E-mini NASDAQ-100 Future September 2016

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

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	4,519.50	4,552.75	33.25	0.7%	4,438.75
High	4,563.50	4,582.00	18.50	0.4%	4,523.25
Low	4,515.75	4,546.75	31.00	0.7%	4,365.75
Close	4,549.50	4,569.75	20.25	0.4%	4,517.25
Range	47.75	35.25	-12.50	-26.2%	157.50
ATR	70.64	68.11	-2.53	-3.6%	0.00
Volume	182,422	190,097	7,675	4.2%	873,943

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,672.00	4,656.00	4,589.25
R3	4,636.75	4,620.75	4,579.50
R2	4,601.50	4,601.50	4,576.25
R1	4,585.50	4,585.50	4,573.00	4,593.50
PP	4,566.25	4,566.25	4,566.25	4,570.00
S1	4,550.25	4,550.25	4,566.50	4,558.25
S2	4,531.00	4,531.00	4,563.25
S3	4,495.75	4,515.00	4,560.00
S4	4,460.50	4,479.75	4,550.25

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,941.25	4,886.75	4,604.00
R3	4,783.75	4,729.25	4,560.50
R2	4,626.25	4,626.25	4,546.00
R1	4,571.75	4,571.75	4,531.75	4,599.00
PP	4,468.75	4,468.75	4,468.75	4,482.50
S1	4,414.25	4,414.25	4,502.75	4,441.50
S2	4,311.25	4,311.25	4,488.50
S3	4,153.75	4,256.75	4,474.00
S4	3,996.25	4,099.25	4,430.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,582.00	4,365.75	216.25	4.7%	55.00	1.2%	94%	True	False	209,161
10	4,582.00	4,176.00	406.00	8.9%	70.00	1.5%	97%	True	False	218,436
20	4,582.00	4,167.75	414.25	9.1%	74.50	1.6%	97%	True	False	250,303
40	4,582.00	4,167.75	414.25	9.1%	62.00	1.4%	97%	True	False	141,737
60	4,582.00	4,167.75	414.25	9.1%	61.50	1.3%	97%	True	False	94,532
80	4,582.00	4,167.75	414.25	9.1%	59.00	1.3%	97%	True	False	70,920
100	4,582.00	4,101.75	480.25	10.5%	55.25	1.2%	97%	True	False	56,739
120	4,582.00	3,902.00	680.00	14.9%	51.25	1.1%	98%	True	False	47,282

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	13.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,731.75
2.618	4,674.25
1.618	4,639.00
1.000	4,617.25
0.618	4,603.75
HIGH	4,582.00
0.618	4,568.50
0.500	4,564.50
0.382	4,560.25
LOW	4,546.75
0.618	4,525.00
1.000	4,511.50
1.618	4,489.75
2.618	4,454.50
4.250	4,397.00

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	4,568.00	4,550.00
PP	4,566.25	4,530.50
S1	4,564.50	4,511.00

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

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