E-mini NASDAQ-100 Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	4,324.00	4,338.00	14.00	0.3%	4,257.75
High	4,348.25	4,369.25	21.00	0.5%	4,369.25
Low	4,265.00	4,324.50	59.50	1.4%	4,250.50
Close	4,344.75	4,359.50	14.75	0.3%	4,359.50
Range	83.25	44.75	-38.50	-46.2%	118.75
ATR	96.87	93.15	-3.72	-3.8%	0.00
Volume	317,019	208,829	-108,190	-34.1%	1,362,514

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,485.25	4,467.25	4,384.00
R3	4,440.50	4,422.50	4,371.75
R2	4,395.75	4,395.75	4,367.75
R1	4,377.75	4,377.75	4,363.50	4,386.75
PP	4,351.00	4,351.00	4,351.00	4,355.50
S1	4,333.00	4,333.00	4,355.50	4,342.00
S2	4,306.25	4,306.25	4,351.25
S3	4,261.50	4,288.25	4,347.25
S4	4,216.75	4,243.50	4,335.00

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,682.75	4,639.75	4,424.75
R3	4,564.00	4,521.00	4,392.25
R2	4,445.25	4,445.25	4,381.25
R1	4,402.25	4,402.25	4,370.50	4,423.75
PP	4,326.50	4,326.50	4,326.50	4,337.00
S1	4,283.50	4,283.50	4,348.50	4,305.00
S2	4,207.75	4,207.75	4,337.75
S3	4,089.00	4,164.75	4,326.75
S4	3,970.25	4,046.00	4,294.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,369.25	4,250.50	118.75	2.7%	66.25	1.5%	92%	True	False	272,502
10	4,369.25	4,040.75	328.50	7.5%	96.00	2.2%	97%	True	False	327,020
20	4,441.75	4,040.75	401.00	9.2%	91.00	2.1%	79%	False	False	305,428
40	4,565.00	3,901.00	664.00	15.2%	104.75	2.4%	69%	False	False	162,187
60	4,677.25	3,901.00	776.25	17.8%	89.25	2.0%	59%	False	False	108,192
80	4,677.25	3,901.00	776.25	17.8%	80.25	1.8%	59%	False	False	81,158
100	4,677.25	3,901.00	776.25	17.8%	67.75	1.6%	59%	False	False	64,927
120	4,677.25	3,901.00	776.25	17.8%	57.25	1.3%	59%	False	False	54,107

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	26.68
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4,559.50
2.618	4,486.50
1.618	4,441.75
1.000	4,414.00
0.618	4,397.00
HIGH	4,369.25
0.618	4,352.25
0.500	4,347.00
0.382	4,341.50
LOW	4,324.50
0.618	4,296.75
1.000	4,279.75
1.618	4,252.00
2.618	4,207.25
4.250	4,134.25

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	4,355.25	4,345.50
PP	4,351.00	4,331.25
S1	4,347.00	4,317.00

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

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