E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	4,264.25	4,272.25	8.00	0.2%	4,592.50
High	4,304.50	4,345.75	41.25	1.0%	4,606.75
Low	4,208.75	4,236.50	27.75	0.7%	4,255.75
Close	4,273.00	4,312.75	39.75	0.9%	4,261.50
Range	95.75	109.25	13.50	14.1%	351.00
ATR	88.18	89.68	1.51	1.7%	0.00
Volume	435,576	417,581	-17,995	-4.1%	1,998,453

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,626.00	4,578.75	4,372.75
R3	4,516.75	4,469.50	4,342.75
R2	4,407.50	4,407.50	4,332.75
R1	4,360.25	4,360.25	4,322.75	4,384.00
PP	4,298.25	4,298.25	4,298.25	4,310.25
S1	4,251.00	4,251.00	4,302.75	4,274.50
S2	4,189.00	4,189.00	4,292.75
S3	4,079.75	4,141.75	4,282.75
S4	3,970.50	4,032.50	4,252.75

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,427.75	5,195.50	4,454.50
R3	5,076.75	4,844.50	4,358.00
R2	4,725.75	4,725.75	4,325.75
R1	4,493.50	4,493.50	4,293.75	4,434.00
PP	4,374.75	4,374.75	4,374.75	4,345.00
S1	4,142.50	4,142.50	4,229.25	4,083.00
S2	4,023.75	4,023.75	4,197.25
S3	3,672.75	3,791.50	4,165.00
S4	3,321.75	3,440.50	4,068.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,487.50	4,208.75	278.75	6.5%	119.25	2.8%	37%	False	False	436,352
10	4,697.75	4,208.75	489.00	11.3%	105.25	2.4%	21%	False	False	328,784
20	4,697.75	4,208.75	489.00	11.3%	87.75	2.0%	21%	False	False	282,777
40	4,734.75	4,208.75	526.00	12.2%	79.75	1.9%	20%	False	False	153,496
60	4,734.75	4,208.75	526.00	12.2%	71.75	1.7%	20%	False	False	102,414
80	4,734.75	4,034.25	700.50	16.2%	74.00	1.7%	40%	False	False	76,859
100	4,734.75	3,975.75	759.00	17.6%	71.25	1.7%	44%	False	False	61,488
120	4,734.75	3,975.75	759.00	17.6%	66.00	1.5%	44%	False	False	51,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,810.00
2.618	4,631.75
1.618	4,522.50
1.000	4,455.00
0.618	4,413.25
HIGH	4,345.75
0.618	4,304.00
0.500	4,291.00
0.382	4,278.25
LOW	4,236.50
0.618	4,169.00
1.000	4,127.25
1.618	4,059.75
2.618	3,950.50
4.250	3,772.25

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	4,305.50	4,305.00
PP	4,298.25	4,297.25
S1	4,291.00	4,289.50

Download as Excel Spreadsheet

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

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