mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	18,466	18,470	4	0.0%	18,409
High	18,522	18,513	-9	0.0%	18,474
Low	18,442	18,417	-25	-0.1%	18,170
Close	18,466	18,452	-14	-0.1%	18,454
Range	80	96	16	20.0%	304
ATR	149	145	-4	-2.5%	0
Volume	87,302	96,005	8,703	10.0%	622,889

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,749	18,696	18,505
R3	18,653	18,600	18,479
R2	18,557	18,557	18,470
R1	18,504	18,504	18,461	18,483
PP	18,461	18,461	18,461	18,450
S1	18,408	18,408	18,443	18,387
S2	18,365	18,365	18,435
S3	18,269	18,312	18,426
S4	18,173	18,216	18,399

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,278	19,170	18,621
R3	18,974	18,866	18,538
R2	18,670	18,670	18,510
R1	18,562	18,562	18,482	18,616
PP	18,366	18,366	18,366	18,393
S1	18,258	18,258	18,426	18,312
S2	18,062	18,062	18,398
S3	17,758	17,954	18,371
S4	17,454	17,650	18,287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,522	18,251	271	1.5%	107	0.6%	74%	False	False	98,904
10	18,522	18,170	352	1.9%	127	0.7%	80%	False	False	116,154
20	18,565	18,170	395	2.1%	127	0.7%	71%	False	False	117,614
40	18,565	16,961	1,604	8.7%	188	1.0%	93%	False	False	147,024
60	18,565	16,961	1,604	8.7%	178	1.0%	93%	False	False	108,604
80	18,565	16,961	1,604	8.7%	175	0.9%	93%	False	False	81,479
100	18,565	16,961	1,604	8.7%	167	0.9%	93%	False	False	65,202
120	18,565	16,220	2,345	12.7%	162	0.9%	95%	False	False	54,342

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,921
2.618	18,764
1.618	18,668
1.000	18,609
0.618	18,572
HIGH	18,513
0.618	18,476
0.500	18,465
0.382	18,454
LOW	18,417
0.618	18,358
1.000	18,321
1.618	18,262
2.618	18,166
4.250	18,009

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	18,465	18,470
PP	18,461	18,464
S1	18,456	18,458

Download as Excel Spreadsheet

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

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