E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	4,710.25	4,731.75	21.50	0.5%	4,659.25
High	4,732.00	4,736.50	4.50	0.1%	4,736.50
Low	4,689.50	4,709.00	19.50	0.4%	4,641.00
Close	4,719.75	4,726.75	7.00	0.1%	4,726.75
Range	42.50	27.50	-15.00	-35.3%	95.50
ATR	52.91	51.09	-1.81	-3.4%	0.00
Volume	220,001	207,360	-12,641	-5.7%	1,013,687

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,806.50	4,794.25	4,742.00
R3	4,779.00	4,766.75	4,734.25
R2	4,751.50	4,751.50	4,731.75
R1	4,739.25	4,739.25	4,729.25	4,731.50
PP	4,724.00	4,724.00	4,724.00	4,720.25
S1	4,711.75	4,711.75	4,724.25	4,704.00
S2	4,696.50	4,696.50	4,721.75
S3	4,669.00	4,684.25	4,719.25
S4	4,641.50	4,656.75	4,711.50

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,988.00	4,952.75	4,779.25
R3	4,892.50	4,857.25	4,753.00
R2	4,797.00	4,797.00	4,744.25
R1	4,761.75	4,761.75	4,735.50	4,779.50
PP	4,701.50	4,701.50	4,701.50	4,710.25
S1	4,666.25	4,666.25	4,718.00	4,684.00
S2	4,606.00	4,606.00	4,709.25
S3	4,510.50	4,570.75	4,700.50
S4	4,415.00	4,475.25	4,674.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,736.50	4,641.00	95.50	2.0%	36.00	0.8%	90%	True	False	202,737
10	4,736.50	4,577.00	159.50	3.4%	38.00	0.8%	94%	True	False	187,936
20	4,736.50	4,365.75	370.75	7.8%	46.50	1.0%	97%	True	False	192,805
40	4,736.50	4,167.75	568.75	12.0%	57.50	1.2%	98%	True	False	202,354
60	4,736.50	4,167.75	568.75	12.0%	56.75	1.2%	98%	True	False	135,059
80	4,736.50	4,167.75	568.75	12.0%	57.50	1.2%	98%	True	False	101,316
100	4,736.50	4,167.75	568.75	12.0%	55.50	1.2%	98%	True	False	81,067
120	4,736.50	3,902.00	834.50	17.7%	51.50	1.1%	99%	True	False	67,557

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,853.50
2.618	4,808.50
1.618	4,781.00
1.000	4,764.00
0.618	4,753.50
HIGH	4,736.50
0.618	4,726.00
0.500	4,722.75
0.382	4,719.50
LOW	4,709.00
0.618	4,692.00
1.000	4,681.50
1.618	4,664.50
2.618	4,637.00
4.250	4,592.00

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	4,725.50	4,720.00
PP	4,724.00	4,713.25
S1	4,722.75	4,706.50

Download as Excel Spreadsheet

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

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