E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	4,027.25	3,958.50	-68.75	-1.7%	4,263.25
High	4,046.00	4,004.00	-42.00	-1.0%	4,309.25
Low	3,883.00	3,897.50	14.50	0.4%	4,001.00
Close	3,964.25	3,944.25	-20.00	-0.5%	4,022.00
Range	163.00	106.50	-56.50	-34.7%	308.25
ATR	122.21	121.08	-1.12	-0.9%	0.00
Volume	542,371	499,993	-42,378	-7.8%	1,888,841

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,268.00	4,212.75	4,002.75
R3	4,161.50	4,106.25	3,973.50
R2	4,055.00	4,055.00	3,963.75
R1	3,999.75	3,999.75	3,954.00	3,974.00
PP	3,948.50	3,948.50	3,948.50	3,935.75
S1	3,893.25	3,893.25	3,934.50	3,867.50
S2	3,842.00	3,842.00	3,924.75
S3	3,735.50	3,786.75	3,915.00
S4	3,629.00	3,680.25	3,885.75

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,035.50	4,837.00	4,191.50
R3	4,727.25	4,528.75	4,106.75
R2	4,419.00	4,419.00	4,078.50
R1	4,220.50	4,220.50	4,050.25	4,165.50
PP	4,110.75	4,110.75	4,110.75	4,083.25
S1	3,912.25	3,912.25	3,993.75	3,857.50
S2	3,802.50	3,802.50	3,965.50
S3	3,494.25	3,604.00	3,937.25
S4	3,186.00	3,295.75	3,852.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,215.00	3,883.00	332.00	8.4%	132.00	3.3%	18%	False	False	470,623
10	4,309.25	3,883.00	426.25	10.8%	120.75	3.1%	14%	False	False	408,267
20	4,365.00	3,883.00	482.00	12.2%	134.50	3.4%	13%	False	False	435,843
40	4,697.75	3,883.00	814.75	20.7%	111.75	2.8%	8%	False	False	356,898
60	4,734.75	3,883.00	851.75	21.6%	97.25	2.5%	7%	False	False	240,656
80	4,734.75	3,883.00	851.75	21.6%	87.00	2.2%	7%	False	False	180,565
100	4,734.75	3,883.00	851.75	21.6%	85.75	2.2%	7%	False	False	144,480
120	4,734.75	3,883.00	851.75	21.6%	81.25	2.1%	7%	False	False	120,401

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	26.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,456.50
2.618	4,282.75
1.618	4,176.25
1.000	4,110.50
0.618	4,069.75
HIGH	4,004.00
0.618	3,963.25
0.500	3,950.75
0.382	3,938.25
LOW	3,897.50
0.618	3,831.75
1.000	3,791.00
1.618	3,725.25
2.618	3,618.75
4.250	3,445.00

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	3,950.75	4,028.25
PP	3,948.50	4,000.25
S1	3,946.50	3,972.25

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

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