E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	4,614.00	4,641.50	27.50	0.6%	4,711.25
High	4,668.50	4,653.50	-15.00	-0.3%	4,724.25
Low	4,612.50	4,521.50	-91.00	-2.0%	4,521.50
Close	4,638.25	4,532.50	-105.75	-2.3%	4,532.50
Range	56.00	132.00	76.00	135.7%	202.75
ATR	69.41	73.88	4.47	6.4%	0.00
Volume	108,319	321,094	212,775	196.4%	470,100

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,965.25	4,880.75	4,605.00
R3	4,833.25	4,748.75	4,568.75
R2	4,701.25	4,701.25	4,556.75
R1	4,616.75	4,616.75	4,544.50	4,593.00
PP	4,569.25	4,569.25	4,569.25	4,557.25
S1	4,484.75	4,484.75	4,520.50	4,461.00
S2	4,437.25	4,437.25	4,508.25
S3	4,305.25	4,352.75	4,496.25
S4	4,173.25	4,220.75	4,460.00

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,201.00	5,069.50	4,644.00
R3	4,998.25	4,866.75	4,588.25
R2	4,795.50	4,795.50	4,569.75
R1	4,664.00	4,664.00	4,551.00	4,628.50
PP	4,592.75	4,592.75	4,592.75	4,575.00
S1	4,461.25	4,461.25	4,514.00	4,425.50
S2	4,390.00	4,390.00	4,495.25
S3	4,187.25	4,258.50	4,476.75
S4	3,984.50	4,055.75	4,421.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,724.25	4,521.50	202.75	4.5%	85.75	1.9%	5%	False	True	94,020
10	4,734.75	4,521.50	213.25	4.7%	84.50	1.9%	5%	False	True	47,979
20	4,734.75	4,452.75	282.00	6.2%	72.00	1.6%	28%	False	False	24,214
40	4,734.75	4,387.25	347.50	7.7%	64.00	1.4%	42%	False	False	12,232
60	4,734.75	4,034.25	700.50	15.5%	69.50	1.5%	71%	False	False	8,220
80	4,734.75	3,975.75	759.00	16.7%	67.25	1.5%	73%	False	False	6,166
100	4,734.75	3,975.75	759.00	16.7%	61.50	1.4%	73%	False	False	4,933
120	4,734.75	3,975.75	759.00	16.7%	55.00	1.2%	73%	False	False	4,110

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	False
Bear Hook	False
Bull Hook	False
Stretch	15.35
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,214.50
2.618	4,999.00
1.618	4,867.00
1.000	4,785.50
0.618	4,735.00
HIGH	4,653.50
0.618	4,603.00
0.500	4,587.50
0.382	4,572.00
LOW	4,521.50
0.618	4,440.00
1.000	4,389.50
1.618	4,308.00
2.618	4,176.00
4.250	3,960.50

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	4,587.50	4,611.50
PP	4,569.25	4,585.25
S1	4,550.75	4,559.00

Download as Excel Spreadsheet

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

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