E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	4,745.00	4,784.75	39.75	0.8%	4,737.50
High	4,797.75	4,800.75	3.00	0.1%	4,797.75
Low	4,742.50	4,766.25	23.75	0.5%	4,681.75
Close	4,783.00	4,779.25	-3.75	-0.1%	4,783.00
Range	55.25	34.50	-20.75	-37.6%	116.00
ATR	49.80	48.70	-1.09	-2.2%	0.00
Volume	180,947	132,186	-48,761	-26.9%	980,203

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,885.50	4,867.00	4,798.25
R3	4,851.00	4,832.50	4,788.75
R2	4,816.50	4,816.50	4,785.50
R1	4,798.00	4,798.00	4,782.50	4,790.00
PP	4,782.00	4,782.00	4,782.00	4,778.00
S1	4,763.50	4,763.50	4,776.00	4,755.50
S2	4,747.50	4,747.50	4,773.00
S3	4,713.00	4,729.00	4,769.75
S4	4,678.50	4,694.50	4,760.25

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,102.25	5,058.50	4,846.75
R3	4,986.25	4,942.50	4,815.00
R2	4,870.25	4,870.25	4,804.25
R1	4,826.50	4,826.50	4,793.75	4,848.50
PP	4,754.25	4,754.25	4,754.25	4,765.00
S1	4,710.50	4,710.50	4,772.25	4,732.50
S2	4,638.25	4,638.25	4,761.75
S3	4,522.25	4,594.50	4,751.00
S4	4,406.25	4,478.50	4,719.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,800.75	4,681.75	119.00	2.5%	46.25	1.0%	82%	True	False	182,574
10	4,800.75	4,641.00	159.75	3.3%	42.50	0.9%	87%	True	False	197,992
20	4,800.75	4,542.00	258.75	5.4%	41.50	0.9%	92%	True	False	186,773
40	4,800.75	4,167.75	633.00	13.2%	58.25	1.2%	97%	True	False	221,744
60	4,800.75	4,167.75	633.00	13.2%	55.50	1.2%	97%	True	False	153,583
80	4,800.75	4,167.75	633.00	13.2%	56.50	1.2%	97%	True	False	115,216
100	4,800.75	4,167.75	633.00	13.2%	55.75	1.2%	97%	True	False	92,190
120	4,800.75	4,101.75	699.00	14.6%	52.50	1.1%	97%	True	False	76,827

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	12.95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,947.50
2.618	4,891.00
1.618	4,856.50
1.000	4,835.25
0.618	4,822.00
HIGH	4,800.75
0.618	4,787.50
0.500	4,783.50
0.382	4,779.50
LOW	4,766.25
0.618	4,745.00
1.000	4,731.75
1.618	4,710.50
2.618	4,676.00
4.250	4,619.50

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	4,783.50	4,772.00
PP	4,782.00	4,765.00
S1	4,780.75	4,758.00

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

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