E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	4,709.75	4,777.50	67.75	1.4%	4,795.25
High	4,781.75	4,822.50	40.75	0.9%	4,830.00
Low	4,709.75	4,752.75	43.00	0.9%	4,651.25
Close	4,775.75	4,802.25	26.50	0.6%	4,657.75
Range	72.00	69.75	-2.25	-3.1%	178.75
ATR	59.59	60.32	0.73	1.2%	0.00
Volume	223,773	219,987	-3,786	-1.7%	1,351,935

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,001.75	4,971.75	4,840.50
R3	4,932.00	4,902.00	4,821.50
R2	4,862.25	4,862.25	4,815.00
R1	4,832.25	4,832.25	4,808.75	4,847.25
PP	4,792.50	4,792.50	4,792.50	4,800.00
S1	4,762.50	4,762.50	4,795.75	4,777.50
S2	4,722.75	4,722.75	4,789.50
S3	4,653.00	4,692.75	4,783.00
S4	4,583.25	4,623.00	4,764.00

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,249.25	5,132.25	4,756.00
R3	5,070.50	4,953.50	4,707.00
R2	4,891.75	4,891.75	4,690.50
R1	4,774.75	4,774.75	4,674.25	4,744.00
PP	4,713.00	4,713.00	4,713.00	4,697.50
S1	4,596.00	4,596.00	4,641.25	4,565.00
S2	4,534.25	4,534.25	4,625.00
S3	4,355.50	4,417.25	4,608.50
S4	4,176.75	4,238.50	4,559.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,822.50	4,651.25	171.25	3.6%	61.50	1.3%	88%	True	False	257,744
10	4,881.75	4,651.25	230.50	4.8%	62.25	1.3%	66%	False	False	261,629
20	4,919.50	4,651.25	268.25	5.6%	54.50	1.1%	56%	False	False	236,195
40	4,919.50	4,651.25	268.25	5.6%	53.75	1.1%	56%	False	False	240,203
60	4,919.50	4,625.25	294.25	6.1%	51.75	1.1%	60%	False	False	183,611
80	4,919.50	4,580.25	339.25	7.1%	47.50	1.0%	65%	False	False	137,752
100	4,919.50	4,164.00	755.50	15.7%	51.50	1.1%	84%	False	False	110,213
120	4,919.50	4,164.00	755.50	15.7%	47.25	1.0%	84%	False	False	91,847

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	17.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,119.00
2.618	5,005.00
1.618	4,935.25
1.000	4,892.25
0.618	4,865.50
HIGH	4,822.50
0.618	4,795.75
0.500	4,787.50
0.382	4,779.50
LOW	4,752.75
0.618	4,709.75
1.000	4,683.00
1.618	4,640.00
2.618	4,570.25
4.250	4,456.25

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	4,797.50	4,780.50
PP	4,792.50	4,758.75
S1	4,787.50	4,737.00

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

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