E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	4,396.75	4,404.75	8.00	0.2%	4,352.75
High	4,422.00	4,425.81	3.81	0.1%	4,425.81
Low	4,369.00	4,394.00	25.00	0.6%	4,338.00
Close	4,402.25	4,425.81	23.56	0.5%	4,425.81
Range	53.00	31.81	-21.19	-40.0%	87.81
ATR	76.90	73.68	-3.22	-4.2%	0.00
Volume	51,815	5,160	-46,655	-90.0%	300,888

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,510.75	4,500.00	4,443.25
R3	4,478.75	4,468.25	4,434.50
R2	4,447.00	4,447.00	4,431.75
R1	4,436.50	4,436.50	4,428.75	4,441.75
PP	4,415.25	4,415.25	4,415.25	4,417.75
S1	4,404.50	4,404.50	4,423.00	4,410.00
S2	4,383.50	4,383.50	4,420.00
S3	4,351.50	4,372.75	4,417.00
S4	4,319.75	4,341.00	4,408.25

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,660.00	4,630.75	4,474.00
R3	4,572.25	4,543.00	4,450.00
R2	4,484.25	4,484.25	4,442.00
R1	4,455.00	4,455.00	4,433.75	4,469.75
PP	4,396.50	4,396.50	4,396.50	4,403.75
S1	4,367.25	4,367.25	4,417.75	4,382.00
S2	4,308.75	4,308.75	4,409.75
S3	4,221.00	4,279.50	4,401.75
S4	4,133.00	4,191.75	4,377.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,425.81	4,338.00	87.81	2.0%	44.75	1.0%	100%	True	False	60,177
10	4,425.81	4,229.75	196.06	4.4%	58.25	1.3%	100%	True	False	162,835
20	4,425.81	4,084.75	341.06	7.7%	67.25	1.5%	100%	True	False	211,194
40	4,425.81	3,862.25	563.56	12.7%	90.25	2.0%	100%	True	False	289,623
60	4,697.75	3,862.25	835.50	18.9%	97.00	2.2%	67%	False	False	310,599
80	4,734.75	3,862.25	872.50	19.7%	92.25	2.1%	65%	False	False	262,448
100	4,734.75	3,862.25	872.50	19.7%	85.25	1.9%	65%	False	False	210,011
120	4,734.75	3,862.25	872.50	19.7%	83.50	1.9%	65%	False	False	175,056

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.08
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4,561.00
2.618	4,509.00
1.618	4,477.25
1.000	4,457.50
0.618	4,445.50
HIGH	4,425.75
0.618	4,413.75
0.500	4,410.00
0.382	4,406.25
LOW	4,394.00
0.618	4,374.25
1.000	4,362.25
1.618	4,342.50
2.618	4,310.75
4.250	4,258.75

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	4,420.50	4,413.00
PP	4,415.25	4,400.25
S1	4,410.00	4,387.50

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

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