E-mini NASDAQ-100 Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 4,395.50 4,394.75 -0.75 0.0% 4,342.75
High 4,410.75 4,421.25 10.50 0.2% 4,412.75
Low 4,375.75 4,376.75 1.00 0.0% 4,329.50
Close 4,394.75 4,416.25 21.50 0.5% 4,394.75
Range 35.00 44.50 9.50 27.1% 83.25
ATR 74.00 71.90 -2.11 -2.8% 0.00
Volume 240,454 169,724 -70,730 -29.4% 1,223,372
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,538.25 4,521.75 4,440.75
R3 4,493.75 4,477.25 4,428.50
R2 4,449.25 4,449.25 4,424.50
R1 4,432.75 4,432.75 4,420.25 4,441.00
PP 4,404.75 4,404.75 4,404.75 4,409.00
S1 4,388.25 4,388.25 4,412.25 4,396.50
S2 4,360.25 4,360.25 4,408.00
S3 4,315.75 4,343.75 4,404.00
S4 4,271.25 4,299.25 4,391.75
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,628.75 4,595.00 4,440.50
R3 4,545.50 4,511.75 4,417.75
R2 4,462.25 4,462.25 4,410.00
R1 4,428.50 4,428.50 4,402.50 4,445.50
PP 4,379.00 4,379.00 4,379.00 4,387.50
S1 4,345.25 4,345.25 4,387.00 4,362.00
S2 4,295.75 4,295.75 4,379.50
S3 4,212.50 4,262.00 4,371.75
S4 4,129.25 4,178.75 4,349.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,421.25 4,329.50 91.75 2.1% 47.00 1.1% 95% True False 237,874
10 4,421.25 4,220.25 201.00 4.6% 57.00 1.3% 98% True False 170,308
20 4,421.25 4,076.50 344.75 7.8% 68.25 1.5% 99% True False 85,842
40 4,421.25 3,856.50 564.75 12.8% 87.25 2.0% 99% True False 43,061
60 4,691.00 3,856.50 834.50 18.9% 94.50 2.1% 67% False False 28,754
80 4,719.75 3,856.50 863.25 19.5% 85.00 1.9% 65% False False 21,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,610.50
2.618 4,537.75
1.618 4,493.25
1.000 4,465.75
0.618 4,448.75
HIGH 4,421.25
0.618 4,404.25
0.500 4,399.00
0.382 4,393.75
LOW 4,376.75
0.618 4,349.25
1.000 4,332.25
1.618 4,304.75
2.618 4,260.25
4.250 4,187.50
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 4,410.50 4,407.75
PP 4,404.75 4,399.00
S1 4,399.00 4,390.50

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

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