E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	4,176.25	4,281.25	105.00	2.5%	4,383.00
High	4,284.50	4,380.00	95.50	2.2%	4,494.00
Low	4,176.00	4,268.25	92.25	2.2%	4,234.50
Close	4,281.00	4,362.75	81.75	1.9%	4,262.25
Range	108.50	111.75	3.25	3.0%	259.50
ATR	73.09	75.85	2.76	3.8%	0.00
Volume	258,268	260,013	1,745	0.7%	1,272,750

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,672.25	4,629.25	4,424.25
R3	4,560.50	4,517.50	4,393.50
R2	4,448.75	4,448.75	4,383.25
R1	4,405.75	4,405.75	4,373.00	4,427.25
PP	4,337.00	4,337.00	4,337.00	4,347.75
S1	4,294.00	4,294.00	4,352.50	4,315.50
S2	4,225.25	4,225.25	4,342.25
S3	4,113.50	4,182.25	4,332.00
S4	4,001.75	4,070.50	4,301.25

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,108.75	4,945.00	4,405.00
R3	4,849.25	4,685.50	4,333.50
R2	4,589.75	4,589.75	4,309.75
R1	4,426.00	4,426.00	4,286.00	4,378.00
PP	4,330.25	4,330.25	4,330.25	4,306.25
S1	4,166.50	4,166.50	4,238.50	4,118.50
S2	4,070.75	4,070.75	4,214.75
S3	3,811.25	3,907.00	4,191.00
S4	3,551.75	3,647.50	4,119.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,494.00	4,167.75	326.25	7.5%	130.25	3.0%	60%	False	False	324,734
10	4,494.00	4,167.75	326.25	7.5%	92.25	2.1%	60%	False	False	277,123
20	4,537.25	4,167.75	369.50	8.5%	67.25	1.5%	53%	False	False	199,836
40	4,537.25	4,167.75	369.50	8.5%	61.00	1.4%	53%	False	False	100,114
60	4,576.50	4,167.75	408.75	9.4%	61.00	1.4%	48%	False	False	66,771
80	4,576.50	4,167.75	408.75	9.4%	57.00	1.3%	48%	False	False	50,096
100	4,576.50	3,902.00	674.50	15.5%	52.25	1.2%	68%	False	False	40,078
120	4,576.50	3,902.00	674.50	15.5%	53.75	1.2%	68%	False	False	33,398

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	9.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,855.00
2.618	4,672.50
1.618	4,560.75
1.000	4,491.75
0.618	4,449.00
HIGH	4,380.00
0.618	4,337.25
0.500	4,324.00
0.382	4,311.00
LOW	4,268.25
0.618	4,199.25
1.000	4,156.50
1.618	4,087.50
2.618	3,975.75
4.250	3,793.25

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	4,350.00	4,333.00
PP	4,337.00	4,303.50
S1	4,324.00	4,274.00

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

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