E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	4,126.25	4,247.50	121.25	2.9%	4,126.75
High	4,253.00	4,260.00	7.00	0.2%	4,253.00
Low	4,119.00	4,119.00	0.00	0.0%	3,983.50
Close	4,247.50	4,186.75	-60.75	-1.4%	4,247.50
Range	134.00	141.00	7.00	5.2%	269.50
ATR	116.73	118.46	1.73	1.5%	0.00
Volume	328,593	287,599	-40,994	-12.5%	1,986,689

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,611.50	4,540.25	4,264.25
R3	4,470.50	4,399.25	4,225.50
R2	4,329.50	4,329.50	4,212.50
R1	4,258.25	4,258.25	4,199.75	4,223.50
PP	4,188.50	4,188.50	4,188.50	4,171.25
S1	4,117.25	4,117.25	4,173.75	4,082.50
S2	4,047.50	4,047.50	4,161.00
S3	3,906.50	3,976.25	4,148.00
S4	3,765.50	3,835.25	4,109.25

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,969.75	4,878.25	4,395.75
R3	4,700.25	4,608.75	4,321.50
R2	4,430.75	4,430.75	4,297.00
R1	4,339.25	4,339.25	4,272.25	4,385.00
PP	4,161.25	4,161.25	4,161.25	4,184.25
S1	4,069.75	4,069.75	4,222.75	4,115.50
S2	3,891.75	3,891.75	4,198.00
S3	3,622.25	3,800.25	4,173.50
S4	3,352.75	3,530.75	4,099.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,260.00	3,983.50	276.50	6.6%	138.75	3.3%	74%	True	False	454,857
10	4,365.00	3,983.50	381.50	9.1%	146.50	3.5%	53%	False	False	474,254
20	4,697.75	3,983.50	714.25	17.1%	119.50	2.9%	28%	False	False	367,642
40	4,734.75	3,983.50	751.25	17.9%	98.00	2.3%	27%	False	False	250,645
60	4,734.75	3,983.50	751.25	17.9%	85.00	2.0%	27%	False	False	167,197
80	4,734.75	3,983.50	751.25	17.9%	80.25	1.9%	27%	False	False	125,472
100	4,734.75	3,983.50	751.25	17.9%	76.75	1.8%	27%	False	False	100,382
120	4,734.75	3,975.75	759.00	18.1%	74.00	1.8%	28%	False	False	83,652

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	33.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,859.25
2.618	4,629.25
1.618	4,488.25
1.000	4,401.00
0.618	4,347.25
HIGH	4,260.00
0.618	4,206.25
0.500	4,189.50
0.382	4,172.75
LOW	4,119.00
0.618	4,031.75
1.000	3,978.00
1.618	3,890.75
2.618	3,749.75
4.250	3,519.75

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	4,189.50	4,182.00
PP	4,188.50	4,177.50
S1	4,187.75	4,173.00

Download as Excel Spreadsheet

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

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