E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 4,280.75 4,342.75 62.00 1.4% 4,308.25
High 4,353.75 4,370.25 16.50 0.4% 4,353.75
Low 4,272.75 4,331.50 58.75 1.4% 4,220.25
Close 4,344.50 4,357.75 13.25 0.3% 4,344.50
Range 81.00 38.75 -42.25 -52.2% 133.50
ATR 86.58 83.17 -3.42 -3.9% 0.00
Volume 214,178 203,722 -10,456 -4.9% 314,784
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,469.50 4,452.25 4,379.00
R3 4,430.75 4,413.50 4,368.50
R2 4,392.00 4,392.00 4,364.75
R1 4,374.75 4,374.75 4,361.25 4,383.50
PP 4,353.25 4,353.25 4,353.25 4,357.50
S1 4,336.00 4,336.00 4,354.25 4,344.50
S2 4,314.50 4,314.50 4,350.75
S3 4,275.75 4,297.25 4,347.00
S4 4,237.00 4,258.50 4,336.50
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 4,370.25 4,220.25 150.00 3.4% 67.00 1.5% 92% True False 102,742
10 4,370.25 4,171.25 199.00 4.6% 71.75 1.6% 94% True False 52,236
20 4,370.25 4,021.25 349.00 8.0% 78.25 1.8% 96% True False 26,479
40 4,370.25 3,856.50 513.75 11.8% 99.50 2.3% 98% True False 13,360
60 4,691.00 3,856.50 834.50 19.1% 96.50 2.2% 60% False False 8,935
80 4,719.75 3,856.50 863.25 19.8% 84.00 1.9% 58% False False 6,702
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 18.53
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 4,535.00
2.618 4,471.75
1.618 4,433.00
1.000 4,409.00
0.618 4,394.25
HIGH 4,370.25
0.618 4,355.50
0.500 4,351.00
0.382 4,346.25
LOW 4,331.50
0.618 4,307.50
1.000 4,292.75
1.618 4,268.75
2.618 4,230.00
4.250 4,166.75
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 4,355.50 4,337.00
PP 4,353.25 4,316.00
S1 4,351.00 4,295.25

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

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