E-mini NASDAQ-100 Future September 2016

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

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	4,580.00	4,609.50	29.50	0.6%	4,519.50
High	4,621.75	4,611.25	-10.50	-0.2%	4,608.25
Low	4,577.00	4,588.25	11.25	0.2%	4,515.75
Close	4,608.25	4,606.50	-1.75	0.0%	4,579.25
Range	44.75	23.00	-21.75	-48.6%	92.50
ATR	62.77	59.93	-2.84	-4.5%	0.00
Volume	183,261	165,175	-18,086	-9.9%	926,136

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,671.00	4,661.75	4,619.25
R3	4,648.00	4,638.75	4,612.75
R2	4,625.00	4,625.00	4,610.75
R1	4,615.75	4,615.75	4,608.50	4,609.00
PP	4,602.00	4,602.00	4,602.00	4,598.50
S1	4,592.75	4,592.75	4,604.50	4,586.00
S2	4,579.00	4,579.00	4,602.25
S3	4,556.00	4,569.75	4,600.25
S4	4,533.00	4,546.75	4,593.75

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,845.25	4,804.75	4,630.00
R3	4,752.75	4,712.25	4,604.75
R2	4,660.25	4,660.25	4,596.25
R1	4,619.75	4,619.75	4,587.75	4,640.00
PP	4,567.75	4,567.75	4,567.75	4,578.00
S1	4,527.25	4,527.25	4,570.75	4,547.50
S2	4,475.25	4,475.25	4,562.25
S3	4,382.75	4,434.75	4,553.75
S4	4,290.25	4,342.25	4,528.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,621.75	4,542.00	79.75	1.7%	42.00	0.9%	81%	False	False	180,410
10	4,621.75	4,365.75	256.00	5.6%	48.50	1.1%	94%	False	False	194,785
20	4,621.75	4,167.75	454.00	9.9%	70.50	1.5%	97%	False	False	228,849
40	4,621.75	4,167.75	454.00	9.9%	58.50	1.3%	97%	False	False	164,253
60	4,621.75	4,167.75	454.00	9.9%	59.75	1.3%	97%	False	False	109,558
80	4,621.75	4,167.75	454.00	9.9%	59.25	1.3%	97%	False	False	82,192
100	4,621.75	4,167.75	454.00	9.9%	55.50	1.2%	97%	False	False	65,759
120	4,621.75	3,902.00	719.75	15.6%	51.25	1.1%	98%	False	False	54,800

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.70
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	4,709.00
2.618	4,671.50
1.618	4,648.50
1.000	4,634.25
0.618	4,625.50
HIGH	4,611.25
0.618	4,602.50
0.500	4,599.75
0.382	4,597.00
LOW	4,588.25
0.618	4,574.00
1.000	4,565.25
1.618	4,551.00
2.618	4,528.00
4.250	4,490.50

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	4,604.25	4,598.25
PP	4,602.00	4,590.00
S1	4,599.75	4,582.00

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

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