E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	4,021.50	4,089.75	68.25	1.7%	4,027.25
High	4,104.75	4,211.50	106.75	2.6%	4,046.00
Low	4,021.50	4,068.25	46.75	1.2%	3,862.25
Close	4,092.75	4,196.75	104.00	2.5%	4,006.25
Range	83.25	143.25	60.00	72.1%	183.75
ATR	115.72	117.68	1.97	1.7%	0.00
Volume	320,588	291,649	-28,939	-9.0%	2,281,488

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,588.50	4,536.00	4,275.50
R3	4,445.25	4,392.75	4,236.25
R2	4,302.00	4,302.00	4,223.00
R1	4,249.50	4,249.50	4,210.00	4,275.75
PP	4,158.75	4,158.75	4,158.75	4,172.00
S1	4,106.25	4,106.25	4,183.50	4,132.50
S2	4,015.50	4,015.50	4,170.50
S3	3,872.25	3,963.00	4,157.25
S4	3,729.00	3,819.75	4,118.00

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,522.75	4,448.25	4,107.25
R3	4,339.00	4,264.50	4,056.75
R2	4,155.25	4,155.25	4,040.00
R1	4,080.75	4,080.75	4,023.00	4,026.00
PP	3,971.50	3,971.50	3,971.50	3,944.25
S1	3,897.00	3,897.00	3,989.50	3,842.50
S2	3,787.75	3,787.75	3,972.50
S3	3,604.00	3,713.25	3,955.75
S4	3,420.25	3,529.50	3,905.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,211.50	3,862.25	349.25	8.3%	106.50	2.5%	96%	True	False	370,272
10	4,215.00	3,862.25	352.75	8.4%	119.25	2.8%	95%	False	False	420,447
20	4,309.25	3,862.25	447.00	10.7%	121.00	2.9%	75%	False	False	402,989
40	4,697.75	3,862.25	835.50	19.9%	112.00	2.7%	40%	False	False	361,139
60	4,734.75	3,862.25	872.50	20.8%	99.25	2.4%	38%	False	False	271,489
80	4,734.75	3,862.25	872.50	20.8%	90.50	2.2%	38%	False	False	203,677
100	4,734.75	3,862.25	872.50	20.8%	87.25	2.1%	38%	False	False	162,993
120	4,734.75	3,862.25	872.50	20.8%	81.75	1.9%	38%	False	False	135,829

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	24.35
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,820.25
2.618	4,586.50
1.618	4,443.25
1.000	4,354.75
0.618	4,300.00
HIGH	4,211.50
0.618	4,156.75
0.500	4,140.00
0.382	4,123.00
LOW	4,068.25
0.618	3,979.75
1.000	3,925.00
1.618	3,836.50
2.618	3,693.25
4.250	3,459.50

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	4,177.75	4,158.50
PP	4,158.75	4,120.50
S1	4,140.00	4,082.25

Download as Excel Spreadsheet

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

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