E-mini NASDAQ-100 Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 4,457.75 4,469.75 12.00 0.3% 4,383.00
High 4,501.75 4,486.50 -15.25 -0.3% 4,433.00
Low 4,453.00 4,458.25 5.25 0.1% 4,358.00
Close 4,475.00 4,469.25 -5.75 -0.1% 4,390.75
Range 48.75 28.25 -20.50 -42.1% 75.00
ATR 52.38 50.66 -1.72 -3.3% 0.00
Volume 387 60 -327 -84.5% 190
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,556.00 4,541.00 4,484.75
R3 4,527.75 4,512.75 4,477.00
R2 4,499.50 4,499.50 4,474.50
R1 4,484.50 4,484.50 4,471.75 4,478.00
PP 4,471.25 4,471.25 4,471.25 4,468.00
S1 4,456.25 4,456.25 4,466.75 4,449.50
S2 4,443.00 4,443.00 4,464.00
S3 4,414.75 4,428.00 4,461.50
S4 4,386.50 4,399.75 4,453.75
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,619.00 4,579.75 4,432.00
R3 4,544.00 4,504.75 4,411.50
R2 4,469.00 4,469.00 4,404.50
R1 4,429.75 4,429.75 4,397.50 4,449.50
PP 4,394.00 4,394.00 4,394.00 4,403.75
S1 4,354.75 4,354.75 4,384.00 4,374.50
S2 4,319.00 4,319.00 4,377.00
S3 4,244.00 4,279.75 4,370.00
S4 4,169.00 4,204.75 4,349.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,501.75 4,358.00 143.75 3.2% 47.50 1.1% 77% False False 120
10 4,501.75 4,357.00 144.75 3.2% 45.25 1.0% 78% False False 85
20 4,501.75 4,230.00 271.75 6.1% 39.50 0.9% 88% False False 53
40 4,501.75 3,902.00 599.75 13.4% 36.75 0.8% 95% False False 28
60 4,502.75 3,902.00 600.75 13.4% 45.00 1.0% 94% False False 19
80 4,696.25 3,902.00 794.25 17.8% 41.50 0.9% 71% False False 15
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.23
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,606.50
2.618 4,560.50
1.618 4,532.25
1.000 4,514.75
0.618 4,504.00
HIGH 4,486.50
0.618 4,475.75
0.500 4,472.50
0.382 4,469.00
LOW 4,458.25
0.618 4,440.75
1.000 4,430.00
1.618 4,412.50
2.618 4,384.25
4.250 4,338.25
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 4,472.50 4,458.00
PP 4,471.25 4,447.00
S1 4,470.25 4,436.00

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

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