E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	4,576.25	4,471.00	-105.25	-2.3%	4,698.75
High	4,582.00	4,561.00	-21.00	-0.5%	4,708.50
Low	4,483.50	4,452.75	-30.75	-0.7%	4,483.50
Close	4,496.50	4,554.25	57.75	1.3%	4,496.50
Range	98.50	108.25	9.75	9.9%	225.00
ATR	63.65	66.84	3.19	5.0%	0.00
Volume	120	624	504	420.0%	1,003

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,847.50	4,809.00	4,613.75
R3	4,739.25	4,700.75	4,584.00
R2	4,631.00	4,631.00	4,574.00
R1	4,592.50	4,592.50	4,564.25	4,611.75
PP	4,522.75	4,522.75	4,522.75	4,532.25
S1	4,484.25	4,484.25	4,544.25	4,503.50
S2	4,414.50	4,414.50	4,534.50
S3	4,306.25	4,376.00	4,524.50
S4	4,198.00	4,267.75	4,494.75

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,237.75	5,092.25	4,620.25
R3	5,012.75	4,867.25	4,558.50
R2	4,787.75	4,787.75	4,537.75
R1	4,642.25	4,642.25	4,517.00	4,602.50
PP	4,562.75	4,562.75	4,562.75	4,543.00
S1	4,417.25	4,417.25	4,476.00	4,377.50
S2	4,337.75	4,337.75	4,455.25
S3	4,112.75	4,192.25	4,434.50
S4	3,887.75	3,967.25	4,372.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,668.50	4,452.75	215.75	4.7%	73.00	1.6%	47%	False	True	303
10	4,722.50	4,452.75	269.75	5.9%	63.50	1.4%	38%	False	True	277
20	4,722.50	4,387.25	335.25	7.4%	62.25	1.4%	50%	False	False	229
40	4,722.50	4,034.25	688.25	15.1%	70.25	1.5%	76%	False	False	240
60	4,722.50	3,975.75	746.75	16.4%	66.00	1.4%	77%	False	False	162
80	4,722.50	3,975.75	746.75	16.4%	60.25	1.3%	77%	False	False	121
100	4,722.50	3,975.75	746.75	16.4%	53.50	1.2%	77%	False	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.13
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,021.00
2.618	4,844.50
1.618	4,736.25
1.000	4,669.25
0.618	4,628.00
HIGH	4,561.00
0.618	4,519.75
0.500	4,507.00
0.382	4,494.00
LOW	4,452.75
0.618	4,385.75
1.000	4,344.50
1.618	4,277.50
2.618	4,169.25
4.250	3,992.75

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	4,538.50	4,552.25
PP	4,522.75	4,550.25
S1	4,507.00	4,548.50

Download as Excel Spreadsheet

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

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