E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	4,609.50	4,609.00	-0.50	0.0%	4,519.50
High	4,611.25	4,659.00	47.75	1.0%	4,608.25
Low	4,588.25	4,597.75	9.50	0.2%	4,515.75
Close	4,606.50	4,650.50	44.00	1.0%	4,579.25
Range	23.00	61.25	38.25	166.3%	92.50
ATR	59.93	60.03	0.09	0.2%	0.00
Volume	165,175	182,311	17,136	10.4%	926,136

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,819.50	4,796.25	4,684.25
R3	4,758.25	4,735.00	4,667.25
R2	4,697.00	4,697.00	4,661.75
R1	4,673.75	4,673.75	4,656.00	4,685.50
PP	4,635.75	4,635.75	4,635.75	4,641.50
S1	4,612.50	4,612.50	4,645.00	4,624.00
S2	4,574.50	4,574.50	4,639.25
S3	4,513.25	4,551.25	4,633.75
S4	4,452.00	4,490.00	4,616.75

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	4,659.00	4,542.00	117.00	2.5%	49.00	1.1%	93%	True	False	178,867
10	4,659.00	4,427.50	231.50	5.0%	47.25	1.0%	96%	True	False	187,637
20	4,659.00	4,167.75	491.25	10.6%	72.25	1.6%	98%	True	False	228,239
40	4,659.00	4,167.75	491.25	10.6%	59.25	1.3%	98%	True	False	168,809
60	4,659.00	4,167.75	491.25	10.6%	60.25	1.3%	98%	True	False	112,595
80	4,659.00	4,167.75	491.25	10.6%	59.50	1.3%	98%	True	False	84,470
100	4,659.00	4,167.75	491.25	10.6%	55.75	1.2%	98%	True	False	67,582
120	4,659.00	3,902.00	757.00	16.3%	51.25	1.1%	99%	True	False	56,319

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	8.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,919.25
2.618	4,819.25
1.618	4,758.00
1.000	4,720.25
0.618	4,696.75
HIGH	4,659.00
0.618	4,635.50
0.500	4,628.50
0.382	4,621.25
LOW	4,597.75
0.618	4,560.00
1.000	4,536.50
1.618	4,498.75
2.618	4,437.50
4.250	4,337.50

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	4,643.00	4,639.75
PP	4,635.75	4,628.75
S1	4,628.50	4,618.00

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

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