E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	4,866.75	4,839.25	-27.50	-0.6%	4,852.00
High	4,876.50	4,885.50	9.00	0.2%	4,885.50
Low	4,812.50	4,811.75	-0.75	0.0%	4,800.75
Close	4,844.25	4,870.25	26.00	0.5%	4,870.25
Range	64.00	73.75	9.75	15.2%	84.75
ATR	52.66	54.16	1.51	2.9%	0.00
Volume	306,337	248,154	-58,183	-19.0%	1,199,913

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,077.00	5,047.50	4,910.75
R3	5,003.25	4,973.75	4,890.50
R2	4,929.50	4,929.50	4,883.75
R1	4,900.00	4,900.00	4,877.00	4,914.75
PP	4,855.75	4,855.75	4,855.75	4,863.25
S1	4,826.25	4,826.25	4,863.50	4,841.00
S2	4,782.00	4,782.00	4,856.75
S3	4,708.25	4,752.50	4,850.00
S4	4,634.50	4,678.75	4,829.75

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,106.50	5,073.00	4,916.75
R3	5,021.75	4,988.25	4,893.50
R2	4,937.00	4,937.00	4,885.75
R1	4,903.50	4,903.50	4,878.00	4,920.25
PP	4,852.25	4,852.25	4,852.25	4,860.50
S1	4,818.75	4,818.75	4,862.50	4,835.50
S2	4,767.50	4,767.50	4,854.75
S3	4,682.75	4,734.00	4,847.00
S4	4,598.00	4,649.25	4,823.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,885.50	4,800.75	84.75	1.7%	56.50	1.2%	82%	True	False	239,982
10	4,892.25	4,782.50	109.75	2.3%	53.00	1.1%	80%	False	False	231,503
20	4,892.25	4,625.25	267.00	5.5%	61.00	1.3%	92%	False	False	235,128
40	4,892.25	4,625.25	267.00	5.5%	47.00	1.0%	92%	False	False	117,824
60	4,892.25	4,433.75	458.50	9.4%	44.50	0.9%	95%	False	False	78,588
80	4,892.25	4,164.00	728.25	15.0%	50.25	1.0%	97%	False	False	58,955
100	4,892.25	4,164.00	728.25	15.0%	44.50	0.9%	97%	False	False	47,164
120	4,892.25	4,164.00	728.25	15.0%	41.00	0.8%	97%	False	False	39,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.45
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5,199.00
2.618	5,078.50
1.618	5,004.75
1.000	4,959.25
0.618	4,931.00
HIGH	4,885.50
0.618	4,857.25
0.500	4,848.50
0.382	4,840.00
LOW	4,811.75
0.618	4,766.25
1.000	4,738.00
1.618	4,692.50
2.618	4,618.75
4.250	4,498.25

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	4,863.00	4,863.00
PP	4,855.75	4,855.75
S1	4,848.50	4,848.50

Download as Excel Spreadsheet

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

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