E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	4,552.75	4,571.75	19.00	0.4%	4,438.75
High	4,582.00	4,584.50	2.50	0.1%	4,523.25
Low	4,546.75	4,558.50	11.75	0.3%	4,365.75
Close	4,569.75	4,561.25	-8.50	-0.2%	4,517.25
Range	35.25	26.00	-9.25	-26.2%	157.50
ATR	68.11	65.10	-3.01	-4.4%	0.00
Volume	190,097	190,027	-70	0.0%	873,943

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,646.00	4,629.75	4,575.50
R3	4,620.00	4,603.75	4,568.50
R2	4,594.00	4,594.00	4,566.00
R1	4,577.75	4,577.75	4,563.75	4,573.00
PP	4,568.00	4,568.00	4,568.00	4,565.75
S1	4,551.75	4,551.75	4,558.75	4,547.00
S2	4,542.00	4,542.00	4,556.50
S3	4,516.00	4,525.75	4,554.00
S4	4,490.00	4,499.75	4,547.00

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	4,584.50	4,427.50	157.00	3.4%	45.25	1.0%	85%	True	False	196,408
10	4,584.50	4,268.25	316.25	6.9%	62.00	1.4%	93%	True	False	211,612
20	4,584.50	4,167.75	416.75	9.1%	73.50	1.6%	94%	True	False	243,645
40	4,584.50	4,167.75	416.75	9.1%	60.25	1.3%	94%	True	False	146,483
60	4,584.50	4,167.75	416.75	9.1%	61.00	1.3%	94%	True	False	97,698
80	4,584.50	4,167.75	416.75	9.1%	59.00	1.3%	94%	True	False	73,294
100	4,584.50	4,101.75	482.75	10.6%	55.50	1.2%	95%	True	False	58,639
120	4,584.50	3,902.00	682.50	15.0%	51.00	1.1%	97%	True	False	48,866

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.83
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	4,695.00
2.618	4,652.50
1.618	4,626.50
1.000	4,610.50
0.618	4,600.50
HIGH	4,584.50
0.618	4,574.50
0.500	4,571.50
0.382	4,568.50
LOW	4,558.50
0.618	4,542.50
1.000	4,532.50
1.618	4,516.50
2.618	4,490.50
4.250	4,448.00

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	4,571.50	4,557.50
PP	4,568.00	4,553.75
S1	4,564.75	4,550.00

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

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