E-mini NASDAQ-100 Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	4,394.75	4,416.00	21.25	0.5%	4,342.75
High	4,421.25	4,440.50	19.25	0.4%	4,412.75
Low	4,376.75	4,383.75	7.00	0.2%	4,329.50
Close	4,416.25	4,434.50	18.25	0.4%	4,394.75
Range	44.50	56.75	12.25	27.5%	83.25
ATR	71.90	70.81	-1.08	-1.5%	0.00
Volume	169,724	190,219	20,495	12.1%	1,223,372

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,589.75	4,569.00	4,465.75
R3	4,533.00	4,512.25	4,450.00
R2	4,476.25	4,476.25	4,445.00
R1	4,455.50	4,455.50	4,439.75	4,466.00
PP	4,419.50	4,419.50	4,419.50	4,424.75
S1	4,398.75	4,398.75	4,429.25	4,409.00
S2	4,362.75	4,362.75	4,424.00
S3	4,306.00	4,342.00	4,419.00
S4	4,249.25	4,285.25	4,403.25

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	4,440.50	4,340.50	100.00	2.3%	51.25	1.2%	94%	True	False	230,714
10	4,440.50	4,220.25	220.25	5.0%	57.00	1.3%	97%	True	False	188,522
20	4,440.50	4,076.50	364.00	8.2%	68.00	1.5%	98%	True	False	95,310
40	4,440.50	3,856.50	584.00	13.2%	85.00	1.9%	99%	True	False	47,809
60	4,691.00	3,856.50	834.50	18.8%	94.75	2.1%	69%	False	False	31,924
80	4,719.75	3,856.50	863.25	19.5%	85.00	1.9%	67%	False	False	23,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,681.75
2.618	4,589.00
1.618	4,532.25
1.000	4,497.25
0.618	4,475.50
HIGH	4,440.50
0.618	4,418.75
0.500	4,412.00
0.382	4,405.50
LOW	4,383.75
0.618	4,348.75
1.000	4,327.00
1.618	4,292.00
2.618	4,235.25
4.250	4,142.50

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	4,427.00	4,425.75
PP	4,419.50	4,417.00
S1	4,412.00	4,408.00

Download as Excel Spreadsheet

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

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