E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 4,298.00 4,264.25 -33.75 -0.8% 4,592.50
High 4,370.00 4,304.50 -65.50 -1.5% 4,606.75
Low 4,255.75 4,208.75 -47.00 -1.1% 4,255.75
Close 4,261.50 4,273.00 11.50 0.3% 4,261.50
Range 114.25 95.75 -18.50 -16.2% 351.00
ATR 87.60 88.18 0.58 0.7% 0.00
Volume 480,513 435,576 -44,937 -9.4% 1,998,453
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,549.25 4,507.00 4,325.75
R3 4,453.50 4,411.25 4,299.25
R2 4,357.75 4,357.75 4,290.50
R1 4,315.50 4,315.50 4,281.75 4,336.50
PP 4,262.00 4,262.00 4,262.00 4,272.75
S1 4,219.75 4,219.75 4,264.25 4,241.00
S2 4,166.25 4,166.25 4,255.50
S3 4,070.50 4,124.00 4,246.75
S4 3,974.75 4,028.25 4,220.25
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,427.75 5,195.50 4,454.50
R3 5,076.75 4,844.50 4,358.00
R2 4,725.75 4,725.75 4,325.75
R1 4,493.50 4,493.50 4,293.75 4,434.00
PP 4,374.75 4,374.75 4,374.75 4,345.00
S1 4,142.50 4,142.50 4,229.25 4,083.00
S2 4,023.75 4,023.75 4,197.25
S3 3,672.75 3,791.50 4,165.00
S4 3,321.75 3,440.50 4,068.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,523.00 4,208.75 314.25 7.4% 110.50 2.6% 20% False True 413,071
10 4,697.75 4,208.75 489.00 11.4% 99.25 2.3% 13% False True 298,382
20 4,697.75 4,208.75 489.00 11.4% 89.00 2.1% 13% False True 277,953
40 4,734.75 4,208.75 526.00 12.3% 78.75 1.8% 12% False True 143,063
60 4,734.75 4,208.75 526.00 12.3% 71.25 1.7% 12% False True 95,472
80 4,734.75 4,034.25 700.50 16.4% 73.50 1.7% 34% False False 71,640
100 4,734.75 3,975.75 759.00 17.8% 70.50 1.6% 39% False False 57,312
120 4,734.75 3,975.75 759.00 17.8% 65.25 1.5% 39% False False 47,760
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 15.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,711.50
2.618 4,555.25
1.618 4,459.50
1.000 4,400.25
0.618 4,363.75
HIGH 4,304.50
0.618 4,268.00
0.500 4,256.50
0.382 4,245.25
LOW 4,208.75
0.618 4,149.50
1.000 4,113.00
1.618 4,053.75
2.618 3,958.00
4.250 3,801.75
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 4,267.50 4,333.50
PP 4,262.00 4,313.50
S1 4,256.50 4,293.25

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

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