E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	4,794.00	4,823.75	29.75	0.6%	4,777.75
High	4,825.50	4,834.25	8.75	0.2%	4,812.00
Low	4,777.50	4,808.50	31.00	0.6%	4,744.50
Close	4,821.75	4,824.25	2.50	0.1%	4,789.75
Range	48.00	25.75	-22.25	-46.4%	67.50
ATR	38.13	37.24	-0.88	-2.3%	0.00
Volume	4,000	17,811	13,811	345.3%	6,749

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,899.50	4,887.75	4,838.50
R3	4,873.75	4,862.00	4,831.25
R2	4,848.00	4,848.00	4,829.00
R1	4,836.25	4,836.25	4,826.50	4,842.00
PP	4,822.25	4,822.25	4,822.25	4,825.25
S1	4,810.50	4,810.50	4,822.00	4,816.50
S2	4,796.50	4,796.50	4,819.50
S3	4,770.75	4,784.75	4,817.25
S4	4,745.00	4,759.00	4,810.00

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,984.50	4,954.75	4,827.00
R3	4,917.00	4,887.25	4,808.25
R2	4,849.50	4,849.50	4,802.00
R1	4,819.75	4,819.75	4,796.00	4,834.50
PP	4,782.00	4,782.00	4,782.00	4,789.50
S1	4,752.25	4,752.25	4,783.50	4,767.00
S2	4,714.50	4,714.50	4,777.50
S3	4,647.00	4,684.75	4,771.25
S4	4,579.50	4,617.25	4,752.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,834.25	4,744.50	89.75	1.9%	37.25	0.8%	89%	True	False	5,335
10	4,834.25	4,744.50	89.75	1.9%	38.75	0.8%	89%	True	False	3,121
20	4,834.25	4,744.50	89.75	1.9%	33.50	0.7%	89%	True	False	1,667
40	4,834.25	4,546.25	288.00	6.0%	35.75	0.7%	97%	True	False	913
60	4,834.25	4,164.00	670.25	13.9%	46.75	1.0%	99%	True	False	628
80	4,834.25	4,164.00	670.25	13.9%	40.50	0.8%	99%	True	False	472
100	4,834.25	4,164.00	670.25	13.9%	37.50	0.8%	99%	True	False	377
120	4,834.25	4,164.00	670.25	13.9%	35.50	0.7%	99%	True	False	315

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	False
Bear Hook	False
Bull Hook	False
Stretch	10.80
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,943.75
2.618	4,901.75
1.618	4,876.00
1.000	4,860.00
0.618	4,850.25
HIGH	4,834.25
0.618	4,824.50
0.500	4,821.50
0.382	4,818.25
LOW	4,808.50
0.618	4,792.50
1.000	4,782.75
1.618	4,766.75
2.618	4,741.00
4.250	4,699.00

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	4,823.25	4,816.75
PP	4,822.25	4,809.25
S1	4,821.50	4,801.50

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

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