E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	4,638.50	4,659.25	20.75	0.4%	4,580.00
High	4,664.50	4,669.50	5.00	0.1%	4,664.50
Low	4,628.50	4,643.50	15.00	0.3%	4,577.00
Close	4,657.25	4,653.75	-3.50	-0.1%	4,657.25
Range	36.00	26.00	-10.00	-27.8%	87.50
ATR	56.68	54.49	-2.19	-3.9%	0.00
Volume	152,974	146,154	-6,820	-4.5%	865,681

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,733.50	4,719.75	4,668.00
R3	4,707.50	4,693.75	4,661.00
R2	4,681.50	4,681.50	4,658.50
R1	4,667.75	4,667.75	4,656.25	4,661.50
PP	4,655.50	4,655.50	4,655.50	4,652.50
S1	4,641.75	4,641.75	4,651.25	4,635.50
S2	4,629.50	4,629.50	4,649.00
S3	4,603.50	4,615.75	4,646.50
S4	4,577.50	4,589.75	4,639.50

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,895.50	4,863.75	4,705.50
R3	4,808.00	4,776.25	4,681.25
R2	4,720.50	4,720.50	4,673.25
R1	4,688.75	4,688.75	4,665.25	4,704.50
PP	4,633.00	4,633.00	4,633.00	4,640.75
S1	4,601.25	4,601.25	4,649.25	4,617.00
S2	4,545.50	4,545.50	4,641.25
S3	4,458.00	4,513.75	4,633.25
S4	4,370.50	4,426.25	4,609.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,669.50	4,588.25	81.25	1.7%	36.25	0.8%	81%	True	False	165,714
10	4,669.50	4,542.00	127.50	2.7%	40.50	0.9%	88%	True	False	175,554
20	4,669.50	4,167.75	501.75	10.8%	58.50	1.3%	97%	True	False	208,153
40	4,669.50	4,167.75	501.75	10.8%	57.00	1.2%	97%	True	False	180,788
60	4,669.50	4,167.75	501.75	10.8%	58.25	1.3%	97%	True	False	120,607
80	4,669.50	4,167.75	501.75	10.8%	58.50	1.3%	97%	True	False	90,478
100	4,669.50	4,167.75	501.75	10.8%	54.75	1.2%	97%	True	False	72,393
120	4,669.50	3,902.00	767.50	16.5%	51.25	1.1%	98%	True	False	60,328

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.93
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,780.00
2.618	4,737.50
1.618	4,711.50
1.000	4,695.50
0.618	4,685.50
HIGH	4,669.50
0.618	4,659.50
0.500	4,656.50
0.382	4,653.50
LOW	4,643.50
0.618	4,627.50
1.000	4,617.50
1.618	4,601.50
2.618	4,575.50
4.250	4,533.00

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	4,656.50	4,652.00
PP	4,655.50	4,650.00
S1	4,654.75	4,648.00

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

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