E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 4,288.75 4,280.75 -8.00 -0.2% 4,308.25
High 4,338.00 4,353.75 15.75 0.4% 4,353.75
Low 4,220.25 4,272.75 52.50 1.2% 4,220.25
Close 4,275.75 4,344.50 68.75 1.6% 4,344.50
Range 117.75 81.00 -36.75 -31.2% 133.50
ATR 87.01 86.58 -0.43 -0.5% 0.00
Volume 77,010 214,178 137,168 178.1% 314,784
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,566.75 4,536.50 4,389.00
R3 4,485.75 4,455.50 4,366.75
R2 4,404.75 4,404.75 4,359.25
R1 4,374.50 4,374.50 4,352.00 4,389.50
PP 4,323.75 4,323.75 4,323.75 4,331.25
S1 4,293.50 4,293.50 4,337.00 4,308.50
S2 4,242.75 4,242.75 4,329.75
S3 4,161.75 4,212.50 4,322.25
S4 4,080.75 4,131.50 4,300.00
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,706.75 4,659.00 4,418.00
R3 4,573.25 4,525.50 4,381.25
R2 4,439.75 4,439.75 4,369.00
R1 4,392.00 4,392.00 4,356.75 4,416.00
PP 4,306.25 4,306.25 4,306.25 4,318.00
S1 4,258.50 4,258.50 4,332.25 4,282.50
S2 4,172.75 4,172.75 4,320.00
S3 4,039.25 4,125.00 4,307.75
S4 3,905.75 3,991.50 4,271.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,353.75 4,220.25 133.50 3.1% 71.25 1.6% 93% True False 62,956
10 4,353.75 4,171.25 182.50 4.2% 75.50 1.7% 95% True False 31,914
20 4,353.75 3,947.25 406.50 9.4% 79.25 1.8% 98% True False 16,307
40 4,353.75 3,856.50 497.25 11.4% 102.75 2.4% 98% True False 8,271
60 4,691.00 3,856.50 834.50 19.2% 96.50 2.2% 58% False False 5,540
80 4,719.75 3,856.50 863.25 19.9% 84.75 2.0% 57% False False 4,156
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 21.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,698.00
2.618 4,565.75
1.618 4,484.75
1.000 4,434.75
0.618 4,403.75
HIGH 4,353.75
0.618 4,322.75
0.500 4,313.25
0.382 4,303.75
LOW 4,272.75
0.618 4,222.75
1.000 4,191.75
1.618 4,141.75
2.618 4,060.75
4.250 3,928.50
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 4,334.00 4,325.25
PP 4,323.75 4,306.25
S1 4,313.25 4,287.00

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

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