mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	18,127	18,095	-32	-0.2%	18,050
High	18,178	18,115	-63	-0.3%	18,178
Low	18,047	17,965	-82	-0.5%	17,965
Close	18,108	18,066	-42	-0.2%	18,066
Range	131	150	19	14.5%	213
ATR	176	174	-2	-1.0%	0
Volume	156,282	144,869	-11,413	-7.3%	667,315

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,499	18,432	18,149
R3	18,349	18,282	18,107
R2	18,199	18,199	18,094
R1	18,132	18,132	18,080	18,091
PP	18,049	18,049	18,049	18,028
S1	17,982	17,982	18,052	17,941
S2	17,899	17,899	18,039
S3	17,749	17,832	18,025
S4	17,599	17,682	17,984

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,709	18,600	18,183
R3	18,496	18,387	18,125
R2	18,283	18,283	18,105
R1	18,174	18,174	18,086	18,229
PP	18,070	18,070	18,070	18,097
S1	17,961	17,961	18,047	18,016
S2	17,857	17,857	18,027
S3	17,644	17,748	18,008
S4	17,431	17,535	17,949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,178	17,965	213	1.2%	139	0.8%	47%	False	True	133,463
10	18,320	17,868	452	2.5%	165	0.9%	44%	False	False	146,692
20	18,320	17,868	452	2.5%	184	1.0%	44%	False	False	152,620
40	18,468	17,822	646	3.6%	187	1.0%	38%	False	False	128,791
60	18,535	17,822	713	3.9%	160	0.9%	34%	False	False	85,903
80	18,535	17,466	1,069	5.9%	156	0.9%	56%	False	False	64,446
100	18,535	16,876	1,659	9.2%	159	0.9%	72%	False	False	51,567
120	18,535	16,876	1,659	9.2%	143	0.8%	72%	False	False	42,974

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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,753
2.618	18,508
1.618	18,358
1.000	18,265
0.618	18,208
HIGH	18,115
0.618	18,058
0.500	18,040
0.382	18,022
LOW	17,965
0.618	17,872
1.000	17,815
1.618	17,722
2.618	17,572
4.250	17,328

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	18,057	18,072
PP	18,049	18,070
S1	18,040	18,068

Download as Excel Spreadsheet

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

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