E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	4,569.50	4,513.75	-55.75	-1.2%	4,527.25
High	4,588.25	4,571.75	-16.50	-0.4%	4,683.75
Low	4,502.25	4,511.75	9.50	0.2%	4,471.25
Close	4,504.50	4,563.00	58.50	1.3%	4,504.50
Range	86.00	60.00	-26.00	-30.2%	212.50
ATR	80.45	79.51	-0.94	-1.2%	0.00
Volume	340,479	176,610	-163,869	-48.1%	1,701,099

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,728.75	4,706.00	4,596.00
R3	4,668.75	4,646.00	4,579.50
R2	4,608.75	4,608.75	4,574.00
R1	4,586.00	4,586.00	4,568.50	4,597.50
PP	4,548.75	4,548.75	4,548.75	4,554.50
S1	4,526.00	4,526.00	4,557.50	4,537.50
S2	4,488.75	4,488.75	4,552.00
S3	4,428.75	4,466.00	4,546.50
S4	4,368.75	4,406.00	4,530.00

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,190.75	5,060.00	4,621.50
R3	4,978.25	4,847.50	4,563.00
R2	4,765.75	4,765.75	4,543.50
R1	4,635.00	4,635.00	4,524.00	4,594.00
PP	4,553.25	4,553.25	4,553.25	4,532.75
S1	4,422.50	4,422.50	4,485.00	4,381.50
S2	4,340.75	4,340.75	4,465.50
S3	4,128.25	4,210.00	4,446.00
S4	3,915.75	3,997.50	4,387.50

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	4,502.25	181.50	4.0%	86.50	1.9%	33%	False	False	290,882
10	4,703.50	4,471.25	232.25	5.1%	90.50	2.0%	40%	False	False	234,219
20	4,734.75	4,471.25	263.50	5.8%	77.75	1.7%	35%	False	False	117,995
40	4,734.75	4,452.75	282.00	6.2%	67.50	1.5%	39%	False	False	59,128
60	4,734.75	4,034.25	700.50	15.4%	69.75	1.5%	75%	False	False	39,513
80	4,734.75	4,034.25	700.50	15.4%	65.50	1.4%	75%	False	False	29,637
100	4,734.75	3,975.75	759.00	16.6%	64.25	1.4%	77%	False	False	23,710
120	4,734.75	3,975.75	759.00	16.6%	59.00	1.3%	77%	False	False	19,758

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	17.90
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,826.75
2.618	4,728.75
1.618	4,668.75
1.000	4,631.75
0.618	4,608.75
HIGH	4,571.75
0.618	4,548.75
0.500	4,541.75
0.382	4,534.75
LOW	4,511.75
0.618	4,474.75
1.000	4,451.75
1.618	4,414.75
2.618	4,354.75
4.250	4,256.75

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	4,556.00	4,593.00
PP	4,548.75	4,583.00
S1	4,541.75	4,573.00

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

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