E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	4,342.00	4,264.25	-77.75	-1.8%	4,319.00
High	4,345.00	4,292.75	-52.25	-1.2%	4,441.75
Low	4,220.50	4,221.50	1.00	0.0%	4,280.00
Close	4,267.25	4,262.75	-4.50	-0.1%	4,326.75
Range	124.50	71.25	-53.25	-42.8%	161.75
ATR	95.68	93.93	-1.74	-1.8%	0.00
Volume	320,027	238,547	-81,480	-25.5%	1,325,323

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,472.75	4,439.00	4,302.00
R3	4,401.50	4,367.75	4,282.25
R2	4,330.25	4,330.25	4,275.75
R1	4,296.50	4,296.50	4,269.25	4,277.75
PP	4,259.00	4,259.00	4,259.00	4,249.50
S1	4,225.25	4,225.25	4,256.25	4,206.50
S2	4,187.75	4,187.75	4,249.75
S3	4,116.50	4,154.00	4,243.25
S4	4,045.25	4,082.75	4,223.50

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,834.75	4,742.50	4,415.75
R3	4,673.00	4,580.75	4,371.25
R2	4,511.25	4,511.25	4,356.50
R1	4,419.00	4,419.00	4,341.50	4,465.00
PP	4,349.50	4,349.50	4,349.50	4,372.50
S1	4,257.25	4,257.25	4,312.00	4,303.50
S2	4,187.75	4,187.75	4,297.00
S3	4,026.00	4,095.50	4,282.25
S4	3,864.25	3,933.75	4,237.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,441.75	4,220.50	221.25	5.2%	87.75	2.1%	19%	False	False	295,192
10	4,441.75	4,216.75	225.00	5.3%	80.50	1.9%	20%	False	False	242,941
20	4,441.75	3,953.00	488.75	11.5%	100.25	2.4%	63%	False	False	125,266
40	4,620.00	3,901.00	719.00	16.9%	93.50	2.2%	50%	False	False	63,011
60	4,677.25	3,901.00	776.25	18.2%	80.75	1.9%	47%	False	False	42,036
80	4,677.25	3,901.00	776.25	18.2%	69.25	1.6%	47%	False	False	31,532
100	4,677.25	3,901.00	776.25	18.2%	56.75	1.3%	47%	False	False	25,226
120	4,677.25	3,901.00	776.25	18.2%	47.75	1.1%	47%	False	False	21,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.88
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,595.50
2.618	4,479.25
1.618	4,408.00
1.000	4,364.00
0.618	4,336.75
HIGH	4,292.75
0.618	4,265.50
0.500	4,257.00
0.382	4,248.75
LOW	4,221.50
0.618	4,177.50
1.000	4,150.25
1.618	4,106.25
2.618	4,035.00
4.250	3,918.75

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	4,261.00	4,291.00
PP	4,259.00	4,281.50
S1	4,257.00	4,272.25

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

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