mini-sized Dow ($5) Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	19,823	19,881	58	0.3%	19,773
High	19,955	19,918	-37	-0.2%	19,968
Low	19,779	19,860	81	0.4%	19,749
Close	19,863	19,918	55	0.3%	19,918
Range	176	58	-118	-67.0%	219
ATR	166	158	-8	-4.6%	0
Volume	41,658	4,660	-36,998	-88.8%	222,943

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,073	20,053	19,950
R3	20,015	19,995	19,934
R2	19,957	19,957	19,929
R1	19,937	19,937	19,923	19,947
PP	19,899	19,899	19,899	19,904
S1	19,879	19,879	19,913	19,889
S2	19,841	19,841	19,907
S3	19,783	19,821	19,902
S4	19,725	19,763	19,886

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,535	20,446	20,039
R3	20,316	20,227	19,978
R2	20,097	20,097	19,958
R1	20,008	20,008	19,938	20,053
PP	19,878	19,878	19,878	19,901
S1	19,789	19,789	19,898	19,834
S2	19,659	19,659	19,878
S3	19,440	19,570	19,858
S4	19,221	19,351	19,798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,968	19,749	219	1.1%	152	0.8%	77%	False	False	44,588
10	19,968	19,083	885	4.4%	171	0.9%	94%	False	False	89,623
20	19,968	18,823	1,145	5.7%	130	0.7%	96%	False	False	108,749
40	19,968	17,418	2,550	12.8%	169	0.8%	98%	False	False	156,401
60	19,968	17,418	2,550	12.8%	174	0.9%	98%	False	False	154,471
80	19,968	17,418	2,550	12.8%	177	0.9%	98%	False	False	140,787
100	19,968	17,418	2,550	12.8%	163	0.8%	98%	False	False	112,654
120	19,968	17,168	2,800	14.1%	162	0.8%	98%	False	False	93,892

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Narrowest range in 137 trading days

Fibonacci Retracements and Extensions
4.250	20,165
2.618	20,070
1.618	20,012
1.000	19,976
0.618	19,954
HIGH	19,918
0.618	19,896
0.500	19,889
0.382	19,882
LOW	19,860
0.618	19,824
1.000	19,802
1.618	19,766
2.618	19,708
4.250	19,614

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	19,908	19,898
PP	19,899	19,878
S1	19,889	19,859

Download as Excel Spreadsheet

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

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