E-mini NASDAQ-100 Future December 2016

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

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	4,729.00	4,809.50	80.50	1.7%	4,661.25
High	4,823.50	4,819.50	-4.00	-0.1%	4,823.50
Low	4,716.25	4,788.75	72.50	1.5%	4,625.25
Close	4,813.75	4,814.25	0.50	0.0%	4,814.25
Range	107.25	30.75	-76.50	-71.3%	198.25
ATR	56.37	54.54	-1.83	-3.2%	0.00
Volume	343,596	285,889	-57,707	-16.8%	1,902,810

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,899.75	4,887.75	4,831.25
R3	4,869.00	4,857.00	4,822.75
R2	4,838.25	4,838.25	4,820.00
R1	4,826.25	4,826.25	4,817.00	4,832.25
PP	4,807.50	4,807.50	4,807.50	4,810.50
S1	4,795.50	4,795.50	4,811.50	4,801.50
S2	4,776.75	4,776.75	4,808.50
S3	4,746.00	4,764.75	4,805.75
S4	4,715.25	4,734.00	4,797.25

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,349.00	5,280.00	4,923.25
R3	5,150.75	5,081.75	4,868.75
R2	4,952.50	4,952.50	4,850.50
R1	4,883.50	4,883.50	4,832.50	4,918.00
PP	4,754.25	4,754.25	4,754.25	4,771.50
S1	4,685.25	4,685.25	4,796.00	4,719.75
S2	4,556.00	4,556.00	4,778.00
S3	4,357.75	4,487.00	4,759.75
S4	4,159.50	4,288.75	4,705.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,823.50	4,625.25	198.25	4.1%	79.00	1.6%	95%	False	False	380,562
10	4,834.25	4,625.25	209.00	4.3%	69.00	1.4%	90%	False	False	238,754
20	4,834.25	4,625.25	209.00	4.3%	52.25	1.1%	90%	False	False	119,808
40	4,834.25	4,622.00	212.25	4.4%	43.25	0.9%	91%	False	False	59,993
60	4,834.25	4,164.00	670.25	13.9%	51.00	1.1%	97%	False	False	40,016
80	4,834.25	4,164.00	670.25	13.9%	45.50	0.9%	97%	False	False	30,017
100	4,834.25	4,164.00	670.25	13.9%	41.50	0.9%	97%	False	False	24,013
120	4,834.25	4,164.00	670.25	13.9%	38.75	0.8%	97%	False	False	20,011

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.60
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,950.25
2.618	4,900.00
1.618	4,869.25
1.000	4,850.25
0.618	4,838.50
HIGH	4,819.50
0.618	4,807.75
0.500	4,804.00
0.382	4,800.50
LOW	4,788.75
0.618	4,769.75
1.000	4,758.00
1.618	4,739.00
2.618	4,708.25
4.250	4,658.00

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	4,811.00	4,799.50
PP	4,807.50	4,784.75
S1	4,804.00	4,770.00

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

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