E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	4,232.00	4,202.50	-29.50	-0.7%	4,324.75
High	4,315.75	4,239.00	-76.75	-1.8%	4,361.50
Low	4,185.50	4,079.50	-106.00	-2.5%	4,185.25
Close	4,213.50	4,094.75	-118.75	-2.8%	4,213.50
Range	130.25	159.50	29.25	22.5%	176.25
ATR	96.50	101.00	4.50	4.7%	0.00
Volume	344,913	360,675	15,762	4.6%	1,513,053

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,616.25	4,515.00	4,182.50
R3	4,456.75	4,355.50	4,138.50
R2	4,297.25	4,297.25	4,124.00
R1	4,196.00	4,196.00	4,109.25	4,167.00
PP	4,137.75	4,137.75	4,137.75	4,123.25
S1	4,036.50	4,036.50	4,080.25	4,007.50
S2	3,978.25	3,978.25	4,065.50
S3	3,818.75	3,877.00	4,051.00
S4	3,659.25	3,717.50	4,007.00

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	4,345.00	4,079.50	265.50	6.5%	115.75	2.8%	6%	False	True	323,846
10	4,441.75	4,079.50	362.25	8.8%	95.25	2.3%	4%	False	True	299,775
20	4,441.75	4,079.50	362.25	8.8%	97.00	2.4%	4%	False	True	177,974
40	4,620.00	3,901.00	719.00	17.6%	100.00	2.4%	27%	False	False	89,517
60	4,677.25	3,901.00	776.25	19.0%	85.50	2.1%	25%	False	False	59,710
80	4,677.25	3,901.00	776.25	19.0%	73.75	1.8%	25%	False	False	44,790
100	4,677.25	3,901.00	776.25	19.0%	60.25	1.5%	25%	False	False	35,832
120	4,677.25	3,901.00	776.25	19.0%	50.75	1.2%	25%	False	False	29,861

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	22.78
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	4,917.00
2.618	4,656.50
1.618	4,497.00
1.000	4,398.50
0.618	4,337.50
HIGH	4,239.00
0.618	4,178.00
0.500	4,159.25
0.382	4,140.50
LOW	4,079.50
0.618	3,981.00
1.000	3,920.00
1.618	3,821.50
2.618	3,662.00
4.250	3,401.50

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	4,159.25	4,197.50
PP	4,137.75	4,163.25
S1	4,116.25	4,129.00

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

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