E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 4,185.75 4,325.00 139.25 3.3% 4,140.50
High 4,328.75 4,348.25 19.50 0.5% 4,283.00
Low 4,171.25 4,290.50 119.25 2.9% 4,076.50
Close 4,328.50 4,320.25 -8.25 -0.2% 4,220.50
Range 157.50 57.75 -99.75 -63.3% 206.50
ATR 102.26 99.08 -3.18 -3.1% 0.00
Volume 1,372 529 -843 -61.4% 4,816
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,493.00 4,464.25 4,352.00
R3 4,435.25 4,406.50 4,336.25
R2 4,377.50 4,377.50 4,330.75
R1 4,348.75 4,348.75 4,325.50 4,334.25
PP 4,319.75 4,319.75 4,319.75 4,312.50
S1 4,291.00 4,291.00 4,315.00 4,276.50
S2 4,262.00 4,262.00 4,309.75
S3 4,204.25 4,233.25 4,304.25
S4 4,146.50 4,175.50 4,288.50
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,812.75 4,723.25 4,334.00
R3 4,606.25 4,516.75 4,277.25
R2 4,399.75 4,399.75 4,258.25
R1 4,310.25 4,310.25 4,239.50 4,355.00
PP 4,193.25 4,193.25 4,193.25 4,215.75
S1 4,103.75 4,103.75 4,201.50 4,148.50
S2 3,986.75 3,986.75 4,182.75
S3 3,780.25 3,897.25 4,163.75
S4 3,573.75 3,690.75 4,107.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,348.25 4,162.25 186.00 4.3% 86.75 2.0% 85% True False 1,019
10 4,348.25 4,076.50 271.75 6.3% 84.50 2.0% 90% True False 832
20 4,348.25 3,856.50 491.75 11.4% 99.75 2.3% 94% True False 559
40 4,517.50 3,856.50 661.00 15.3% 111.75 2.6% 70% False False 376
60 4,710.50 3,856.50 854.00 19.8% 96.25 2.2% 54% False False 262
80 4,719.75 3,856.50 863.25 20.0% 82.25 1.9% 54% False False 197
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 23.63
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,593.75
2.618 4,499.50
1.618 4,441.75
1.000 4,406.00
0.618 4,384.00
HIGH 4,348.25
0.618 4,326.25
0.500 4,319.50
0.382 4,312.50
LOW 4,290.50
0.618 4,254.75
1.000 4,232.75
1.618 4,197.00
2.618 4,139.25
4.250 4,045.00
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 4,320.00 4,300.00
PP 4,319.75 4,280.00
S1 4,319.50 4,259.75

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

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