mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	18,451	18,380	-71	-0.4%	18,544
High	18,554	18,503	-51	-0.3%	18,615
Low	18,311	18,352	41	0.2%	18,311
Close	18,380	18,489	109	0.6%	18,380
Range	243	151	-92	-37.9%	304
ATR	131	132	1	1.1%	0
Volume	193,964	105,443	-88,521	-45.6%	675,254

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,901	18,846	18,572
R3	18,750	18,695	18,531
R2	18,599	18,599	18,517
R1	18,544	18,544	18,503	18,572
PP	18,448	18,448	18,448	18,462
S1	18,393	18,393	18,475	18,421
S2	18,297	18,297	18,461
S3	18,146	18,242	18,448
S4	17,995	18,091	18,406

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,347	19,168	18,547
R3	19,043	18,864	18,464
R2	18,739	18,739	18,436
R1	18,560	18,560	18,408	18,498
PP	18,435	18,435	18,435	18,404
S1	18,256	18,256	18,352	18,194
S2	18,131	18,131	18,324
S3	17,827	17,952	18,297
S4	17,523	17,648	18,213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,615	18,311	304	1.6%	140	0.8%	59%	False	False	127,766
10	18,615	18,311	304	1.6%	119	0.6%	59%	False	False	121,679
20	18,623	18,170	453	2.5%	119	0.6%	70%	False	False	113,031
40	18,623	17,618	1,005	5.4%	136	0.7%	87%	False	False	121,825
60	18,623	16,961	1,662	9.0%	168	0.9%	92%	False	False	133,442
80	18,623	16,961	1,662	9.0%	169	0.9%	92%	False	False	100,208
100	18,623	16,961	1,662	9.0%	166	0.9%	92%	False	False	80,186
120	18,623	16,670	1,953	10.6%	162	0.9%	93%	False	False	66,834

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	24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,145
2.618	18,898
1.618	18,747
1.000	18,654
0.618	18,596
HIGH	18,503
0.618	18,445
0.500	18,428
0.382	18,410
LOW	18,352
0.618	18,259
1.000	18,201
1.618	18,108
2.618	17,957
4.250	17,710

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	18,469	18,470
PP	18,448	18,451
S1	18,428	18,433

Download as Excel Spreadsheet

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

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