E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	4,181.50	4,255.00	73.50	1.8%	4,264.25
High	4,300.50	4,268.75	-31.75	-0.7%	4,365.00
Low	4,124.00	4,075.75	-48.25	-1.2%	4,075.75
Close	4,257.50	4,140.75	-116.75	-2.7%	4,140.75
Range	176.50	193.00	16.50	9.3%	289.25
ATR	103.05	109.48	6.42	6.2%	0.00
Volume	526,505	567,530	41,025	7.8%	2,468,257

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,740.75	4,633.75	4,247.00
R3	4,547.75	4,440.75	4,193.75
R2	4,354.75	4,354.75	4,176.25
R1	4,247.75	4,247.75	4,158.50	4,204.75
PP	4,161.75	4,161.75	4,161.75	4,140.25
S1	4,054.75	4,054.75	4,123.00	4,011.75
S2	3,968.75	3,968.75	4,105.25
S3	3,775.75	3,861.75	4,087.75
S4	3,582.75	3,668.75	4,034.50

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,061.50	4,890.50	4,299.75
R3	4,772.25	4,601.25	4,220.25
R2	4,483.00	4,483.00	4,193.75
R1	4,312.00	4,312.00	4,167.25	4,253.00
PP	4,193.75	4,193.75	4,193.75	4,164.25
S1	4,022.75	4,022.75	4,114.25	3,963.50
S2	3,904.50	3,904.50	4,087.75
S3	3,615.25	3,733.50	4,061.25
S4	3,326.00	3,444.25	3,981.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,365.00	4,075.75	289.25	7.0%	154.50	3.7%	22%	False	True	493,651
10	4,606.75	4,075.75	531.00	12.8%	140.50	3.4%	12%	False	True	446,671
20	4,697.75	4,075.75	622.00	15.0%	102.75	2.5%	10%	False	True	311,536
40	4,734.75	4,075.75	659.00	15.9%	87.75	2.1%	10%	False	True	193,852
60	4,734.75	4,075.75	659.00	15.9%	79.25	1.9%	10%	False	True	129,312
80	4,734.75	4,034.25	700.50	16.9%	78.00	1.9%	15%	False	False	97,047
100	4,734.75	3,975.75	759.00	18.3%	74.00	1.8%	22%	False	False	77,639
120	4,734.75	3,975.75	759.00	18.3%	69.25	1.7%	22%	False	False	64,699

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	29.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,089.00
2.618	4,774.00
1.618	4,581.00
1.000	4,461.75
0.618	4,388.00
HIGH	4,268.75
0.618	4,195.00
0.500	4,172.25
0.382	4,149.50
LOW	4,075.75
0.618	3,956.50
1.000	3,882.75
1.618	3,763.50
2.618	3,570.50
4.250	3,255.50

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	4,172.25	4,220.50
PP	4,161.75	4,193.75
S1	4,151.25	4,167.25

Download as Excel Spreadsheet

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

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