E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	4,813.75	4,857.50	43.75	0.9%	4,814.75
High	4,864.50	4,873.25	8.75	0.2%	4,892.25
Low	4,800.75	4,844.75	44.00	0.9%	4,782.50
Close	4,860.75	4,868.25	7.50	0.2%	4,856.50
Range	63.75	28.50	-35.25	-55.3%	109.75
ATR	53.58	51.78	-1.79	-3.3%	0.00
Volume	227,156	208,679	-18,477	-8.1%	1,115,124

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,947.50	4,936.50	4,884.00
R3	4,919.00	4,908.00	4,876.00
R2	4,890.50	4,890.50	4,873.50
R1	4,879.50	4,879.50	4,870.75	4,885.00
PP	4,862.00	4,862.00	4,862.00	4,865.00
S1	4,851.00	4,851.00	4,865.75	4,856.50
S2	4,833.50	4,833.50	4,863.00
S3	4,805.00	4,822.50	4,860.50
S4	4,776.50	4,794.00	4,852.50

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	4,800.75	91.50	1.9%	47.00	1.0%	74%	False	False	207,851
10	4,892.25	4,716.25	176.00	3.6%	53.00	1.1%	86%	False	False	239,003
20	4,892.25	4,625.25	267.00	5.5%	57.50	1.2%	91%	False	False	207,542
40	4,892.25	4,625.25	267.00	5.5%	45.00	0.9%	91%	False	False	103,975
60	4,892.25	4,358.25	534.00	11.0%	44.00	0.9%	96%	False	False	69,348
80	4,892.25	4,164.00	728.25	15.0%	49.00	1.0%	97%	False	False	52,024
100	4,892.25	4,164.00	728.25	15.0%	43.75	0.9%	97%	False	False	41,619
120	4,892.25	4,164.00	728.25	15.0%	40.75	0.8%	97%	False	False	34,683

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.00
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4,994.50
2.618	4,947.75
1.618	4,919.25
1.000	4,901.75
0.618	4,890.75
HIGH	4,873.25
0.618	4,862.25
0.500	4,859.00
0.382	4,855.75
LOW	4,844.75
0.618	4,827.25
1.000	4,816.25
1.618	4,798.75
2.618	4,770.25
4.250	4,723.50

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	4,865.25	4,857.75
PP	4,862.00	4,847.50
S1	4,859.00	4,837.00

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

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