E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 4,592.50 4,505.50 -87.00 -1.9% 4,611.00
High 4,606.75 4,523.00 -83.75 -1.8% 4,697.75
Low 4,429.75 4,457.25 27.50 0.6% 4,571.50
Close 4,504.50 4,483.75 -20.75 -0.5% 4,587.75
Range 177.00 65.75 -111.25 -62.9% 126.25
ATR 77.72 76.87 -0.86 -1.1% 0.00
Volume 368,671 301,175 -67,496 -18.3% 549,797
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,685.25 4,650.25 4,520.00
R3 4,619.50 4,584.50 4,501.75
R2 4,553.75 4,553.75 4,495.75
R1 4,518.75 4,518.75 4,489.75 4,503.50
PP 4,488.00 4,488.00 4,488.00 4,480.25
S1 4,453.00 4,453.00 4,477.75 4,437.50
S2 4,422.25 4,422.25 4,471.75
S3 4,356.50 4,387.25 4,465.75
S4 4,290.75 4,321.50 4,447.50
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 6.0% 91.50 2.0% 20% False False 221,215
10 4,697.75 4,429.75 268.00 6.0% 68.50 1.5% 20% False False 177,269
20 4,724.25 4,429.75 294.50 6.6% 79.50 1.8% 18% False False 197,194
40 4,734.75 4,429.75 305.00 6.8% 72.25 1.6% 18% False False 98,989
60 4,734.75 4,311.25 423.50 9.4% 65.75 1.5% 41% False False 66,088
80 4,734.75 4,034.25 700.50 15.6% 70.00 1.6% 64% False False 49,588
100 4,734.75 3,975.75 759.00 16.9% 66.75 1.5% 67% False False 39,670
120 4,734.75 3,975.75 759.00 16.9% 62.00 1.4% 67% False False 33,059
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,802.50
2.618 4,695.25
1.618 4,629.50
1.000 4,588.75
0.618 4,563.75
HIGH 4,523.00
0.618 4,498.00
0.500 4,490.00
0.382 4,482.25
LOW 4,457.25
0.618 4,416.50
1.000 4,391.50
1.618 4,350.75
2.618 4,285.00
4.250 4,177.75
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 4,490.00 4,542.50
PP 4,488.00 4,522.75
S1 4,486.00 4,503.25

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

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