E-mini NASDAQ-100 Future March 2017

Trading Metrics calculated at close of trading on 21-Dec-2016

Day Change Summary
	Previous	Current
	20-Dec-2016	21-Dec-2016	Change	Change %	Previous Week
Open	4,939.50	4,956.00	16.50	0.3%	4,895.25
High	4,963.25	4,960.00	-3.25	-0.1%	4,961.75
Low	4,938.50	4,939.25	0.75	0.0%	4,851.75
Close	4,956.00	4,949.50	-6.50	-0.1%	4,915.75
Range	24.75	20.75	-4.00	-16.2%	110.00
ATR	59.13	56.39	-2.74	-4.6%	0.00
Volume	109,979	90,653	-19,326	-17.6%	1,252,709

Daily Pivots for day following 21-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,011.75	5,001.50	4,961.00
R3	4,991.00	4,980.75	4,955.25
R2	4,970.25	4,970.25	4,953.25
R1	4,960.00	4,960.00	4,951.50	4,954.75
PP	4,949.50	4,949.50	4,949.50	4,947.00
S1	4,939.25	4,939.25	4,947.50	4,934.00
S2	4,928.75	4,928.75	4,945.75
S3	4,908.00	4,918.50	4,943.75
S4	4,887.25	4,897.75	4,938.00

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,239.75	5,187.75	4,976.25
R3	5,129.75	5,077.75	4,946.00
R2	5,019.75	5,019.75	4,936.00
R1	4,967.75	4,967.75	4,925.75	4,993.75
PP	4,909.75	4,909.75	4,909.75	4,922.75
S1	4,857.75	4,857.75	4,905.75	4,883.75
S2	4,799.75	4,799.75	4,895.50
S3	4,689.75	4,747.75	4,885.50
S4	4,579.75	4,637.75	4,855.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,966.25	4,904.25	62.00	1.3%	38.00	0.8%	73%	False	False	156,258
10	4,966.25	4,836.00	130.25	2.6%	48.25	1.0%	87%	False	False	182,610
20	4,966.25	4,700.50	265.75	5.4%	54.50	1.1%	94%	False	False	92,456
40	4,966.25	4,557.00	409.25	8.3%	66.75	1.3%	96%	False	False	46,503
60	4,966.25	4,557.00	409.25	8.3%	60.25	1.2%	96%	False	False	31,100
80	4,966.25	4,557.00	409.25	8.3%	56.75	1.1%	96%	False	False	23,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.58
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	5,048.25
2.618	5,014.25
1.618	4,993.50
1.000	4,980.75
0.618	4,972.75
HIGH	4,960.00
0.618	4,952.00
0.500	4,949.50
0.382	4,947.25
LOW	4,939.25
0.618	4,926.50
1.000	4,918.50
1.618	4,905.75
2.618	4,885.00
4.250	4,851.00

Fisher Pivots for day following 21-Dec-2016
Pivot	1 day	3 day
R1	4,949.50	4,946.00
PP	4,949.50	4,942.75
S1	4,949.50	4,939.50

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

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