E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	4,296.50	4,298.00	1.50	0.0%	4,187.50
High	4,327.00	4,339.25	12.25	0.3%	4,254.25
Low	4,261.50	4,261.00	-0.50	0.0%	4,034.25
Close	4,316.75	4,337.50	20.75	0.5%	4,254.25
Range	65.50	78.25	12.75	19.5%	220.00
ATR	86.09	85.53	-0.56	-0.7%	0.00
Volume	29	170	141	486.2%	1,107

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,547.25	4,520.75	4,380.50
R3	4,469.00	4,442.50	4,359.00
R2	4,390.75	4,390.75	4,351.75
R1	4,364.25	4,364.25	4,344.75	4,377.50
PP	4,312.50	4,312.50	4,312.50	4,319.25
S1	4,286.00	4,286.00	4,330.25	4,299.25
S2	4,234.25	4,234.25	4,323.25
S3	4,156.00	4,207.75	4,316.00
S4	4,077.75	4,129.50	4,294.50

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,841.00	4,767.50	4,375.25
R3	4,621.00	4,547.50	4,314.75
R2	4,401.00	4,401.00	4,294.50
R1	4,327.50	4,327.50	4,274.50	4,364.25
PP	4,181.00	4,181.00	4,181.00	4,199.25
S1	4,107.50	4,107.50	4,234.00	4,144.25
S2	3,961.00	3,961.00	4,214.00
S3	3,741.00	3,887.50	4,193.75
S4	3,521.00	3,667.50	4,133.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,339.25	4,105.25	234.00	5.4%	83.75	1.9%	99%	True	False	217
10	4,339.25	4,034.25	305.00	7.0%	99.25	2.3%	99%	True	False	162
20	4,426.25	4,034.25	392.00	9.0%	82.50	1.9%	77%	False	False	88
40	4,551.00	3,975.75	575.25	13.3%	68.25	1.6%	63%	False	False	45
60	4,665.25	3,975.75	689.50	15.9%	58.25	1.3%	52%	False	False	30
80	4,665.25	3,975.75	689.50	15.9%	47.75	1.1%	52%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.45
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,671.75
2.618	4,544.00
1.618	4,465.75
1.000	4,417.50
0.618	4,387.50
HIGH	4,339.25
0.618	4,309.25
0.500	4,300.00
0.382	4,291.00
LOW	4,261.00
0.618	4,212.75
1.000	4,182.75
1.618	4,134.50
2.618	4,056.25
4.250	3,928.50

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	4,325.00	4,324.75
PP	4,312.50	4,312.25
S1	4,300.00	4,299.50

Download as Excel Spreadsheet

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

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