E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	4,190.00	4,195.25	5.25	0.1%	4,126.75
High	4,243.75	4,218.75	-25.00	-0.6%	4,253.00
Low	4,133.00	4,102.00	-31.00	-0.8%	3,983.50
Close	4,226.75	4,127.00	-99.75	-2.4%	4,247.50
Range	110.75	116.75	6.00	5.4%	269.50
ATR	117.91	118.40	0.49	0.4%	0.00
Volume	327,223	408,523	81,300	24.8%	1,986,689

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,499.50	4,430.00	4,191.25
R3	4,382.75	4,313.25	4,159.00
R2	4,266.00	4,266.00	4,148.50
R1	4,196.50	4,196.50	4,137.75	4,173.00
PP	4,149.25	4,149.25	4,149.25	4,137.50
S1	4,079.75	4,079.75	4,116.25	4,056.00
S2	4,032.50	4,032.50	4,105.50
S3	3,915.75	3,963.00	4,095.00
S4	3,799.00	3,846.25	4,062.75

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,969.75	4,878.25	4,395.75
R3	4,700.25	4,608.75	4,321.50
R2	4,430.75	4,430.75	4,297.00
R1	4,339.25	4,339.25	4,272.25	4,385.00
PP	4,161.25	4,161.25	4,161.25	4,184.25
S1	4,069.75	4,069.75	4,222.75	4,115.50
S2	3,891.75	3,891.75	4,198.00
S3	3,622.25	3,800.25	4,173.50
S4	3,352.75	3,530.75	4,099.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,260.00	4,085.75	174.25	4.2%	121.75	3.0%	24%	False	False	381,206
10	4,365.00	3,983.50	381.50	9.2%	149.00	3.6%	38%	False	False	462,513
20	4,697.75	3,983.50	714.25	17.3%	127.00	3.1%	20%	False	False	395,648
40	4,734.75	3,983.50	751.25	18.2%	102.25	2.5%	19%	False	False	269,012
60	4,734.75	3,983.50	751.25	18.2%	87.25	2.1%	19%	False	False	179,454
80	4,734.75	3,983.50	751.25	18.2%	80.50	2.0%	19%	False	False	134,665
100	4,734.75	3,983.50	751.25	18.2%	79.00	1.9%	19%	False	False	107,739
120	4,734.75	3,975.75	759.00	18.4%	75.50	1.8%	20%	False	False	89,783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	33.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,715.00
2.618	4,524.50
1.618	4,407.75
1.000	4,335.50
0.618	4,291.00
HIGH	4,218.75
0.618	4,174.25
0.500	4,160.50
0.382	4,146.50
LOW	4,102.00
0.618	4,029.75
1.000	3,985.25
1.618	3,913.00
2.618	3,796.25
4.250	3,605.75

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	4,160.50	4,181.00
PP	4,149.25	4,163.00
S1	4,138.00	4,145.00

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

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