E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	4,334.50	4,326.75	-7.75	-0.2%	4,155.25
High	4,357.75	4,344.50	-13.25	-0.3%	4,247.75
Low	4,299.25	4,293.50	-5.75	-0.1%	4,084.75
Close	4,329.25	4,320.25	-9.00	-0.2%	4,230.00
Range	58.50	51.00	-7.50	-12.8%	163.00
ATR	98.94	95.51	-3.42	-3.5%	0.00
Volume	265,748	202,256	-63,492	-23.9%	1,292,386

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,472.50	4,447.25	4,348.25
R3	4,421.50	4,396.25	4,334.25
R2	4,370.50	4,370.50	4,329.50
R1	4,345.25	4,345.25	4,325.00	4,332.50
PP	4,319.50	4,319.50	4,319.50	4,313.00
S1	4,294.25	4,294.25	4,315.50	4,281.50
S2	4,268.50	4,268.50	4,311.00
S3	4,217.50	4,243.25	4,306.25
S4	4,166.50	4,192.25	4,292.25

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,676.50	4,616.25	4,319.75
R3	4,513.50	4,453.25	4,274.75
R2	4,350.50	4,350.50	4,260.00
R1	4,290.25	4,290.25	4,245.00	4,320.50
PP	4,187.50	4,187.50	4,187.50	4,202.50
S1	4,127.25	4,127.25	4,215.00	4,157.50
S2	4,024.50	4,024.50	4,200.00
S3	3,861.50	3,964.25	4,185.25
S4	3,698.50	3,801.25	4,140.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,357.75	4,180.25	177.50	4.1%	69.25	1.6%	79%	False	False	257,377
10	4,357.75	4,084.75	273.00	6.3%	76.25	1.8%	86%	False	False	253,548
20	4,357.75	3,862.25	495.50	11.5%	95.75	2.2%	92%	False	False	325,502
40	4,487.50	3,862.25	625.25	14.5%	113.75	2.6%	73%	False	False	378,061
60	4,724.25	3,862.25	862.00	20.0%	102.25	2.4%	53%	False	False	317,772
80	4,734.75	3,862.25	872.50	20.2%	93.00	2.2%	52%	False	False	238,525
100	4,734.75	3,862.25	872.50	20.2%	85.00	2.0%	52%	False	False	190,877
120	4,734.75	3,862.25	872.50	20.2%	84.50	2.0%	52%	False	False	159,079

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.70
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,561.25
2.618	4,478.00
1.618	4,427.00
1.000	4,395.50
0.618	4,376.00
HIGH	4,344.50
0.618	4,325.00
0.500	4,319.00
0.382	4,313.00
LOW	4,293.50
0.618	4,262.00
1.000	4,242.50
1.618	4,211.00
2.618	4,160.00
4.250	4,076.75

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	4,319.75	4,303.25
PP	4,319.50	4,286.00
S1	4,319.00	4,269.00

Download as Excel Spreadsheet

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

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