E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 4,648.00 4,592.50 -55.50 -1.2% 4,611.00
High 4,655.00 4,606.75 -48.25 -1.0% 4,697.75
Low 4,579.50 4,429.75 -149.75 -3.3% 4,571.50
Close 4,587.75 4,504.50 -83.25 -1.8% 4,587.75
Range 75.50 177.00 101.50 134.4% 126.25
ATR 70.08 77.72 7.64 10.9% 0.00
Volume 160,705 368,671 207,966 129.4% 549,797
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,044.75 4,951.50 4,601.75
R3 4,867.75 4,774.50 4,553.25
R2 4,690.75 4,690.75 4,537.00
R1 4,597.50 4,597.50 4,520.75 4,555.50
PP 4,513.75 4,513.75 4,513.75 4,492.75
S1 4,420.50 4,420.50 4,488.25 4,378.50
S2 4,336.75 4,336.75 4,472.00
S3 4,159.75 4,243.50 4,455.75
S4 3,982.75 4,066.50 4,407.25
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,997.75 4,919.00 4,657.25
R3 4,871.50 4,792.75 4,622.50
R2 4,745.25 4,745.25 4,611.00
R1 4,666.50 4,666.50 4,599.25 4,642.75
PP 4,619.00 4,619.00 4,619.00 4,607.00
S1 4,540.25 4,540.25 4,576.25 4,516.50
S2 4,492.75 4,492.75 4,564.50
S3 4,366.50 4,414.00 4,553.00
S4 4,240.25 4,287.75 4,518.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,697.75 4,429.75 268.00 5.9% 87.75 2.0% 28% False True 183,693
10 4,697.75 4,429.75 268.00 5.9% 70.50 1.6% 28% False True 181,199
20 4,724.25 4,429.75 294.50 6.5% 82.00 1.8% 25% False True 182,301
40 4,734.75 4,429.75 305.00 6.8% 72.00 1.6% 25% False True 91,462
60 4,734.75 4,261.00 473.75 10.5% 66.00 1.5% 51% False False 61,071
80 4,734.75 4,034.25 700.50 15.6% 70.00 1.6% 67% False False 45,823
100 4,734.75 3,975.75 759.00 16.8% 67.00 1.5% 70% False False 36,659
120 4,734.75 3,975.75 759.00 16.8% 61.50 1.4% 70% False False 30,549
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 10.55
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 5,359.00
2.618 5,070.25
1.618 4,893.25
1.000 4,783.75
0.618 4,716.25
HIGH 4,606.75
0.618 4,539.25
0.500 4,518.25
0.382 4,497.25
LOW 4,429.75
0.618 4,320.25
1.000 4,252.75
1.618 4,143.25
2.618 3,966.25
4.250 3,677.50
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 4,518.25 4,562.50
PP 4,513.75 4,543.00
S1 4,509.00 4,523.75

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

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