E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	4,261.25	4,288.75	27.50	0.6%	4,214.50
High	4,289.75	4,338.00	48.25	1.1%	4,348.25
Low	4,248.25	4,220.25	-28.00	-0.7%	4,171.25
Close	4,285.50	4,275.75	-9.75	-0.2%	4,313.50
Range	41.50	117.75	76.25	183.7%	177.00
ATR	84.65	87.01	2.36	2.8%	0.00
Volume	10,719	77,010	66,291	618.4%	4,361

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,631.25	4,571.25	4,340.50
R3	4,513.50	4,453.50	4,308.25
R2	4,395.75	4,395.75	4,297.25
R1	4,335.75	4,335.75	4,286.50	4,307.00
PP	4,278.00	4,278.00	4,278.00	4,263.50
S1	4,218.00	4,218.00	4,265.00	4,189.00
S2	4,160.25	4,160.25	4,254.25
S3	4,042.50	4,100.25	4,243.25
S4	3,924.75	3,982.50	4,211.00

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	4,345.75	4,220.25	125.50	2.9%	66.25	1.6%	44%	False	True	20,374
10	4,348.25	4,171.25	177.00	4.1%	74.00	1.7%	59%	False	False	10,548
20	4,348.25	3,856.50	491.75	11.5%	81.25	1.9%	85%	False	False	5,604
40	4,356.50	3,856.50	500.00	11.7%	105.50	2.5%	84%	False	False	2,920
60	4,691.00	3,856.50	834.50	19.5%	96.50	2.3%	50%	False	False	1,970
80	4,719.75	3,856.50	863.25	20.2%	84.25	2.0%	49%	False	False	1,479

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	True
Bear Hook	False
Bull Hook	False
Stretch	22.10
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,838.50
2.618	4,646.25
1.618	4,528.50
1.000	4,455.75
0.618	4,410.75
HIGH	4,338.00
0.618	4,293.00
0.500	4,279.00
0.382	4,265.25
LOW	4,220.25
0.618	4,147.50
1.000	4,102.50
1.618	4,029.75
2.618	3,912.00
4.250	3,719.75

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	4,279.00	4,279.00
PP	4,278.00	4,278.00
S1	4,277.00	4,277.00

Download as Excel Spreadsheet

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

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