E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	4,308.25	4,291.00	-17.25	-0.4%	4,214.50
High	4,321.00	4,299.00	-22.00	-0.5%	4,348.25
Low	4,260.50	4,243.25	-17.25	-0.4%	4,171.25
Close	4,291.25	4,261.25	-30.00	-0.7%	4,313.50
Range	60.50	55.75	-4.75	-7.9%	177.00
ATR	90.44	87.97	-2.48	-2.7%	0.00
Volume	4,796	8,081	3,285	68.5%	4,361

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,435.00	4,404.00	4,292.00
R3	4,379.25	4,348.25	4,276.50
R2	4,323.50	4,323.50	4,271.50
R1	4,292.50	4,292.50	4,266.25	4,280.00
PP	4,267.75	4,267.75	4,267.75	4,261.75
S1	4,236.75	4,236.75	4,256.25	4,224.50
S2	4,212.00	4,212.00	4,251.00
S3	4,156.25	4,181.00	4,246.00
S4	4,100.50	4,125.25	4,230.50

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,808.75	4,738.00	4,410.75
R3	4,631.75	4,561.00	4,362.25
R2	4,454.75	4,454.75	4,346.00
R1	4,384.00	4,384.00	4,329.75	4,419.50
PP	4,277.75	4,277.75	4,277.75	4,295.25
S1	4,207.00	4,207.00	4,297.25	4,242.50
S2	4,100.75	4,100.75	4,281.00
S3	3,923.75	4,030.00	4,264.75
S4	3,746.75	3,853.00	4,216.25

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	4,243.25	105.00	2.5%	56.00	1.3%	17%	False	True	3,073
10	4,348.25	4,076.50	271.75	6.4%	79.00	1.9%	68%	False	False	2,098
20	4,348.25	3,856.50	491.75	11.5%	84.25	2.0%	82%	False	False	1,244
40	4,356.50	3,856.50	500.00	11.7%	106.25	2.5%	81%	False	False	732
60	4,691.00	3,856.50	834.50	19.6%	96.50	2.3%	49%	False	False	508
80	4,719.75	3,856.50	863.25	20.3%	83.50	2.0%	47%	False	False	382

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	25.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,536.00
2.618	4,445.00
1.618	4,389.25
1.000	4,354.75
0.618	4,333.50
HIGH	4,299.00
0.618	4,277.75
0.500	4,271.00
0.382	4,264.50
LOW	4,243.25
0.618	4,208.75
1.000	4,187.50
1.618	4,153.00
2.618	4,097.25
4.250	4,006.25

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	4,271.00	4,294.50
PP	4,267.75	4,283.50
S1	4,264.50	4,272.25

Download as Excel Spreadsheet

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

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