E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	4,777.50	4,807.25	29.75	0.6%	4,795.25
High	4,822.50	4,837.50	15.00	0.3%	4,830.00
Low	4,752.75	4,558.50	-194.25	-4.1%	4,651.25
Close	4,802.25	4,820.50	18.25	0.4%	4,657.75
Range	69.75	279.00	209.25	300.0%	178.75
ATR	60.32	75.94	15.62	25.9%	0.00
Volume	219,987	719,499	499,512	227.1%	1,351,935

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,575.75	5,477.25	4,974.00
R3	5,296.75	5,198.25	4,897.25
R2	5,017.75	5,017.75	4,871.75
R1	4,919.25	4,919.25	4,846.00	4,968.50
PP	4,738.75	4,738.75	4,738.75	4,763.50
S1	4,640.25	4,640.25	4,795.00	4,689.50
S2	4,459.75	4,459.75	4,769.25
S3	4,180.75	4,361.25	4,743.75
S4	3,901.75	4,082.25	4,667.00

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	4,837.50	4,558.50	279.00	5.8%	105.25	2.2%	94%	True	True	341,581
10	4,880.25	4,558.50	321.75	6.7%	86.00	1.8%	81%	False	True	310,168
20	4,919.50	4,558.50	361.00	7.5%	66.25	1.4%	73%	False	True	260,459
40	4,919.50	4,558.50	361.00	7.5%	59.50	1.2%	73%	False	True	249,231
60	4,919.50	4,558.50	361.00	7.5%	56.00	1.2%	73%	False	True	195,602
80	4,919.50	4,558.50	361.00	7.5%	50.75	1.1%	73%	False	True	146,746
100	4,919.50	4,164.00	755.50	15.7%	53.75	1.1%	87%	False	False	117,408
120	4,919.50	4,164.00	755.50	15.7%	49.50	1.0%	87%	False	False	97,842

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	19.30
Widest range in 179 trading days

Fibonacci Retracements and Extensions
4.250	6,023.25
2.618	5,568.00
1.618	5,289.00
1.000	5,116.50
0.618	5,010.00
HIGH	4,837.50
0.618	4,731.00
0.500	4,698.00
0.382	4,665.00
LOW	4,558.50
0.618	4,386.00
1.000	4,279.50
1.618	4,107.00
2.618	3,828.00
4.250	3,372.75

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	4,779.75	4,779.75
PP	4,738.75	4,738.75
S1	4,698.00	4,698.00

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

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