E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 4,366.25 4,396.75 30.50 0.7% 4,321.00
High 4,416.50 4,422.00 5.50 0.1% 4,361.25
Low 4,349.00 4,369.00 20.00 0.5% 4,229.75
Close 4,397.50 4,402.25 4.75 0.1% 4,352.75
Range 67.50 53.00 -14.50 -21.5% 131.50
ATR 78.74 76.90 -1.84 -2.3% 0.00
Volume 65,619 51,815 -13,804 -21.0% 1,327,464
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,556.75 4,532.50 4,431.50
R3 4,503.75 4,479.50 4,416.75
R2 4,450.75 4,450.75 4,412.00
R1 4,426.50 4,426.50 4,407.00 4,438.50
PP 4,397.75 4,397.75 4,397.75 4,403.75
S1 4,373.50 4,373.50 4,397.50 4,385.50
S2 4,344.75 4,344.75 4,392.50
S3 4,291.75 4,320.50 4,387.75
S4 4,238.75 4,267.50 4,373.00
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,709.00 4,662.50 4,425.00
R3 4,577.50 4,531.00 4,389.00
R2 4,446.00 4,446.00 4,376.75
R1 4,399.50 4,399.50 4,364.75 4,422.75
PP 4,314.50 4,314.50 4,314.50 4,326.25
S1 4,268.00 4,268.00 4,340.75 4,291.25
S2 4,183.00 4,183.00 4,328.75
S3 4,051.50 4,136.50 4,316.50
S4 3,920.00 4,005.00 4,280.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,422.00 4,282.50 139.50 3.2% 54.25 1.2% 86% True False 90,475
10 4,422.00 4,229.75 192.25 4.4% 60.75 1.4% 90% True False 191,226
20 4,422.00 4,084.75 337.25 7.7% 68.50 1.6% 94% True False 222,387
40 4,422.00 3,862.25 559.75 12.7% 92.25 2.1% 96% True False 303,346
60 4,697.75 3,862.25 835.50 19.0% 97.50 2.2% 65% False False 313,457
80 4,734.75 3,862.25 872.50 19.8% 92.25 2.1% 62% False False 262,387
100 4,734.75 3,862.25 872.50 19.8% 85.50 1.9% 62% False False 209,963
120 4,734.75 3,862.25 872.50 19.8% 84.25 1.9% 62% False False 175,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 17.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,647.25
2.618 4,560.75
1.618 4,507.75
1.000 4,475.00
0.618 4,454.75
HIGH 4,422.00
0.618 4,401.75
0.500 4,395.50
0.382 4,389.25
LOW 4,369.00
0.618 4,336.25
1.000 4,316.00
1.618 4,283.25
2.618 4,230.25
4.250 4,143.75
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 4,400.00 4,394.75
PP 4,397.75 4,387.50
S1 4,395.50 4,380.00

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

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