E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	4,691.25	4,710.25	19.00	0.4%	4,580.00
High	4,714.00	4,732.00	18.00	0.4%	4,664.50
Low	4,676.75	4,689.50	12.75	0.3%	4,577.00
Close	4,707.75	4,719.75	12.00	0.3%	4,657.25
Range	37.25	42.50	5.25	14.1%	87.50
ATR	53.71	52.91	-0.80	-1.5%	0.00
Volume	230,410	220,001	-10,409	-4.5%	865,681

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,841.25	4,823.00	4,743.00
R3	4,798.75	4,780.50	4,731.50
R2	4,756.25	4,756.25	4,727.50
R1	4,738.00	4,738.00	4,723.75	4,747.00
PP	4,713.75	4,713.75	4,713.75	4,718.25
S1	4,695.50	4,695.50	4,715.75	4,704.50
S2	4,671.25	4,671.25	4,712.00
S3	4,628.75	4,653.00	4,708.00
S4	4,586.25	4,610.50	4,696.50

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	4,732.00	4,628.50	103.50	2.2%	37.75	0.8%	88%	True	False	191,860
10	4,732.00	4,542.00	190.00	4.0%	41.50	0.9%	94%	True	False	184,372
20	4,732.00	4,338.50	393.50	8.3%	48.75	1.0%	97%	True	False	194,585
40	4,732.00	4,167.75	564.25	12.0%	58.00	1.2%	98%	True	False	197,210
60	4,732.00	4,167.75	564.25	12.0%	57.00	1.2%	98%	True	False	131,604
80	4,732.00	4,167.75	564.25	12.0%	58.00	1.2%	98%	True	False	98,725
100	4,732.00	4,167.75	564.25	12.0%	55.50	1.2%	98%	True	False	78,994
120	4,732.00	3,902.00	830.00	17.6%	51.50	1.1%	99%	True	False	65,829

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	11.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,912.50
2.618	4,843.25
1.618	4,800.75
1.000	4,774.50
0.618	4,758.25
HIGH	4,732.00
0.618	4,715.75
0.500	4,710.75
0.382	4,705.75
LOW	4,689.50
0.618	4,663.25
1.000	4,647.00
1.618	4,620.75
2.618	4,578.25
4.250	4,509.00

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	4,716.75	4,708.75
PP	4,713.75	4,697.50
S1	4,710.75	4,686.50

Download as Excel Spreadsheet

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

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