E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	3,963.00	3,963.25	0.25	0.0%	4,027.25
High	3,985.50	4,017.50	32.00	0.8%	4,046.00
Low	3,862.25	3,953.00	90.75	2.3%	3,862.25
Close	3,961.25	4,006.25	45.00	1.1%	4,006.25
Range	123.25	64.50	-58.75	-47.7%	183.75
ATR	121.08	117.04	-4.04	-3.3%	0.00
Volume	504,866	307,347	-197,519	-39.1%	2,281,488

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,185.75	4,160.50	4,041.75
R3	4,121.25	4,096.00	4,024.00
R2	4,056.75	4,056.75	4,018.00
R1	4,031.50	4,031.50	4,012.25	4,044.00
PP	3,992.25	3,992.25	3,992.25	3,998.50
S1	3,967.00	3,967.00	4,000.25	3,979.50
S2	3,927.75	3,927.75	3,994.50
S3	3,863.25	3,902.50	3,988.50
S4	3,798.75	3,838.00	3,970.75

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,522.75	4,448.25	4,107.25
R3	4,339.00	4,264.50	4,056.75
R2	4,155.25	4,155.25	4,040.00
R1	4,080.75	4,080.75	4,023.00	4,026.00
PP	3,971.50	3,971.50	3,971.50	3,944.25
S1	3,897.00	3,897.00	3,989.50	3,842.50
S2	3,787.75	3,787.75	3,972.50
S3	3,604.00	3,713.25	3,955.75
S4	3,420.25	3,529.50	3,905.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,046.00	3,862.25	183.75	4.6%	115.25	2.9%	78%	False	False	456,297
10	4,309.25	3,862.25	447.00	11.2%	116.25	2.9%	32%	False	False	417,032
20	4,309.25	3,862.25	447.00	11.2%	125.50	3.1%	32%	False	False	424,541
40	4,697.75	3,862.25	835.50	20.9%	111.75	2.8%	17%	False	False	361,040
60	4,734.75	3,862.25	872.50	21.8%	98.00	2.4%	17%	False	False	261,291
80	4,734.75	3,862.25	872.50	21.8%	89.00	2.2%	17%	False	False	196,026
100	4,734.75	3,862.25	872.50	21.8%	86.75	2.2%	17%	False	False	156,871
120	4,734.75	3,862.25	872.50	21.8%	82.00	2.0%	17%	False	False	130,727

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	25.73
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	4,291.50
2.618	4,186.25
1.618	4,121.75
1.000	4,082.00
0.618	4,057.25
HIGH	4,017.50
0.618	3,992.75
0.500	3,985.25
0.382	3,977.75
LOW	3,953.00
0.618	3,913.25
1.000	3,888.50
1.618	3,848.75
2.618	3,784.25
4.250	3,679.00

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	3,999.25	3,988.00
PP	3,992.25	3,969.75
S1	3,985.25	3,951.50

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

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