E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	4,856.50	4,874.00	17.50	0.4%	4,852.00
High	4,888.50	4,881.00	-7.50	-0.2%	4,885.50
Low	4,849.25	4,845.50	-3.75	-0.1%	4,800.75
Close	4,873.50	4,872.00	-1.50	0.0%	4,870.25
Range	39.25	35.50	-3.75	-9.6%	84.75
ATR	51.87	50.70	-1.17	-2.3%	0.00
Volume	182,962	187,196	4,234	2.3%	1,199,913

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,972.75	4,957.75	4,891.50
R3	4,937.25	4,922.25	4,881.75
R2	4,901.75	4,901.75	4,878.50
R1	4,886.75	4,886.75	4,875.25	4,876.50
PP	4,866.25	4,866.25	4,866.25	4,861.00
S1	4,851.25	4,851.25	4,868.75	4,841.00
S2	4,830.75	4,830.75	4,865.50
S3	4,795.25	4,815.75	4,862.25
S4	4,759.75	4,780.25	4,852.50

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	4,888.50	4,811.75	76.75	1.6%	47.50	1.0%	79%	False	False	214,483
10	4,889.75	4,800.75	89.00	1.8%	48.75	1.0%	80%	False	False	222,149
20	4,892.25	4,625.25	267.00	5.5%	61.00	1.2%	92%	False	False	271,253
40	4,892.25	4,625.25	267.00	5.5%	47.50	1.0%	92%	False	False	138,404
60	4,892.25	4,546.25	346.00	7.1%	44.50	0.9%	94%	False	False	92,323
80	4,892.25	4,164.00	728.25	14.9%	50.50	1.0%	97%	False	False	69,257
100	4,892.25	4,164.00	728.25	14.9%	44.50	0.9%	97%	False	False	55,406
120	4,892.25	4,164.00	728.25	14.9%	41.50	0.9%	97%	False	False	46,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,032.00
2.618	4,974.00
1.618	4,938.50
1.000	4,916.50
0.618	4,903.00
HIGH	4,881.00
0.618	4,867.50
0.500	4,863.25
0.382	4,859.00
LOW	4,845.50
0.618	4,823.50
1.000	4,810.00
1.618	4,788.00
2.618	4,752.50
4.250	4,694.50

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	4,869.00	4,868.75
PP	4,866.25	4,865.50
S1	4,863.25	4,862.50

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

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