E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	4,571.75	4,561.00	-10.75	-0.2%	4,438.75
High	4,584.50	4,608.25	23.75	0.5%	4,523.25
Low	4,558.50	4,553.50	-5.00	-0.1%	4,365.75
Close	4,561.25	4,590.00	28.75	0.6%	4,517.25
Range	26.00	54.75	28.75	110.6%	157.50
ATR	65.10	64.36	-0.74	-1.1%	0.00
Volume	190,027	191,874	1,847	1.0%	873,943

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,748.25	4,723.75	4,620.00
R3	4,693.50	4,669.00	4,605.00
R2	4,638.75	4,638.75	4,600.00
R1	4,614.25	4,614.25	4,595.00	4,626.50
PP	4,584.00	4,584.00	4,584.00	4,590.00
S1	4,559.50	4,559.50	4,585.00	4,571.75
S2	4,529.25	4,529.25	4,580.00
S3	4,474.50	4,504.75	4,575.00
S4	4,419.75	4,450.00	4,560.00

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	4,608.25	4,439.75	168.50	3.7%	49.50	1.1%	89%	True	False	197,809
10	4,608.25	4,338.50	269.75	5.9%	56.25	1.2%	93%	True	False	204,798
20	4,608.25	4,167.75	440.50	9.6%	74.25	1.6%	96%	True	False	240,960
40	4,608.25	4,167.75	440.50	9.6%	59.50	1.3%	96%	True	False	151,274
60	4,608.25	4,167.75	440.50	9.6%	60.50	1.3%	96%	True	False	100,893
80	4,608.25	4,167.75	440.50	9.6%	59.25	1.3%	96%	True	False	75,692
100	4,608.25	4,101.75	506.50	11.0%	55.50	1.2%	96%	True	False	60,558
120	4,608.25	3,902.00	706.25	15.4%	51.25	1.1%	97%	True	False	50,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,841.00
2.618	4,751.50
1.618	4,696.75
1.000	4,663.00
0.618	4,642.00
HIGH	4,608.25
0.618	4,587.25
0.500	4,581.00
0.382	4,574.50
LOW	4,553.50
0.618	4,519.75
1.000	4,498.75
1.618	4,465.00
2.618	4,410.25
4.250	4,320.75

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	4,587.00	4,585.75
PP	4,584.00	4,581.75
S1	4,581.00	4,577.50

Download as Excel Spreadsheet

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

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