mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	18,493	18,453	-40	-0.2%	18,544
High	18,515	18,454	-61	-0.3%	18,615
Low	18,401	18,324	-77	-0.4%	18,311
Close	18,444	18,395	-49	-0.3%	18,380
Range	114	130	16	14.0%	304
ATR	131	131	0	-0.1%	0
Volume	114,677	132,594	17,917	15.6%	675,254

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,781	18,718	18,467
R3	18,651	18,588	18,431
R2	18,521	18,521	18,419
R1	18,458	18,458	18,407	18,425
PP	18,391	18,391	18,391	18,374
S1	18,328	18,328	18,383	18,295
S2	18,261	18,261	18,371
S3	18,131	18,198	18,359
S4	18,001	18,068	18,324

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	18,554	18,311	243	1.3%	144	0.8%	35%	False	False	132,709
10	18,615	18,311	304	1.7%	124	0.7%	28%	False	False	123,261
20	18,623	18,251	372	2.0%	117	0.6%	39%	False	False	112,054
40	18,623	17,726	897	4.9%	130	0.7%	75%	False	False	119,753
60	18,623	16,961	1,662	9.0%	167	0.9%	86%	False	False	137,453
80	18,623	16,961	1,662	9.0%	168	0.9%	86%	False	False	103,296
100	18,623	16,961	1,662	9.0%	165	0.9%	86%	False	False	82,656
120	18,623	16,950	1,673	9.1%	160	0.9%	86%	False	False	68,894

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	24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,007
2.618	18,794
1.618	18,664
1.000	18,584
0.618	18,534
HIGH	18,454
0.618	18,404
0.500	18,389
0.382	18,374
LOW	18,324
0.618	18,244
1.000	18,194
1.618	18,114
2.618	17,984
4.250	17,772

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	18,393	18,420
PP	18,391	18,411
S1	18,389	18,403

Download as Excel Spreadsheet

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

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