E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	4,321.00	4,337.75	16.75	0.4%	4,329.75
High	4,359.00	4,340.75	-18.25	-0.4%	4,403.00
Low	4,301.00	4,280.75	-20.25	-0.5%	4,303.75
Close	4,332.25	4,317.25	-15.00	-0.3%	4,324.00
Range	58.00	60.00	2.00	3.4%	99.25
ATR	65.19	64.82	-0.37	-0.6%	0.00
Volume	305,289	272,694	-32,595	-10.7%	1,131,129

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,493.00	4,465.00	4,350.25
R3	4,433.00	4,405.00	4,333.75
R2	4,373.00	4,373.00	4,328.25
R1	4,345.00	4,345.00	4,322.75	4,329.00
PP	4,313.00	4,313.00	4,313.00	4,305.00
S1	4,285.00	4,285.00	4,311.75	4,269.00
S2	4,253.00	4,253.00	4,306.25
S3	4,193.00	4,225.00	4,300.75
S4	4,133.00	4,165.00	4,284.25

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,641.25	4,582.00	4,378.50
R3	4,542.00	4,482.75	4,351.25
R2	4,442.75	4,442.75	4,342.25
R1	4,383.50	4,383.50	4,333.00	4,363.50
PP	4,343.50	4,343.50	4,343.50	4,333.50
S1	4,284.25	4,284.25	4,315.00	4,264.25
S2	4,244.25	4,244.25	4,305.75
S3	4,145.00	4,185.00	4,296.75
S4	4,045.75	4,085.75	4,269.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,393.75	4,280.75	113.00	2.6%	69.50	1.6%	32%	False	True	256,533
10	4,403.00	4,271.00	132.00	3.1%	65.25	1.5%	35%	False	False	242,660
20	4,501.75	4,271.00	230.75	5.3%	65.25	1.5%	20%	False	False	253,098
40	4,584.50	4,271.00	313.50	7.3%	61.75	1.4%	15%	False	False	233,834
60	4,584.50	4,162.25	422.25	9.8%	62.75	1.5%	37%	False	False	191,176
80	4,584.50	3,856.50	728.00	16.9%	72.75	1.7%	63%	False	False	143,471
100	4,691.00	3,856.50	834.50	19.3%	82.00	1.9%	55%	False	False	114,808
120	4,719.75	3,856.50	863.25	20.0%	77.75	1.8%	53%	False	False	95,676

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	16.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,595.75
2.618	4,497.75
1.618	4,437.75
1.000	4,400.75
0.618	4,377.75
HIGH	4,340.75
0.618	4,317.75
0.500	4,310.75
0.382	4,303.75
LOW	4,280.75
0.618	4,243.75
1.000	4,220.75
1.618	4,183.75
2.618	4,123.75
4.250	4,025.75

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	4,315.00	4,337.25
PP	4,313.00	4,330.50
S1	4,310.75	4,324.00

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

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