E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	4,387.75	4,395.50	7.75	0.2%	4,342.75
High	4,412.75	4,410.75	-2.00	0.0%	4,412.75
Low	4,359.75	4,375.75	16.00	0.4%	4,329.50
Close	4,393.00	4,394.75	1.75	0.0%	4,394.75
Range	53.00	35.00	-18.00	-34.0%	83.25
ATR	77.00	74.00	-3.00	-3.9%	0.00
Volume	269,816	240,454	-29,362	-10.9%	1,223,372

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,498.75	4,481.75	4,414.00
R3	4,463.75	4,446.75	4,404.50
R2	4,428.75	4,428.75	4,401.25
R1	4,411.75	4,411.75	4,398.00	4,402.75
PP	4,393.75	4,393.75	4,393.75	4,389.25
S1	4,376.75	4,376.75	4,391.50	4,367.75
S2	4,358.75	4,358.75	4,388.25
S3	4,323.75	4,341.75	4,385.00
S4	4,288.75	4,306.75	4,375.50

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,628.75	4,595.00	4,440.50
R3	4,545.50	4,511.75	4,417.75
R2	4,462.25	4,462.25	4,410.00
R1	4,428.50	4,428.50	4,402.50	4,445.50
PP	4,379.00	4,379.00	4,379.00	4,387.50
S1	4,345.25	4,345.25	4,387.00	4,362.00
S2	4,295.75	4,295.75	4,379.50
S3	4,212.50	4,262.00	4,371.75
S4	4,129.25	4,178.75	4,349.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,412.75	4,329.50	83.25	1.9%	45.75	1.0%	78%	False	False	244,674
10	4,412.75	4,220.25	192.50	4.4%	58.50	1.3%	91%	False	False	153,815
20	4,412.75	4,076.50	336.25	7.7%	70.25	1.6%	95%	False	False	77,366
40	4,412.75	3,856.50	556.25	12.7%	89.25	2.0%	97%	False	False	38,827
60	4,691.00	3,856.50	834.50	19.0%	94.25	2.1%	64%	False	False	25,927
80	4,719.75	3,856.50	863.25	19.6%	85.00	1.9%	62%	False	False	19,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.03
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	4,559.50
2.618	4,502.50
1.618	4,467.50
1.000	4,445.75
0.618	4,432.50
HIGH	4,410.75
0.618	4,397.50
0.500	4,393.25
0.382	4,389.00
LOW	4,375.75
0.618	4,354.00
1.000	4,340.75
1.618	4,319.00
2.618	4,284.00
4.250	4,227.00

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	4,394.25	4,388.75
PP	4,393.75	4,382.75
S1	4,393.25	4,376.50

Download as Excel Spreadsheet

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

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