E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	4,777.00	4,779.50	2.50	0.1%	4,799.50
High	4,787.00	4,810.75	23.75	0.5%	4,829.50
Low	4,762.75	4,752.00	-10.75	-0.2%	4,752.00
Close	4,776.25	4,779.75	3.50	0.1%	4,779.75
Range	24.25	58.75	34.50	142.3%	77.50
ATR	36.11	37.72	1.62	4.5%	0.00
Volume	574	1,139	565	98.4%	3,611

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,957.00	4,927.25	4,812.00
R3	4,898.25	4,868.50	4,796.00
R2	4,839.50	4,839.50	4,790.50
R1	4,809.75	4,809.75	4,785.25	4,824.50
PP	4,780.75	4,780.75	4,780.75	4,788.25
S1	4,751.00	4,751.00	4,774.25	4,766.00
S2	4,722.00	4,722.00	4,769.00
S3	4,663.25	4,692.25	4,763.50
S4	4,604.50	4,633.50	4,747.50

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,019.50	4,977.25	4,822.50
R3	4,942.00	4,899.75	4,801.00
R2	4,864.50	4,864.50	4,794.00
R1	4,822.25	4,822.25	4,786.75	4,804.50
PP	4,787.00	4,787.00	4,787.00	4,778.25
S1	4,744.75	4,744.75	4,772.75	4,727.00
S2	4,709.50	4,709.50	4,765.50
S3	4,632.00	4,667.25	4,758.50
S4	4,554.50	4,589.75	4,737.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,829.50	4,752.00	77.50	1.6%	37.75	0.8%	36%	False	True	722
10	4,829.50	4,752.00	77.50	1.6%	33.25	0.7%	36%	False	True	438
20	4,829.50	4,674.50	155.00	3.2%	35.00	0.7%	68%	False	False	335
40	4,829.50	4,358.25	471.25	9.9%	38.50	0.8%	89%	False	False	208
60	4,829.50	4,164.00	665.50	13.9%	45.50	1.0%	93%	False	False	153
80	4,829.50	4,164.00	665.50	13.9%	40.50	0.8%	93%	False	False	115
100	4,829.50	4,164.00	665.50	13.9%	37.00	0.8%	93%	False	False	92
120	4,829.50	4,164.00	665.50	13.9%	33.75	0.7%	93%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.63
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5,060.50
2.618	4,964.50
1.618	4,905.75
1.000	4,869.50
0.618	4,847.00
HIGH	4,810.75
0.618	4,788.25
0.500	4,781.50
0.382	4,774.50
LOW	4,752.00
0.618	4,715.75
1.000	4,693.25
1.618	4,657.00
2.618	4,598.25
4.250	4,502.25

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	4,781.50	4,784.50
PP	4,780.75	4,782.75
S1	4,780.25	4,781.25

Download as Excel Spreadsheet

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

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