E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	4,325.00	4,311.00	-14.00	-0.3%	4,140.50
High	4,348.25	4,335.00	-13.25	-0.3%	4,283.00
Low	4,290.50	4,285.00	-5.50	-0.1%	4,076.50
Close	4,320.25	4,311.25	-9.00	-0.2%	4,220.50
Range	57.75	50.00	-7.75	-13.4%	206.50
ATR	99.08	95.57	-3.51	-3.5%	0.00
Volume	529	693	164	31.0%	4,816

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,460.50	4,435.75	4,338.75
R3	4,410.50	4,385.75	4,325.00
R2	4,360.50	4,360.50	4,320.50
R1	4,335.75	4,335.75	4,315.75	4,348.00
PP	4,310.50	4,310.50	4,310.50	4,316.50
S1	4,285.75	4,285.75	4,306.75	4,298.00
S2	4,260.50	4,260.50	4,302.00
S3	4,210.50	4,235.75	4,297.50
S4	4,160.50	4,185.75	4,283.75

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	4,171.25	177.00	4.1%	81.75	1.9%	79%	False	False	722
10	4,348.25	4,076.50	271.75	6.3%	81.50	1.9%	86%	False	False	805
20	4,348.25	3,856.50	491.75	11.4%	96.50	2.2%	92%	False	False	585
40	4,482.00	3,856.50	625.50	14.5%	111.50	2.6%	73%	False	False	390
60	4,710.50	3,856.50	854.00	19.8%	96.75	2.2%	53%	False	False	273
80	4,719.75	3,856.50	863.25	20.0%	82.25	1.9%	53%	False	False	205

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	24.10
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	4,547.50
2.618	4,466.00
1.618	4,416.00
1.000	4,385.00
0.618	4,366.00
HIGH	4,335.00
0.618	4,316.00
0.500	4,310.00
0.382	4,304.00
LOW	4,285.00
0.618	4,254.00
1.000	4,235.00
1.618	4,204.00
2.618	4,154.00
4.250	4,072.50

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	4,310.75	4,294.00
PP	4,310.50	4,277.00
S1	4,310.00	4,259.75

Download as Excel Spreadsheet

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

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