mini-sized Dow ($5) Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	16,944	16,860	-84	-0.5%	16,753
High	16,952	16,927	-25	-0.1%	16,994
Low	16,796	16,838	42	0.3%	16,717
Close	16,860	16,913	53	0.3%	16,976
Range	156	89	-67	-42.9%	277
ATR	107	106	-1	-1.2%	0
Volume	148,160	115,989	-32,171	-21.7%	375,312

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,160	17,125	16,962
R3	17,071	17,036	16,938
R2	16,982	16,982	16,929
R1	16,947	16,947	16,921	16,965
PP	16,893	16,893	16,893	16,901
S1	16,858	16,858	16,905	16,876
S2	16,804	16,804	16,897
S3	16,715	16,769	16,889
S4	16,626	16,680	16,864

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,727	17,628	17,128
R3	17,450	17,351	17,052
R2	17,173	17,173	17,027
R1	17,074	17,074	17,002	17,124
PP	16,896	16,896	16,896	16,920
S1	16,797	16,797	16,951	16,847
S2	16,619	16,619	16,925
S3	16,342	16,520	16,900
S4	16,065	16,243	16,824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,994	16,796	198	1.2%	92	0.5%	59%	False	False	101,439
10	16,994	16,659	335	2.0%	104	0.6%	76%	False	False	112,664
20	16,994	16,624	370	2.2%	112	0.7%	78%	False	False	106,093
40	16,994	16,255	739	4.4%	105	0.6%	89%	False	False	53,431
60	16,994	15,889	1,105	6.5%	102	0.6%	93%	False	False	35,626
80	16,994	15,888	1,106	6.5%	105	0.6%	93%	False	False	26,722
100	16,994	15,878	1,116	6.6%	95	0.6%	93%	False	False	21,378
120	16,994	15,154	1,840	10.9%	88	0.5%	96%	False	False	17,816

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	19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,305
2.618	17,160
1.618	17,071
1.000	17,016
0.618	16,982
HIGH	16,927
0.618	16,893
0.500	16,883
0.382	16,872
LOW	16,838
0.618	16,783
1.000	16,749
1.618	16,694
2.618	16,605
4.250	16,460

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	16,903	16,904
PP	16,893	16,896
S1	16,883	16,887

Download as Excel Spreadsheet

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

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