E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	4,323.00	4,321.00	-2.00	0.0%	4,225.25
High	4,355.00	4,330.00	-25.00	-0.6%	4,357.75
Low	4,298.00	4,268.75	-29.25	-0.7%	4,180.25
Close	4,322.50	4,300.00	-22.50	-0.5%	4,322.50
Range	57.00	61.25	4.25	7.5%	177.50
ATR	92.76	90.51	-2.25	-2.4%	0.00
Volume	289,076	246,815	-42,261	-14.6%	1,303,158

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,483.25	4,453.00	4,333.75
R3	4,422.00	4,391.75	4,316.75
R2	4,360.75	4,360.75	4,311.25
R1	4,330.50	4,330.50	4,305.50	4,315.00
PP	4,299.50	4,299.50	4,299.50	4,292.00
S1	4,269.25	4,269.25	4,294.50	4,253.75
S2	4,238.25	4,238.25	4,288.75
S3	4,177.00	4,208.00	4,283.25
S4	4,115.75	4,146.75	4,266.25

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,819.25	4,748.50	4,420.00
R3	4,641.75	4,571.00	4,371.25
R2	4,464.25	4,464.25	4,355.00
R1	4,393.50	4,393.50	4,338.75	4,429.00
PP	4,286.75	4,286.75	4,286.75	4,304.50
S1	4,216.00	4,216.00	4,306.25	4,251.50
S2	4,109.25	4,109.25	4,290.00
S3	3,931.75	4,038.50	4,273.75
S4	3,754.25	3,861.00	4,225.00

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%	77.25	1.8%	67%	False	False	259,931
10	4,357.75	4,084.75	273.00	6.3%	73.75	1.7%	79%	False	False	265,238
20	4,357.75	3,862.25	495.50	11.5%	88.25	2.1%	88%	False	False	310,984
40	4,370.00	3,862.25	507.75	11.8%	110.00	2.6%	86%	False	False	370,256
60	4,701.75	3,862.25	839.50	19.5%	102.25	2.4%	52%	False	False	326,465
80	4,734.75	3,862.25	872.50	20.3%	92.75	2.2%	50%	False	False	245,215
100	4,734.75	3,862.25	872.50	20.3%	85.50	2.0%	50%	False	False	196,226
120	4,734.75	3,862.25	872.50	20.3%	84.75	2.0%	50%	False	False	163,545

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,590.25
2.618	4,490.25
1.618	4,429.00
1.000	4,391.25
0.618	4,367.75
HIGH	4,330.00
0.618	4,306.50
0.500	4,299.50
0.382	4,292.25
LOW	4,268.75
0.618	4,231.00
1.000	4,207.50
1.618	4,169.75
2.618	4,108.50
4.250	4,008.50

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	4,299.75	4,312.00
PP	4,299.50	4,308.00
S1	4,299.50	4,304.00

Download as Excel Spreadsheet

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

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