E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 4,181.50 4,255.00 73.50 1.8% 4,264.25
High 4,300.50 4,268.75 -31.75 -0.7% 4,365.00
Low 4,124.00 4,075.75 -48.25 -1.2% 4,075.75
Close 4,257.50 4,140.75 -116.75 -2.7% 4,140.75
Range 176.50 193.00 16.50 9.3% 289.25
ATR 103.05 109.48 6.42 6.2% 0.00
Volume 526,505 567,530 41,025 7.8% 2,468,257
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 4,740.75 4,633.75 4,247.00
R3 4,547.75 4,440.75 4,193.75
R2 4,354.75 4,354.75 4,176.25
R1 4,247.75 4,247.75 4,158.50 4,204.75
PP 4,161.75 4,161.75 4,161.75 4,140.25
S1 4,054.75 4,054.75 4,123.00 4,011.75
S2 3,968.75 3,968.75 4,105.25
S3 3,775.75 3,861.75 4,087.75
S4 3,582.75 3,668.75 4,034.50
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,061.50 4,890.50 4,299.75
R3 4,772.25 4,601.25 4,220.25
R2 4,483.00 4,483.00 4,193.75
R1 4,312.00 4,312.00 4,167.25 4,253.00
PP 4,193.75 4,193.75 4,193.75 4,164.25
S1 4,022.75 4,022.75 4,114.25 3,963.50
S2 3,904.50 3,904.50 4,087.75
S3 3,615.25 3,733.50 4,061.25
S4 3,326.00 3,444.25 3,981.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,365.00 4,075.75 289.25 7.0% 154.50 3.7% 22% False True 493,651
10 4,606.75 4,075.75 531.00 12.8% 140.50 3.4% 12% False True 446,671
20 4,697.75 4,075.75 622.00 15.0% 102.75 2.5% 10% False True 311,536
40 4,734.75 4,075.75 659.00 15.9% 87.75 2.1% 10% False True 193,852
60 4,734.75 4,075.75 659.00 15.9% 79.25 1.9% 10% False True 129,312
80 4,734.75 4,034.25 700.50 16.9% 78.00 1.9% 15% False False 97,047
100 4,734.75 3,975.75 759.00 18.3% 74.00 1.8% 22% False False 77,639
120 4,734.75 3,975.75 759.00 18.3% 69.25 1.7% 22% False False 64,699
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 29.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,089.00
2.618 4,774.00
1.618 4,581.00
1.000 4,461.75
0.618 4,388.00
HIGH 4,268.75
0.618 4,195.00
0.500 4,172.25
0.382 4,149.50
LOW 4,075.75
0.618 3,956.50
1.000 3,882.75
1.618 3,763.50
2.618 3,570.50
4.250 3,255.50
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 4,172.25 4,220.50
PP 4,161.75 4,193.75
S1 4,151.25 4,167.25

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

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