E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	4,849.00	4,887.25	38.25	0.8%	4,814.75
High	4,892.25	4,889.75	-2.50	-0.1%	4,892.25
Low	4,842.75	4,848.25	5.50	0.1%	4,782.50
Close	4,886.25	4,856.50	-29.75	-0.6%	4,856.50
Range	49.50	41.50	-8.00	-16.2%	109.75
ATR	53.73	52.85	-0.87	-1.6%	0.00
Volume	196,512	197,323	811	0.4%	1,115,124

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,989.25	4,964.50	4,879.25
R3	4,947.75	4,923.00	4,868.00
R2	4,906.25	4,906.25	4,864.00
R1	4,881.50	4,881.50	4,860.25	4,873.00
PP	4,864.75	4,864.75	4,864.75	4,860.75
S1	4,840.00	4,840.00	4,852.75	4,831.50
S2	4,823.25	4,823.25	4,849.00
S3	4,781.75	4,798.50	4,845.00
S4	4,740.25	4,757.00	4,833.75

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,173.00	5,124.50	4,916.75
R3	5,063.25	5,014.75	4,886.75
R2	4,953.50	4,953.50	4,876.50
R1	4,905.00	4,905.00	4,866.50	4,929.25
PP	4,843.75	4,843.75	4,843.75	4,856.00
S1	4,795.25	4,795.25	4,846.50	4,819.50
S2	4,734.00	4,734.00	4,836.50
S3	4,624.25	4,685.50	4,826.25
S4	4,514.50	4,575.75	4,796.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,892.25	4,782.50	109.75	2.3%	49.25	1.0%	67%	False	False	223,024
10	4,892.25	4,625.25	267.00	5.5%	64.00	1.3%	87%	False	False	301,793
20	4,892.25	4,625.25	267.00	5.5%	56.50	1.2%	87%	False	False	175,422
40	4,892.25	4,625.25	267.00	5.5%	45.00	0.9%	87%	False	False	87,853
60	4,892.25	4,333.50	558.75	11.5%	44.75	0.9%	94%	False	False	58,594
80	4,892.25	4,164.00	728.25	15.0%	48.00	1.0%	95%	False	False	43,956
100	4,892.25	4,164.00	728.25	15.0%	43.25	0.9%	95%	False	False	35,165
120	4,892.25	4,164.00	728.25	15.0%	39.75	0.8%	95%	False	False	29,304

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,066.00
2.618	4,998.50
1.618	4,957.00
1.000	4,931.25
0.618	4,915.50
HIGH	4,889.75
0.618	4,874.00
0.500	4,869.00
0.382	4,864.00
LOW	4,848.25
0.618	4,822.50
1.000	4,806.75
1.618	4,781.00
2.618	4,739.50
4.250	4,672.00

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	4,869.00	4,851.00
PP	4,864.75	4,845.75
S1	4,860.75	4,840.50

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

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