75.75	1.7%	55%	False	False	84,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.05
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,704.75
2.618	4,580.75
1.618	4,504.75
1.000	4,457.75
0.618	4,428.75
HIGH	4,381.75
0.618	4,352.75
0.500	4,343.75
0.382	4,334.75
LOW	4,305.75
0.618	4,258.75
1.000	4,229.75
1.618	4,182.75
2.618	4,106.75
4.250	3,982.75

Fisher Pivots for day following 12-May-2016
Pivot	1 day	3 day
R1	4,343.75	4,354.50
PP	4,340.75	4,347.75
S1	4,337.75	4,341.25

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

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