E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	4,852.00	4,813.75	-38.25	-0.8%	4,814.75
High	4,859.50	4,864.50	5.00	0.1%	4,892.25
Low	4,807.50	4,800.75	-6.75	-0.1%	4,782.50
Close	4,815.00	4,860.75	45.75	1.0%	4,856.50
Range	52.00	63.75	11.75	22.6%	109.75
ATR	52.79	53.58	0.78	1.5%	0.00
Volume	209,587	227,156	17,569	8.4%	1,115,124

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,033.25	5,010.75	4,895.75
R3	4,969.50	4,947.00	4,878.25
R2	4,905.75	4,905.75	4,872.50
R1	4,883.25	4,883.25	4,866.50	4,894.50
PP	4,842.00	4,842.00	4,842.00	4,847.50
S1	4,819.50	4,819.50	4,855.00	4,830.75
S2	4,778.25	4,778.25	4,849.00
S3	4,714.50	4,755.75	4,843.25
S4	4,650.75	4,692.00	4,825.75

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	4,788.50	103.75	2.1%	54.50	1.1%	70%	False	False	224,361
10	4,892.25	4,716.25	176.00	3.6%	54.75	1.1%	82%	False	False	253,973
20	4,892.25	4,625.25	267.00	5.5%	58.00	1.2%	88%	False	False	197,151
40	4,892.25	4,625.25	267.00	5.5%	46.25	1.0%	88%	False	False	98,764
60	4,892.25	4,358.25	534.00	11.0%	44.50	0.9%	94%	False	False	65,871
80	4,892.25	4,164.00	728.25	15.0%	48.75	1.0%	96%	False	False	49,415
100	4,892.25	4,164.00	728.25	15.0%	44.00	0.9%	96%	False	False	39,532
120	4,892.25	4,164.00	728.25	15.0%	40.75	0.8%	96%	False	False	32,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,135.50
2.618	5,031.50
1.618	4,967.75
1.000	4,928.25
0.618	4,904.00
HIGH	4,864.50
0.618	4,840.25
0.500	4,832.50
0.382	4,825.00
LOW	4,800.75
0.618	4,761.25
1.000	4,737.00
1.618	4,697.50
2.618	4,633.75
4.250	4,529.75

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	4,851.50	4,855.50
PP	4,842.00	4,850.50
S1	4,832.50	4,845.25

Download as Excel Spreadsheet

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

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