E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	4,208.25	4,156.25	-52.00	-1.2%	4,021.50
High	4,227.50	4,175.00	-52.50	-1.2%	4,227.50
Low	4,144.00	4,120.25	-23.75	-0.6%	4,021.50
Close	4,155.00	4,161.00	6.00	0.1%	4,161.00
Range	83.50	54.75	-28.75	-34.4%	206.00
ATR	115.24	110.92	-4.32	-3.7%	0.00
Volume	254,579	229,019	-25,560	-10.0%	1,095,835

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,316.25	4,293.50	4,191.00
R3	4,261.50	4,238.75	4,176.00
R2	4,206.75	4,206.75	4,171.00
R1	4,184.00	4,184.00	4,166.00	4,195.50
PP	4,152.00	4,152.00	4,152.00	4,157.75
S1	4,129.25	4,129.25	4,156.00	4,140.50
S2	4,097.25	4,097.25	4,151.00
S3	4,042.50	4,074.50	4,146.00
S4	3,987.75	4,019.75	4,131.00

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,754.75	4,663.75	4,274.25
R3	4,548.75	4,457.75	4,217.75
R2	4,342.75	4,342.75	4,198.75
R1	4,251.75	4,251.75	4,180.00	4,297.25
PP	4,136.75	4,136.75	4,136.75	4,159.50
S1	4,045.75	4,045.75	4,142.00	4,091.25
S2	3,930.75	3,930.75	4,123.25
S3	3,724.75	3,839.75	4,104.25
S4	3,518.75	3,633.75	4,047.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,227.50	3,953.00	274.50	6.6%	85.75	2.1%	76%	False	False	280,636
10	4,227.50	3,862.25	365.25	8.8%	111.25	2.7%	82%	False	False	382,040
20	4,309.25	3,862.25	447.00	10.7%	113.25	2.7%	67%	False	False	368,052
40	4,697.75	3,862.25	835.50	20.1%	111.75	2.7%	36%	False	False	360,302
60	4,734.75	3,862.25	872.50	21.0%	100.50	2.4%	34%	False	False	279,533
80	4,734.75	3,862.25	872.50	21.0%	89.50	2.2%	34%	False	False	209,715
100	4,734.75	3,862.25	872.50	21.0%	86.50	2.1%	34%	False	False	167,828
120	4,734.75	3,862.25	872.50	21.0%	81.00	1.9%	34%	False	False	139,858

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.58
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,407.75
2.618	4,318.25
1.618	4,263.50
1.000	4,229.75
0.618	4,208.75
HIGH	4,175.00
0.618	4,154.00
0.500	4,147.50
0.382	4,141.25
LOW	4,120.25
0.618	4,086.50
1.000	4,065.50
1.618	4,031.75
2.618	3,977.00
4.250	3,887.50

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	4,156.50	4,156.50
PP	4,152.00	4,152.25
S1	4,147.50	4,148.00

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

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