E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	4,207.25	4,156.50	-50.75	-1.2%	4,021.50
High	4,216.50	4,218.50	2.00	0.0%	4,227.50
Low	4,154.50	4,084.75	-69.75	-1.7%	4,021.50
Close	4,159.25	4,208.50	49.25	1.2%	4,161.00
Range	62.00	133.75	71.75	115.7%	206.00
ATR	105.87	107.87	1.99	1.9%	0.00
Volume	227,805	336,253	108,448	47.6%	1,095,835

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,571.75	4,524.00	4,282.00
R3	4,438.00	4,390.25	4,245.25
R2	4,304.25	4,304.25	4,233.00
R1	4,256.50	4,256.50	4,220.75	4,280.50
PP	4,170.50	4,170.50	4,170.50	4,182.50
S1	4,122.75	4,122.75	4,196.25	4,146.50
S2	4,036.75	4,036.75	4,184.00
S3	3,903.00	3,989.00	4,171.75
S4	3,769.25	3,855.25	4,135.00

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,754.75	4,663.75	4,274.25
R3	4,548.75	4,457.75	4,217.75
R2	4,342.75	4,342.75	4,198.75
R1	4,251.75	4,251.75	4,180.00	4,297.25
PP	4,136.75	4,136.75	4,136.75	4,159.50
S1	4,045.75	4,045.75	4,142.00	4,091.25
S2	3,930.75	3,930.75	4,123.25
S3	3,724.75	3,839.75	4,104.25
S4	3,518.75	3,633.75	4,047.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,234.00	4,084.75	149.25	3.5%	84.25	2.0%	83%	False	True	247,527
10	4,234.00	3,862.25	371.75	8.8%	95.50	2.3%	93%	False	False	308,899
20	4,309.25	3,862.25	447.00	10.6%	108.00	2.6%	77%	False	False	358,583
40	4,697.75	3,862.25	835.50	19.9%	116.00	2.8%	41%	False	False	369,742
60	4,734.75	3,862.25	872.50	20.7%	102.75	2.4%	40%	False	False	292,063
80	4,734.75	3,862.25	872.50	20.7%	91.25	2.2%	40%	False	False	219,131
100	4,734.75	3,862.25	872.50	20.7%	86.00	2.0%	40%	False	False	175,365
120	4,734.75	3,862.25	872.50	20.7%	82.75	2.0%	40%	False	False	146,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.45
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,787.00
2.618	4,568.75
1.618	4,435.00
1.000	4,352.25
0.618	4,301.25
HIGH	4,218.50
0.618	4,167.50
0.500	4,151.50
0.382	4,135.75
LOW	4,084.75
0.618	4,002.00
1.000	3,951.00
1.618	3,868.25
2.618	3,734.50
4.250	3,516.25

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	4,189.50	4,192.00
PP	4,170.50	4,175.75
S1	4,151.50	4,159.50

Download as Excel Spreadsheet

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

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