E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	4,590.50	4,607.75	17.25	0.4%	4,527.25
High	4,620.25	4,630.00	9.75	0.2%	4,683.75
Low	4,583.00	4,600.75	17.75	0.4%	4,471.25
Close	4,606.75	4,611.00	4.25	0.1%	4,504.50
Range	37.25	29.25	-8.00	-21.5%	212.50
ATR	74.75	71.50	-3.25	-4.3%	0.00
Volume	147,737	62,054	-85,683	-58.0%	1,701,099

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,701.75	4,685.50	4,627.00
R3	4,672.50	4,656.25	4,619.00
R2	4,643.25	4,643.25	4,616.25
R1	4,627.00	4,627.00	4,613.75	4,635.00
PP	4,614.00	4,614.00	4,614.00	4,618.00
S1	4,597.75	4,597.75	4,608.25	4,606.00
S2	4,584.75	4,584.75	4,605.75
S3	4,555.50	4,568.50	4,603.00
S4	4,526.25	4,539.25	4,595.00

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	4,630.00	4,502.25	127.75	2.8%	53.25	1.2%	85%	True	False	178,706
10	4,683.75	4,471.25	212.50	4.6%	78.50	1.7%	66%	False	False	257,524
20	4,734.75	4,471.25	263.50	5.7%	76.75	1.7%	53%	False	False	136,706
40	4,734.75	4,452.75	282.00	6.1%	66.75	1.4%	56%	False	False	68,520
60	4,734.75	4,105.25	629.50	13.7%	66.00	1.4%	80%	False	False	45,781
80	4,734.75	4,034.25	700.50	15.2%	66.25	1.4%	82%	False	False	34,342
100	4,734.75	3,975.75	759.00	16.5%	64.75	1.4%	84%	False	False	27,474
120	4,734.75	3,975.75	759.00	16.5%	59.00	1.3%	84%	False	False	22,895

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	18.63
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	4,754.25
2.618	4,706.50
1.618	4,677.25
1.000	4,659.25
0.618	4,648.00
HIGH	4,630.00
0.618	4,618.75
0.500	4,615.50
0.382	4,612.00
LOW	4,600.75
0.618	4,582.75
1.000	4,571.50
1.618	4,553.50
2.618	4,524.25
4.250	4,476.50

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	4,615.50	4,602.50
PP	4,614.00	4,594.00
S1	4,612.50	4,585.50

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

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