E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	4,225.25	4,199.25	-26.00	-0.6%	4,155.25
High	4,263.25	4,338.75	75.50	1.8%	4,247.75
Low	4,184.50	4,180.25	-4.25	-0.1%	4,084.75
Close	4,201.25	4,337.75	136.50	3.2%	4,230.00
Range	78.75	158.50	79.75	101.3%	163.00
ATR	97.71	102.05	4.34	4.4%	0.00
Volume	250,315	295,763	45,448	18.2%	1,292,386

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,761.00	4,708.00	4,425.00
R3	4,602.50	4,549.50	4,381.25
R2	4,444.00	4,444.00	4,366.75
R1	4,391.00	4,391.00	4,352.25	4,417.50
PP	4,285.50	4,285.50	4,285.50	4,299.00
S1	4,232.50	4,232.50	4,323.25	4,259.00
S2	4,127.00	4,127.00	4,308.75
S3	3,968.50	4,074.00	4,294.25
S4	3,810.00	3,915.50	4,250.50

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,676.50	4,616.25	4,319.75
R3	4,513.50	4,453.25	4,274.75
R2	4,350.50	4,350.50	4,260.00
R1	4,290.25	4,290.25	4,245.00	4,320.50
PP	4,187.50	4,187.50	4,187.50	4,202.50
S1	4,127.25	4,127.25	4,215.00	4,157.50
S2	4,024.50	4,024.50	4,200.00
S3	3,861.50	3,964.25	4,185.25
S4	3,698.50	3,801.25	4,140.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,338.75	4,084.75	254.00	5.9%	89.75	2.1%	100%	True	False	284,136
10	4,338.75	4,068.25	270.50	6.2%	88.00	2.0%	100%	True	False	261,371
20	4,338.75	3,862.25	476.50	11.0%	102.25	2.4%	100%	True	False	342,063
40	4,606.75	3,862.25	744.50	17.2%	117.25	2.7%	64%	False	False	383,107
60	4,725.25	3,862.25	863.00	19.9%	105.00	2.4%	55%	False	False	310,078
80	4,734.75	3,862.25	872.50	20.1%	92.75	2.1%	54%	False	False	232,679
100	4,734.75	3,862.25	872.50	20.1%	85.25	2.0%	54%	False	False	186,199
120	4,734.75	3,862.25	872.50	20.1%	85.00	2.0%	54%	False	False	155,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.68
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5,012.50
2.618	4,753.75
1.618	4,595.25
1.000	4,497.25
0.618	4,436.75
HIGH	4,338.75
0.618	4,278.25
0.500	4,259.50
0.382	4,240.75
LOW	4,180.25
0.618	4,082.25
1.000	4,021.75
1.618	3,923.75
2.618	3,765.25
4.250	3,506.50

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	4,311.75	4,311.75
PP	4,285.50	4,285.50
S1	4,259.50	4,259.50

Download as Excel Spreadsheet

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

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