E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	4,765.00	4,781.50	16.50	0.3%	4,709.75
High	4,794.75	4,831.50	36.75	0.8%	4,879.75
Low	4,736.25	4,778.00	41.75	0.9%	4,558.50
Close	4,783.25	4,828.50	45.25	0.9%	4,748.00
Range	58.50	53.50	-5.00	-8.5%	321.25
ATR	84.55	82.33	-2.22	-2.6%	0.00
Volume	195,711	190,166	-5,545	-2.8%	2,043,299

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,973.25	4,954.25	4,858.00
R3	4,919.75	4,900.75	4,843.25
R2	4,866.25	4,866.25	4,838.25
R1	4,847.25	4,847.25	4,833.50	4,856.75
PP	4,812.75	4,812.75	4,812.75	4,817.50
S1	4,793.75	4,793.75	4,823.50	4,803.25
S2	4,759.25	4,759.25	4,818.75
S3	4,705.75	4,740.25	4,813.75
S4	4,652.25	4,686.75	4,799.00

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,692.50	5,541.50	4,924.75
R3	5,371.25	5,220.25	4,836.25
R2	5,050.00	5,050.00	4,807.00
R1	4,899.00	4,899.00	4,777.50	4,974.50
PP	4,728.75	4,728.75	4,728.75	4,766.50
S1	4,577.75	4,577.75	4,718.50	4,653.25
S2	4,407.50	4,407.50	4,689.00
S3	4,086.25	4,256.50	4,659.75
S4	3,765.00	3,935.25	4,571.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,831.50	4,672.75	158.75	3.3%	78.25	1.6%	98%	True	False	246,868
10	4,879.75	4,558.50	321.25	6.7%	105.75	2.2%	84%	False	False	321,675
20	4,919.50	4,558.50	361.00	7.5%	82.00	1.7%	75%	False	False	284,057
40	4,919.50	4,558.50	361.00	7.5%	65.75	1.4%	75%	False	False	255,285
60	4,919.50	4,558.50	361.00	7.5%	62.50	1.3%	75%	False	False	225,384
80	4,919.50	4,558.50	361.00	7.5%	55.50	1.1%	75%	False	False	169,103
100	4,919.50	4,262.00	657.50	13.6%	53.75	1.1%	86%	False	False	135,297
120	4,919.50	4,164.00	755.50	15.6%	53.75	1.1%	88%	False	False	112,754

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	22.20
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,059.00
2.618	4,971.50
1.618	4,918.00
1.000	4,885.00
0.618	4,864.50
HIGH	4,831.50
0.618	4,811.00
0.500	4,804.75
0.382	4,798.50
LOW	4,778.00
0.618	4,745.00
1.000	4,724.50
1.618	4,691.50
2.618	4,638.00
4.250	4,550.50

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	4,820.50	4,805.50
PP	4,812.75	4,782.75
S1	4,804.75	4,759.75

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

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