E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	4,141.00	4,130.75	-10.25	-0.2%	4,264.25
High	4,171.50	4,192.25	20.75	0.5%	4,365.00
Low	3,983.50	4,085.75	102.25	2.6%	4,075.75
Close	4,133.00	4,130.25	-2.75	-0.1%	4,140.75
Range	188.00	106.50	-81.50	-43.4%	289.25
ATR	116.08	115.40	-0.68	-0.6%	0.00
Volume	628,240	554,096	-74,144	-11.8%	2,468,257

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,455.50	4,399.50	4,188.75
R3	4,349.00	4,293.00	4,159.50
R2	4,242.50	4,242.50	4,149.75
R1	4,186.50	4,186.50	4,140.00	4,161.25
PP	4,136.00	4,136.00	4,136.00	4,123.50
S1	4,080.00	4,080.00	4,120.50	4,054.75
S2	4,029.50	4,029.50	4,110.75
S3	3,923.00	3,973.50	4,101.00
S4	3,816.50	3,867.00	4,071.75

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,061.50	4,890.50	4,299.75
R3	4,772.25	4,601.25	4,220.25
R2	4,483.00	4,483.00	4,193.75
R1	4,312.00	4,312.00	4,167.25	4,253.00
PP	4,193.75	4,193.75	4,193.75	4,164.25
S1	4,022.75	4,022.75	4,114.25	3,963.50
S2	3,904.50	3,904.50	4,087.75
S3	3,615.25	3,733.50	4,061.25
S4	3,326.00	3,444.25	3,981.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,300.50	3,983.50	317.00	7.7%	157.75	3.8%	46%	False	False	550,426
10	4,458.50	3,983.50	475.00	11.5%	148.00	3.6%	31%	False	False	510,818
20	4,697.75	3,983.50	714.25	17.3%	110.25	2.7%	21%	False	False	352,552
40	4,734.75	3,983.50	751.25	18.2%	94.00	2.3%	20%	False	False	235,273
60	4,734.75	3,983.50	751.25	18.2%	81.75	2.0%	20%	False	False	156,936
80	4,734.75	3,983.50	751.25	18.2%	80.00	1.9%	20%	False	False	117,772
100	4,734.75	3,983.50	751.25	18.2%	74.50	1.8%	20%	False	False	94,220
120	4,734.75	3,975.75	759.00	18.4%	71.75	1.7%	20%	False	False	78,517

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	36.50
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,645.00
2.618	4,471.00
1.618	4,364.50
1.000	4,298.75
0.618	4,258.00
HIGH	4,192.25
0.618	4,151.50
0.500	4,139.00
0.382	4,126.50
LOW	4,085.75
0.618	4,020.00
1.000	3,979.25
1.618	3,913.50
2.618	3,807.00
4.250	3,633.00

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	4,139.00	4,120.00
PP	4,136.00	4,109.75
S1	4,133.25	4,099.50

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

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