E-mini NASDAQ-100 Future March 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 4,326.75 4,323.00 -3.75 -0.1% 4,225.25
High 4,344.50 4,355.00 10.50 0.2% 4,357.75
Low 4,293.50 4,298.00 4.50 0.1% 4,180.25
Close 4,320.25 4,322.50 2.25 0.1% 4,322.50
Range 51.00 57.00 6.00 11.8% 177.50
ATR 95.51 92.76 -2.75 -2.9% 0.00
Volume 202,256 289,076 86,820 42.9% 1,303,158
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,496.25 4,466.25 4,353.75
R3 4,439.25 4,409.25 4,338.25
R2 4,382.25 4,382.25 4,333.00
R1 4,352.25 4,352.25 4,327.75 4,338.75
PP 4,325.25 4,325.25 4,325.25 4,318.50
S1 4,295.25 4,295.25 4,317.25 4,281.75
S2 4,268.25 4,268.25 4,312.00
S3 4,211.25 4,238.25 4,306.75
S4 4,154.25 4,181.25 4,291.25
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 4,819.25 4,748.50 4,420.00
R3 4,641.75 4,571.00 4,371.25
R2 4,464.25 4,464.25 4,355.00
R1 4,393.50 4,393.50 4,338.75 4,429.00
PP 4,286.75 4,286.75 4,286.75 4,304.50
S1 4,216.00 4,216.00 4,306.25 4,251.50
S2 4,109.25 4,109.25 4,290.00
S3 3,931.75 4,038.50 4,273.75
S4 3,754.25 3,861.00 4,225.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,357.75 4,180.25 177.50 4.1% 80.75 1.9% 80% False False 260,631
10 4,357.75 4,084.75 273.00 6.3% 76.50 1.8% 87% False False 259,554
20 4,357.75 3,862.25 495.50 11.5% 94.00 2.2% 93% False False 320,797
40 4,458.50 3,862.25 596.25 13.8% 112.75 2.6% 77% False False 376,619
60 4,703.50 3,862.25 841.25 19.5% 102.25 2.4% 55% False False 322,497
80 4,734.75 3,862.25 872.50 20.2% 93.25 2.2% 53% False False 242,131
100 4,734.75 3,862.25 872.50 20.2% 85.25 2.0% 53% False False 193,764
120 4,734.75 3,862.25 872.50 20.2% 84.75 2.0% 53% False False 161,488
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,597.25
2.618 4,504.25
1.618 4,447.25
1.000 4,412.00
0.618 4,390.25
HIGH 4,355.00
0.618 4,333.25
0.500 4,326.50
0.382 4,319.75
LOW 4,298.00
0.618 4,262.75
1.000 4,241.00
1.618 4,205.75
2.618 4,148.75
4.250 4,055.75
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 4,326.50 4,325.50
PP 4,325.25 4,324.50
S1 4,323.75 4,323.50

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

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