mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	16,951	16,826	-125	-0.7%	16,354
High	17,017	17,072	55	0.3%	17,026
Low	16,793	16,825	32	0.2%	16,328
Close	16,822	17,069	247	1.5%	16,991
Range	224	247	23	10.3%	698
ATR	278	276	-2	-0.7%	0
Volume	163,381	152,438	-10,943	-6.7%	821,884

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	17,730	17,646	17,205
R3	17,483	17,399	17,137
R2	17,236	17,236	17,114
R1	17,152	17,152	17,092	17,194
PP	16,989	16,989	16,989	17,010
S1	16,905	16,905	17,046	16,947
S2	16,742	16,742	17,024
S3	16,495	16,658	17,001
S4	16,248	16,411	16,933

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,876	18,631	17,375
R3	18,178	17,933	17,183
R2	17,480	17,480	17,119
R1	17,235	17,235	17,055	17,358
PP	16,782	16,782	16,782	16,843
S1	16,537	16,537	16,927	16,660
S2	16,084	16,084	16,863
S3	15,386	15,839	16,799
S4	14,688	15,141	16,607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,099	16,793	306	1.8%	180	1.1%	90%	False	False	126,047
10	17,099	15,908	1,191	7.0%	250	1.5%	97%	False	False	162,048
20	17,099	15,799	1,300	7.6%	281	1.6%	98%	False	False	189,331
40	17,220	15,256	1,964	11.5%	347	2.0%	92%	False	False	115,468
60	17,741	15,256	2,485	14.6%	290	1.7%	73%	False	False	77,009
80	17,979	15,256	2,723	16.0%	254	1.5%	67%	False	False	57,766
100	18,002	15,256	2,746	16.1%	215	1.3%	66%	False	False	46,215
120	18,149	15,256	2,893	16.9%	184	1.1%	63%	False	False	38,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,122
2.618	17,719
1.618	17,472
1.000	17,319
0.618	17,225
HIGH	17,072
0.618	16,978
0.500	16,949
0.382	16,919
LOW	16,825
0.618	16,672
1.000	16,578
1.618	16,425
2.618	16,178
4.250	15,775

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	17,029	17,024
PP	16,989	16,979
S1	16,949	16,935

Download as Excel Spreadsheet

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

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