E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 4,286.50 4,186.00 -100.50 -2.3% 4,247.50
High 4,287.00 4,215.00 -72.00 -1.7% 4,271.25
Low 4,170.75 4,090.50 -80.25 -1.9% 4,102.00
Close 4,192.00 4,171.50 -20.50 -0.5% 4,263.00
Range 116.25 124.50 8.25 7.1% 169.25
ATR 116.04 116.65 0.60 0.5% 0.00
Volume 314,726 484,500 169,774 53.9% 1,766,289
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 4,532.50 4,476.50 4,240.00
R3 4,408.00 4,352.00 4,205.75
R2 4,283.50 4,283.50 4,194.25
R1 4,227.50 4,227.50 4,183.00 4,193.25
PP 4,159.00 4,159.00 4,159.00 4,142.00
S1 4,103.00 4,103.00 4,160.00 4,068.75
S2 4,034.50 4,034.50 4,148.75
S3 3,910.00 3,978.50 4,137.25
S4 3,785.50 3,854.00 4,103.00
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,719.75 4,660.75 4,356.00
R3 4,550.50 4,491.50 4,309.50
R2 4,381.25 4,381.25 4,294.00
R1 4,322.25 4,322.25 4,278.50 4,351.75
PP 4,212.00 4,212.00 4,212.00 4,227.00
S1 4,153.00 4,153.00 4,247.50 4,182.50
S2 4,042.75 4,042.75 4,232.00
S3 3,873.50 3,983.75 4,216.50
S4 3,704.25 3,814.50 4,170.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,309.25 4,090.50 218.75 5.2% 111.25 2.7% 37% False True 361,106
10 4,309.25 4,085.75 223.50 5.4% 116.50 2.8% 38% False False 371,156
20 4,487.50 3,983.50 504.00 12.1% 132.00 3.2% 37% False False 430,621
40 4,724.25 3,983.50 740.75 17.8% 105.75 2.5% 25% False False 313,908
60 4,734.75 3,983.50 751.25 18.0% 92.25 2.2% 25% False False 209,533
80 4,734.75 3,983.50 751.25 18.0% 82.25 2.0% 25% False False 157,221
100 4,734.75 3,983.50 751.25 18.0% 82.25 2.0% 25% False False 125,794
120 4,734.75 3,975.75 759.00 18.2% 77.50 1.9% 26% False False 104,829
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 25.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,744.00
2.618 4,541.00
1.618 4,416.50
1.000 4,339.50
0.618 4,292.00
HIGH 4,215.00
0.618 4,167.50
0.500 4,152.75
0.382 4,138.00
LOW 4,090.50
0.618 4,013.50
1.000 3,966.00
1.618 3,889.00
2.618 3,764.50
4.250 3,561.50
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 4,165.25 4,200.00
PP 4,159.00 4,190.50
S1 4,152.75 4,181.00

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

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