E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	4,268.50	4,232.00	-36.50	-0.9%	4,324.75
High	4,278.75	4,315.75	37.00	0.9%	4,361.50
Low	4,185.25	4,185.50	0.25	0.0%	4,185.25
Close	4,246.00	4,213.50	-32.50	-0.8%	4,213.50
Range	93.50	130.25	36.75	39.3%	176.25
ATR	93.90	96.50	2.60	2.8%	0.00
Volume	355,070	344,913	-10,157	-2.9%	1,513,053

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,629.00	4,551.50	4,285.25
R3	4,498.75	4,421.25	4,249.25
R2	4,368.50	4,368.50	4,237.50
R1	4,291.00	4,291.00	4,225.50	4,264.50
PP	4,238.25	4,238.25	4,238.25	4,225.00
S1	4,160.75	4,160.75	4,201.50	4,134.50
S2	4,108.00	4,108.00	4,189.50
S3	3,977.75	4,030.50	4,177.75
S4	3,847.50	3,900.25	4,141.75

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,782.25	4,674.00	4,310.50
R3	4,606.00	4,497.75	4,262.00
R2	4,429.75	4,429.75	4,245.75
R1	4,321.50	4,321.50	4,229.75	4,287.50
PP	4,253.50	4,253.50	4,253.50	4,236.50
S1	4,145.25	4,145.25	4,197.25	4,111.25
S2	4,077.25	4,077.25	4,181.25
S3	3,901.00	3,969.00	4,165.00
S4	3,724.75	3,792.75	4,116.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,361.50	4,185.25	176.25	4.2%	99.00	2.3%	16%	False	False	302,610
10	4,441.75	4,185.25	256.50	6.1%	85.75	2.0%	11%	False	False	283,837
20	4,441.75	4,111.25	330.50	7.8%	92.00	2.2%	31%	False	False	160,015
40	4,620.00	3,901.00	719.00	17.1%	96.75	2.3%	43%	False	False	80,505
60	4,677.25	3,901.00	776.25	18.4%	83.25	2.0%	40%	False	False	53,701
80	4,677.25	3,901.00	776.25	18.4%	71.75	1.7%	40%	False	False	40,282
100	4,677.25	3,901.00	776.25	18.4%	59.00	1.4%	40%	False	False	32,226
120	4,677.25	3,901.00	776.25	18.4%	49.50	1.2%	40%	False	False	26,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.88
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,869.25
2.618	4,656.75
1.618	4,526.50
1.000	4,446.00
0.618	4,396.25
HIGH	4,315.75
0.618	4,266.00
0.500	4,250.50
0.382	4,235.25
LOW	4,185.50
0.618	4,105.00
1.000	4,055.25
1.618	3,974.75
2.618	3,844.50
4.250	3,632.00

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	4,250.50	4,250.50
PP	4,238.25	4,238.25
S1	4,226.00	4,225.75

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

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