E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	4,799.50	4,798.50	-1.00	0.0%	4,776.75
High	4,803.50	4,806.25	2.75	0.1%	4,803.50
Low	4,765.00	4,783.25	18.25	0.4%	4,758.25
Close	4,797.50	4,802.00	4.50	0.1%	4,797.25
Range	38.50	23.00	-15.50	-40.3%	45.25
ATR	38.95	37.81	-1.14	-2.9%	0.00
Volume	133	78	-55	-41.4%	1,115

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,866.25	4,857.00	4,814.75
R3	4,843.25	4,834.00	4,808.25
R2	4,820.25	4,820.25	4,806.25
R1	4,811.00	4,811.00	4,804.00	4,815.50
PP	4,797.25	4,797.25	4,797.25	4,799.50
S1	4,788.00	4,788.00	4,800.00	4,792.50
S2	4,774.25	4,774.25	4,797.75
S3	4,751.25	4,765.00	4,795.75
S4	4,728.25	4,742.00	4,789.25

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,922.00	4,905.00	4,822.25
R3	4,876.75	4,859.75	4,809.75
R2	4,831.50	4,831.50	4,805.50
R1	4,814.50	4,814.50	4,801.50	4,823.00
PP	4,786.25	4,786.25	4,786.25	4,790.50
S1	4,769.25	4,769.25	4,793.00	4,777.75
S2	4,741.00	4,741.00	4,789.00
S3	4,695.75	4,724.00	4,784.75
S4	4,650.50	4,678.75	4,772.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,827.75	4,765.00	62.75	1.3%	26.00	0.5%	59%	False	False	96
10	4,827.75	4,738.00	89.75	1.9%	31.00	0.6%	71%	False	False	176
20	4,827.75	4,622.00	205.75	4.3%	34.00	0.7%	87%	False	False	178
40	4,827.75	4,164.00	663.75	13.8%	50.25	1.0%	96%	False	False	121
60	4,827.75	4,164.00	663.75	13.8%	43.00	0.9%	96%	False	False	86
80	4,827.75	4,164.00	663.75	13.8%	38.75	0.8%	96%	False	False	65
100	4,827.75	4,164.00	663.75	13.8%	36.00	0.7%	96%	False	False	52
120	4,827.75	4,164.00	663.75	13.8%	32.00	0.7%	96%	False	False	43

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	True
Bear Hook	False
Bull Hook	False
Stretch	6.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,904.00
2.618	4,866.50
1.618	4,843.50
1.000	4,829.25
0.618	4,820.50
HIGH	4,806.25
0.618	4,797.50
0.500	4,794.75
0.382	4,792.00
LOW	4,783.25
0.618	4,769.00
1.000	4,760.25
1.618	4,746.00
2.618	4,723.00
4.250	4,685.50

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	4,799.50	4,798.25
PP	4,797.25	4,794.25
S1	4,794.75	4,790.50

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

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