mini-sized Dow ($5) Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	17,496	17,423	-73	-0.4%	17,092
High	17,519	17,463	-56	-0.3%	17,522
Low	17,387	17,299	-88	-0.5%	17,023
Close	17,426	17,439	13	0.1%	17,492
Range	132	164	32	24.2%	499
ATR	207	204	-3	-1.5%	0
Volume	144,382	134,496	-9,886	-6.8%	633,772

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,892	17,830	17,529
R3	17,728	17,666	17,484
R2	17,564	17,564	17,469
R1	17,502	17,502	17,454	17,533
PP	17,400	17,400	17,400	17,416
S1	17,338	17,338	17,424	17,369
S2	17,236	17,236	17,409
S3	17,072	17,174	17,394
S4	16,908	17,010	17,349

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,843	18,666	17,767
R3	18,344	18,167	17,629
R2	17,845	17,845	17,584
R1	17,668	17,668	17,538	17,757
PP	17,346	17,346	17,346	17,390
S1	17,169	17,169	17,446	17,258
S2	16,847	16,847	17,401
S3	16,348	16,670	17,355
S4	15,849	16,171	17,218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,554	17,299	255	1.5%	138	0.8%	55%	False	True	127,536
10	17,554	16,890	664	3.8%	167	1.0%	83%	False	False	126,403
20	17,554	16,339	1,215	7.0%	190	1.1%	91%	False	False	66,113
40	17,554	15,370	2,184	12.5%	234	1.3%	95%	False	False	33,152
60	17,572	15,299	2,273	13.0%	266	1.5%	94%	False	False	22,140
80	17,704	15,299	2,405	13.8%	226	1.3%	89%	False	False	16,609
100	17,735	15,299	2,436	14.0%	191	1.1%	88%	False	False	13,287

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,160
2.618	17,892
1.618	17,728
1.000	17,627
0.618	17,564
HIGH	17,463
0.618	17,400
0.500	17,381
0.382	17,362
LOW	17,299
0.618	17,198
1.000	17,135
1.618	17,034
2.618	16,870
4.250	16,602

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	17,420	17,435
PP	17,400	17,431
S1	17,381	17,427

Download as Excel Spreadsheet

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

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