E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	4,410.00	4,432.25	22.25	0.5%	4,345.50
High	4,433.00	4,432.25	-0.75	0.0%	4,404.00
Low	4,382.75	4,379.75	-3.00	-0.1%	4,328.00
Close	4,429.00	4,390.00	-39.00	-0.9%	4,389.50
Range	50.25	52.50	2.25	4.5%	76.00
ATR	51.97	52.01	0.04	0.1%	0.00
Volume	101	25	-76	-75.2%	230

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,558.25	4,526.50	4,419.00
R3	4,505.75	4,474.00	4,404.50
R2	4,453.25	4,453.25	4,399.50
R1	4,421.50	4,421.50	4,394.75	4,411.00
PP	4,400.75	4,400.75	4,400.75	4,395.50
S1	4,369.00	4,369.00	4,385.25	4,358.50
S2	4,348.25	4,348.25	4,380.50
S3	4,295.75	4,316.50	4,375.50
S4	4,243.25	4,264.00	4,361.00

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,601.75	4,571.75	4,431.25
R3	4,525.75	4,495.75	4,410.50
R2	4,449.75	4,449.75	4,403.50
R1	4,419.75	4,419.75	4,396.50	4,434.75
PP	4,373.75	4,373.75	4,373.75	4,381.50
S1	4,343.75	4,343.75	4,382.50	4,358.75
S2	4,297.75	4,297.75	4,375.50
S3	4,221.75	4,267.75	4,368.50
S4	4,145.75	4,191.75	4,347.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,433.00	4,357.00	76.00	1.7%	43.25	1.0%	43%	False	False	50
10	4,433.00	4,230.00	203.00	4.6%	43.25	1.0%	79%	False	False	41
20	4,433.00	4,181.00	252.00	5.7%	40.75	0.9%	83%	False	False	26
40	4,433.00	3,902.00	531.00	12.1%	36.50	0.8%	92%	False	False	13
60	4,681.75	3,902.00	779.75	17.8%	44.25	1.0%	63%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.45
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,655.50
2.618	4,569.75
1.618	4,517.25
1.000	4,484.75
0.618	4,464.75
HIGH	4,432.25
0.618	4,412.25
0.500	4,406.00
0.382	4,399.75
LOW	4,379.75
0.618	4,347.25
1.000	4,327.25
1.618	4,294.75
2.618	4,242.25
4.250	4,156.50

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	4,406.00	4,402.75
PP	4,400.75	4,398.50
S1	4,395.25	4,394.25

Download as Excel Spreadsheet

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

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