E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 4,607.75 4,611.00 3.25 0.1% 4,513.75
High 4,630.00 4,619.50 -10.50 -0.2% 4,630.00
Low 4,600.75 4,571.50 -29.25 -0.6% 4,511.75
Close 4,611.00 4,613.75 2.75 0.1% 4,611.00
Range 29.25 48.00 18.75 64.1% 118.25
ATR 71.50 69.82 -1.68 -2.3% 0.00
Volume 62,054 113,567 51,513 83.0% 553,051
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,745.50 4,727.75 4,640.25
R3 4,697.50 4,679.75 4,627.00
R2 4,649.50 4,649.50 4,622.50
R1 4,631.75 4,631.75 4,618.25 4,640.50
PP 4,601.50 4,601.50 4,601.50 4,606.00
S1 4,583.75 4,583.75 4,609.25 4,592.50
S2 4,553.50 4,553.50 4,605.00
S3 4,505.50 4,535.75 4,600.50
S4 4,457.50 4,487.75 4,587.25
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 4,939.00 4,893.25 4,676.00
R3 4,820.75 4,775.00 4,643.50
R2 4,702.50 4,702.50 4,632.75
R1 4,656.75 4,656.75 4,621.75 4,679.50
PP 4,584.25 4,584.25 4,584.25 4,595.75
S1 4,538.50 4,538.50 4,600.25 4,561.50
S2 4,466.00 4,466.00 4,589.25
S3 4,347.75 4,420.25 4,578.50
S4 4,229.50 4,302.00 4,546.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,630.00 4,511.75 118.25 2.6% 45.50 1.0% 86% False False 133,323
10 4,683.75 4,471.25 212.50 4.6% 70.25 1.5% 67% False False 236,771
20 4,734.75 4,471.25 263.50 5.7% 77.25 1.7% 54% False False 142,375
40 4,734.75 4,452.75 282.00 6.1% 67.25 1.5% 57% False False 71,357
60 4,734.75 4,105.25 629.50 13.6% 65.00 1.4% 81% False False 47,671
80 4,734.75 4,034.25 700.50 15.2% 67.00 1.5% 83% False False 35,762
100 4,734.75 3,975.75 759.00 16.5% 65.00 1.4% 84% False False 28,610
120 4,734.75 3,975.75 759.00 16.5% 59.50 1.3% 84% False False 23,841
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,823.50
2.618 4,745.25
1.618 4,697.25
1.000 4,667.50
0.618 4,649.25
HIGH 4,619.50
0.618 4,601.25
0.500 4,595.50
0.382 4,589.75
LOW 4,571.50
0.618 4,541.75
1.000 4,523.50
1.618 4,493.75
2.618 4,445.75
4.250 4,367.50
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 4,607.75 4,609.50
PP 4,601.50 4,605.00
S1 4,595.50 4,600.75

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

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