E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	4,186.00	4,169.75	-16.25	-0.4%	4,247.50
High	4,215.00	4,206.50	-8.50	-0.2%	4,271.25
Low	4,090.50	4,113.50	23.00	0.6%	4,102.00
Close	4,171.50	4,155.75	-15.75	-0.4%	4,263.00
Range	124.50	93.00	-31.50	-25.3%	169.25
ATR	116.65	114.96	-1.69	-1.4%	0.00
Volume	484,500	383,175	-101,325	-20.9%	1,766,289

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,437.50	4,389.75	4,207.00
R3	4,344.50	4,296.75	4,181.25
R2	4,251.50	4,251.50	4,172.75
R1	4,203.75	4,203.75	4,164.25	4,181.00
PP	4,158.50	4,158.50	4,158.50	4,147.25
S1	4,110.75	4,110.75	4,147.25	4,088.00
S2	4,065.50	4,065.50	4,138.75
S3	3,972.50	4,017.75	4,130.25
S4	3,879.50	3,924.75	4,104.50

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,719.75	4,660.75	4,356.00
R3	4,550.50	4,491.50	4,309.50
R2	4,381.25	4,381.25	4,294.00
R1	4,322.25	4,322.25	4,278.50	4,351.75
PP	4,212.00	4,212.00	4,212.00	4,227.00
S1	4,153.00	4,153.00	4,247.50	4,182.50
S2	4,042.75	4,042.75	4,232.00
S3	3,873.50	3,983.75	4,216.50
S4	3,704.25	3,814.50	4,170.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,309.25	4,090.50	218.75	5.3%	111.25	2.7%	30%	False	False	354,925
10	4,309.25	4,090.50	218.75	5.3%	115.25	2.8%	30%	False	False	354,064
20	4,458.50	3,983.50	475.00	11.4%	131.50	3.2%	36%	False	False	432,441
40	4,703.50	3,983.50	720.00	17.3%	106.50	2.6%	24%	False	False	323,347
60	4,734.75	3,983.50	751.25	18.1%	93.00	2.2%	23%	False	False	215,909
80	4,734.75	3,983.50	751.25	18.1%	83.00	2.0%	23%	False	False	162,005
100	4,734.75	3,983.50	751.25	18.1%	82.75	2.0%	23%	False	False	129,626
120	4,734.75	3,975.75	759.00	18.3%	78.00	1.9%	24%	False	False	108,022

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,601.75
2.618	4,450.00
1.618	4,357.00
1.000	4,299.50
0.618	4,264.00
HIGH	4,206.50
0.618	4,171.00
0.500	4,160.00
0.382	4,149.00
LOW	4,113.50
0.618	4,056.00
1.000	4,020.50
1.618	3,963.00
2.618	3,870.00
4.250	3,718.25

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	4,160.00	4,188.75
PP	4,158.50	4,177.75
S1	4,157.25	4,166.75

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

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