E-mini NASDAQ-100 Future March 2017

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

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	4,720.25	4,776.25	56.00	1.2%	4,862.50
High	4,794.75	4,795.00	0.25	0.0%	4,897.00
Low	4,700.50	4,766.75	66.25	1.4%	4,706.25
Close	4,779.75	4,785.50	5.75	0.1%	4,738.00
Range	94.25	28.25	-66.00	-70.0%	190.75
ATR	68.68	65.79	-2.89	-4.2%	0.00
Volume	2,390	3,235	845	35.4%	6,317

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,867.25	4,854.50	4,801.00
R3	4,839.00	4,826.25	4,793.25
R2	4,810.75	4,810.75	4,790.75
R1	4,798.00	4,798.00	4,788.00	4,804.50
PP	4,782.50	4,782.50	4,782.50	4,785.50
S1	4,769.75	4,769.75	4,783.00	4,776.00
S2	4,754.25	4,754.25	4,780.25
S3	4,726.00	4,741.50	4,777.75
S4	4,697.75	4,713.25	4,770.00

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,352.75	5,236.00	4,843.00
R3	5,162.00	5,045.25	4,790.50
R2	4,971.25	4,971.25	4,773.00
R1	4,854.50	4,854.50	4,755.50	4,817.50
PP	4,780.50	4,780.50	4,780.50	4,762.00
S1	4,663.75	4,663.75	4,720.50	4,626.75
S2	4,589.75	4,589.75	4,703.00
S3	4,399.00	4,473.00	4,685.50
S4	4,208.25	4,282.25	4,633.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,884.50	4,700.50	184.00	3.8%	69.75	1.5%	46%	False	False	2,108
10	4,897.00	4,700.50	196.50	4.1%	54.25	1.1%	43%	False	False	1,283
20	4,897.00	4,557.00	340.00	7.1%	78.25	1.6%	67%	False	False	962
40	4,916.75	4,557.00	359.75	7.5%	66.00	1.4%	64%	False	False	689
60	4,916.75	4,557.00	359.75	7.5%	59.75	1.2%	64%	False	False	506

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	11.80
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,915.00
2.618	4,869.00
1.618	4,840.75
1.000	4,823.25
0.618	4,812.50
HIGH	4,795.00
0.618	4,784.25
0.500	4,781.00
0.382	4,777.50
LOW	4,766.75
0.618	4,749.25
1.000	4,738.50
1.618	4,721.00
2.618	4,692.75
4.250	4,646.75

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	4,784.00	4,773.00
PP	4,782.50	4,760.25
S1	4,781.00	4,747.75

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

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