E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	4,806.75	4,822.75	16.00	0.3%	4,784.75
High	4,835.25	4,824.50	-10.75	-0.2%	4,811.00
Low	4,805.00	4,796.50	-8.50	-0.2%	4,766.25
Close	4,822.75	4,798.50	-24.25	-0.5%	4,804.25
Range	30.25	28.00	-2.25	-7.4%	44.75
ATR	42.81	41.75	-1.06	-2.5%	0.00
Volume	130,170	156,061	25,891	19.9%	687,578

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,890.50	4,872.50	4,814.00
R3	4,862.50	4,844.50	4,806.25
R2	4,834.50	4,834.50	4,803.75
R1	4,816.50	4,816.50	4,801.00	4,811.50
PP	4,806.50	4,806.50	4,806.50	4,804.00
S1	4,788.50	4,788.50	4,796.00	4,783.50
S2	4,778.50	4,778.50	4,793.25
S3	4,750.50	4,760.50	4,790.75
S4	4,722.50	4,732.50	4,783.00

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,928.00	4,911.00	4,828.75
R3	4,883.25	4,866.25	4,816.50
R2	4,838.50	4,838.50	4,812.50
R1	4,821.50	4,821.50	4,808.25	4,830.00
PP	4,793.75	4,793.75	4,793.75	4,798.00
S1	4,776.75	4,776.75	4,800.25	4,785.25
S2	4,749.00	4,749.00	4,796.00
S3	4,704.25	4,732.00	4,792.00
S4	4,659.50	4,687.25	4,779.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,835.25	4,767.25	68.00	1.4%	29.25	0.6%	46%	False	False	141,457
10	4,835.25	4,698.00	137.25	2.9%	33.00	0.7%	73%	False	False	149,323
20	4,835.25	4,597.75	237.50	4.9%	38.00	0.8%	85%	False	False	174,247
40	4,835.25	4,167.75	667.50	13.9%	54.25	1.1%	94%	False	False	201,548
60	4,835.25	4,167.75	667.50	13.9%	51.50	1.1%	94%	False	False	167,584
80	4,835.25	4,167.75	667.50	13.9%	54.25	1.1%	94%	False	False	125,730
100	4,835.25	4,167.75	667.50	13.9%	55.00	1.1%	94%	False	False	100,603
120	4,835.25	4,167.75	667.50	13.9%	52.50	1.1%	94%	False	False	83,841

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	True
Bear Hook	False
Bull Hook	False
Stretch	7.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,943.50
2.618	4,897.75
1.618	4,869.75
1.000	4,852.50
0.618	4,841.75
HIGH	4,824.50
0.618	4,813.75
0.500	4,810.50
0.382	4,807.25
LOW	4,796.50
0.618	4,779.25
1.000	4,768.50
1.618	4,751.25
2.618	4,723.25
4.250	4,677.50

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	4,810.50	4,811.00
PP	4,806.50	4,807.00
S1	4,802.50	4,802.75

Download as Excel Spreadsheet

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

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