E-mini NASDAQ-100 Future December 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 4,408.25 4,426.50 18.25 0.4% 4,351.50
High 4,408.25 4,426.50 18.25 0.4% 4,387.00
Low 4,379.75 4,386.00 6.25 0.1% 4,338.75
Close 4,408.25 4,426.50 18.25 0.4% 4,387.00
Range 28.50 40.50 12.00 42.1% 48.25
ATR 29.42 30.21 0.79 2.7% 0.00
Volume
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,534.50 4,521.00 4,448.75
R3 4,494.00 4,480.50 4,437.75
R2 4,453.50 4,453.50 4,434.00
R1 4,440.00 4,440.00 4,430.25 4,446.75
PP 4,413.00 4,413.00 4,413.00 4,416.50
S1 4,399.50 4,399.50 4,422.75 4,406.25
S2 4,372.50 4,372.50 4,419.00
S3 4,332.00 4,359.00 4,415.25
S4 4,291.50 4,318.50 4,404.25
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,515.75 4,499.50 4,413.50
R3 4,467.50 4,451.25 4,400.25
R2 4,419.25 4,419.25 4,395.75
R1 4,403.00 4,403.00 4,391.50 4,411.00
PP 4,371.00 4,371.00 4,371.00 4,375.00
S1 4,354.75 4,354.75 4,382.50 4,363.00
S2 4,322.75 4,322.75 4,378.25
S3 4,274.50 4,306.50 4,373.75
S4 4,226.25 4,258.25 4,360.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,426.50 4,379.75 46.75 1.1% 15.25 0.3% 100% True False
10 4,426.50 4,242.25 184.25 4.2% 11.50 0.3% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,598.50
2.618 4,532.50
1.618 4,492.00
1.000 4,467.00
0.618 4,451.50
HIGH 4,426.50
0.618 4,411.00
0.500 4,406.25
0.382 4,401.50
LOW 4,386.00
0.618 4,361.00
1.000 4,345.50
1.618 4,320.50
2.618 4,280.00
4.250 4,214.00
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 4,419.75 4,418.75
PP 4,413.00 4,411.00
S1 4,406.25 4,403.00

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

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