E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	4,658.50	4,691.25	32.75	0.7%	4,580.00
High	4,688.25	4,714.00	25.75	0.5%	4,664.50
Low	4,641.00	4,676.75	35.75	0.8%	4,577.00
Close	4,663.75	4,707.75	44.00	0.9%	4,657.25
Range	47.25	37.25	-10.00	-21.2%	87.50
ATR	53.97	53.71	-0.27	-0.5%	0.00
Volume	209,762	230,410	20,648	9.8%	865,681

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,811.25	4,796.75	4,728.25
R3	4,774.00	4,759.50	4,718.00
R2	4,736.75	4,736.75	4,714.50
R1	4,722.25	4,722.25	4,711.25	4,729.50
PP	4,699.50	4,699.50	4,699.50	4,703.00
S1	4,685.00	4,685.00	4,704.25	4,692.25
S2	4,662.25	4,662.25	4,701.00
S3	4,625.00	4,647.75	4,697.50
S4	4,587.75	4,610.50	4,687.25

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	4,714.00	4,626.75	87.25	1.9%	36.50	0.8%	93%	True	False	184,252
10	4,714.00	4,542.00	172.00	3.7%	42.75	0.9%	96%	True	False	181,559
20	4,714.00	4,268.25	445.75	9.5%	52.25	1.1%	99%	True	False	196,586
40	4,714.00	4,167.75	546.25	11.6%	57.75	1.2%	99%	True	False	191,754
60	4,714.00	4,167.75	546.25	11.6%	57.25	1.2%	99%	True	False	127,940
80	4,714.00	4,167.75	546.25	11.6%	58.00	1.2%	99%	True	False	95,975
100	4,714.00	4,167.75	546.25	11.6%	55.25	1.2%	99%	True	False	76,794
120	4,714.00	3,902.00	812.00	17.2%	51.25	1.1%	99%	True	False	63,996

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	10.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,872.25
2.618	4,811.50
1.618	4,774.25
1.000	4,751.25
0.618	4,737.00
HIGH	4,714.00
0.618	4,699.75
0.500	4,695.50
0.382	4,691.00
LOW	4,676.75
0.618	4,653.75
1.000	4,639.50
1.618	4,616.50
2.618	4,579.25
4.250	4,518.50

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	4,703.50	4,697.75
PP	4,699.50	4,687.50
S1	4,695.50	4,677.50

Download as Excel Spreadsheet

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

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