E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	4,784.75	4,780.50	-4.25	-0.1%	4,737.50
High	4,800.75	4,807.75	7.00	0.1%	4,797.75
Low	4,766.25	4,777.50	11.25	0.2%	4,681.75
Close	4,779.25	4,791.75	12.50	0.3%	4,783.00
Range	34.50	30.25	-4.25	-12.3%	116.00
ATR	48.70	47.39	-1.32	-2.7%	0.00
Volume	132,186	134,336	2,150	1.6%	980,203

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,883.00	4,867.75	4,808.50
R3	4,852.75	4,837.50	4,800.00
R2	4,822.50	4,822.50	4,797.25
R1	4,807.25	4,807.25	4,794.50	4,815.00
PP	4,792.25	4,792.25	4,792.25	4,796.25
S1	4,777.00	4,777.00	4,789.00	4,784.50
S2	4,762.00	4,762.00	4,786.25
S3	4,731.75	4,746.75	4,783.50
S4	4,701.50	4,716.50	4,775.00

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	4,807.75	4,698.00	109.75	2.3%	36.75	0.8%	85%	True	False	157,189
10	4,807.75	4,676.75	131.00	2.7%	40.75	0.9%	88%	True	False	190,449
20	4,807.75	4,542.00	265.75	5.5%	41.25	0.9%	94%	True	False	183,985
40	4,807.75	4,167.75	640.00	13.4%	58.00	1.2%	98%	True	False	217,144
60	4,807.75	4,167.75	640.00	13.4%	55.00	1.1%	98%	True	False	155,820
80	4,807.75	4,167.75	640.00	13.4%	56.50	1.2%	98%	True	False	116,895
100	4,807.75	4,167.75	640.00	13.4%	55.50	1.2%	98%	True	False	93,533
120	4,807.75	4,101.75	706.00	14.7%	52.75	1.1%	98%	True	False	77,947

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.50
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,936.25
2.618	4,887.00
1.618	4,856.75
1.000	4,838.00
0.618	4,826.50
HIGH	4,807.75
0.618	4,796.25
0.500	4,792.50
0.382	4,789.00
LOW	4,777.50
0.618	4,758.75
1.000	4,747.25
1.618	4,728.50
2.618	4,698.25
4.250	4,649.00

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	4,792.50	4,786.25
PP	4,792.25	4,780.75
S1	4,792.00	4,775.00

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

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