E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	4,513.75	4,569.00	55.25	1.2%	4,527.25
High	4,571.75	4,594.50	22.75	0.5%	4,683.75
Low	4,511.75	4,541.25	29.50	0.7%	4,471.25
Close	4,563.00	4,591.00	28.00	0.6%	4,504.50
Range	60.00	53.25	-6.75	-11.3%	212.50
ATR	79.51	77.63	-1.88	-2.4%	0.00
Volume	176,610	166,650	-9,960	-5.6%	1,701,099

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,735.25	4,716.50	4,620.25
R3	4,682.00	4,663.25	4,605.75
R2	4,628.75	4,628.75	4,600.75
R1	4,610.00	4,610.00	4,596.00	4,619.50
PP	4,575.50	4,575.50	4,575.50	4,580.25
S1	4,556.75	4,556.75	4,586.00	4,566.00
S2	4,522.25	4,522.25	4,581.25
S3	4,469.00	4,503.50	4,576.25
S4	4,415.75	4,450.25	4,561.75

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%	82.50	1.8%	49%	False	False	258,401
10	4,701.75	4,471.25	230.50	5.0%	89.00	1.9%	52%	False	False	250,015
20	4,734.75	4,471.25	263.50	5.7%	77.75	1.7%	45%	False	False	126,314
40	4,734.75	4,452.75	282.00	6.1%	68.00	1.5%	49%	False	False	63,284
60	4,734.75	4,034.25	700.50	15.3%	68.25	1.5%	79%	False	False	42,289
80	4,734.75	4,034.25	700.50	15.3%	65.75	1.4%	79%	False	False	31,720
100	4,734.75	3,975.75	759.00	16.5%	64.50	1.4%	81%	False	False	25,376
120	4,734.75	3,975.75	759.00	16.5%	59.50	1.3%	81%	False	False	21,147

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	19.20
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4,820.75
2.618	4,734.00
1.618	4,680.75
1.000	4,647.75
0.618	4,627.50
HIGH	4,594.50
0.618	4,574.25
0.500	4,568.00
0.382	4,561.50
LOW	4,541.25
0.618	4,508.25
1.000	4,488.00
1.618	4,455.00
2.618	4,401.75
4.250	4,315.00

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	4,583.25	4,576.75
PP	4,575.50	4,562.50
S1	4,568.00	4,548.50

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

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