mini-sized Dow ($5) Future September 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	21,957	21,988	31	0.1%	22,022
High	22,034	22,067	33	0.1%	22,132
Low	21,942	21,969	27	0.1%	21,790
Close	21,977	22,011	34	0.2%	21,848
Range	92	98	6	6.5%	342
ATR	120	118	-2	-1.3%	0
Volume	100,758	108,643	7,885	7.8%	665,584

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,310	22,258	22,065
R3	22,212	22,160	22,038
R2	22,114	22,114	22,029
R1	22,062	22,062	22,020	22,088
PP	22,016	22,016	22,016	22,029
S1	21,964	21,964	22,002	21,990
S2	21,918	21,918	21,993
S3	21,820	21,866	21,984
S4	21,722	21,768	21,957

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,949	22,741	22,036
R3	22,607	22,399	21,942
R2	22,265	22,265	21,911
R1	22,057	22,057	21,879	21,990
PP	21,923	21,923	21,923	21,890
S1	21,715	21,715	21,817	21,648
S2	21,581	21,581	21,785
S3	21,239	21,373	21,754
S4	20,897	21,031	21,660

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,067	21,790	277	1.3%	131	0.6%	80%	True	False	134,209
10	22,132	21,790	342	1.6%	106	0.5%	65%	False	False	116,468
20	22,132	21,444	688	3.1%	114	0.5%	82%	False	False	110,456
40	22,132	21,138	994	4.5%	127	0.6%	88%	False	False	116,939
60	22,132	20,789	1,343	6.1%	121	0.5%	91%	False	False	99,307
80	22,132	20,433	1,699	7.7%	122	0.6%	93%	False	False	74,503
100	22,132	20,267	1,865	8.5%	130	0.6%	94%	False	False	59,614

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	18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,484
2.618	22,324
1.618	22,226
1.000	22,165
0.618	22,128
HIGH	22,067
0.618	22,030
0.500	22,018
0.382	22,007
LOW	21,969
0.618	21,909
1.000	21,871
1.618	21,811
2.618	21,713
4.250	21,553

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	22,018	21,994
PP	22,016	21,976
S1	22,013	21,959

Download as Excel Spreadsheet

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

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