E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	4,603.50	4,650.25	46.75	1.0%	4,711.25
High	4,669.75	4,683.75	14.00	0.3%	4,724.25
Low	4,575.00	4,564.75	-10.25	-0.2%	4,521.50
Close	4,657.75	4,569.50	-88.25	-1.9%	4,532.50
Range	94.75	119.00	24.25	25.6%	202.75
ATR	77.03	80.03	3.00	3.9%	0.00
Volume	287,576	320,692	33,116	11.5%	470,100

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,963.00	4,885.25	4,635.00
R3	4,844.00	4,766.25	4,602.25
R2	4,725.00	4,725.00	4,591.25
R1	4,647.25	4,647.25	4,580.50	4,626.50
PP	4,606.00	4,606.00	4,606.00	4,595.75
S1	4,528.25	4,528.25	4,558.50	4,507.50
S2	4,487.00	4,487.00	4,547.75
S3	4,368.00	4,409.25	4,536.75
S4	4,249.00	4,290.25	4,504.00

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,201.00	5,069.50	4,644.00
R3	4,998.25	4,866.75	4,588.25
R2	4,795.50	4,795.50	4,569.75
R1	4,664.00	4,664.00	4,551.00	4,628.50
PP	4,592.75	4,592.75	4,592.75	4,575.00
S1	4,461.25	4,461.25	4,514.00	4,425.50
S2	4,390.00	4,390.00	4,495.25
S3	4,187.25	4,258.50	4,476.75
S4	3,984.50	4,055.75	4,421.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,683.75	4,471.25	212.50	4.7%	104.00	2.3%	46%	True	False	336,342
10	4,724.25	4,471.25	253.00	5.5%	93.75	2.0%	39%	False	False	183,403
20	4,734.75	4,471.25	263.50	5.8%	73.75	1.6%	37%	False	False	92,189
40	4,734.75	4,404.00	330.75	7.2%	69.25	1.5%	50%	False	False	46,215
60	4,734.75	4,034.25	700.50	15.3%	70.75	1.5%	76%	False	False	30,895
80	4,734.75	3,975.75	759.00	16.6%	66.50	1.5%	78%	False	False	23,173
100	4,734.75	3,975.75	759.00	16.6%	63.50	1.4%	78%	False	False	18,539
120	4,734.75	3,975.75	759.00	16.6%	58.00	1.3%	78%	False	False	15,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.73
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,189.50
2.618	4,995.25
1.618	4,876.25
1.000	4,802.75
0.618	4,757.25
HIGH	4,683.75
0.618	4,638.25
0.500	4,624.25
0.382	4,610.25
LOW	4,564.75
0.618	4,491.25
1.000	4,445.75
1.618	4,372.25
2.618	4,253.25
4.250	4,059.00

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	4,624.25	4,622.00
PP	4,606.00	4,604.50
S1	4,587.75	4,587.00

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

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