mini-sized Dow ($5) Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	17,809	17,826	17	0.1%	17,598
High	17,855	17,871	16	0.1%	17,906
Low	17,704	17,610	-94	-0.5%	17,527
Close	17,843	17,675	-168	-0.9%	17,843
Range	151	261	110	72.8%	379
ATR	205	209	4	2.0%	0
Volume	173,163	146,385	-26,778	-15.5%	644,296

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,502	18,349	17,819
R3	18,241	18,088	17,747
R2	17,980	17,980	17,723
R1	17,827	17,827	17,699	17,773
PP	17,719	17,719	17,719	17,692
S1	17,566	17,566	17,651	17,512
S2	17,458	17,458	17,627
S3	17,197	17,305	17,603
S4	16,936	17,044	17,532

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	18,896	18,748	18,052
R3	18,517	18,369	17,947
R2	18,138	18,138	17,913
R1	17,990	17,990	17,878	18,064
PP	17,759	17,759	17,759	17,796
S1	17,611	17,611	17,808	17,685
S2	17,380	17,380	17,774
S3	17,001	17,232	17,739
S4	16,622	16,853	17,635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,906	17,610	296	1.7%	185	1.0%	22%	False	True	137,601
10	17,906	17,459	447	2.5%	181	1.0%	48%	False	False	127,448
20	17,906	16,793	1,113	6.3%	183	1.0%	79%	False	False	130,811
40	17,906	15,799	2,107	11.9%	238	1.3%	89%	False	False	161,661
60	17,906	15,256	2,650	15.0%	290	1.6%	91%	False	False	113,193
80	17,951	15,256	2,695	15.2%	259	1.5%	90%	False	False	84,911
100	18,002	15,256	2,746	15.5%	236	1.3%	88%	False	False	67,937
120	18,093	15,256	2,837	16.1%	206	1.2%	85%	False	False	56,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,980
2.618	18,554
1.618	18,293
1.000	18,132
0.618	18,032
HIGH	17,871
0.618	17,771
0.500	17,741
0.382	17,710
LOW	17,610
0.618	17,449
1.000	17,349
1.618	17,188
2.618	16,927
4.250	16,501

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	17,741	17,741
PP	17,719	17,719
S1	17,697	17,697

Download as Excel Spreadsheet

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

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