mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	17,635	17,639	4	0.0%	17,723
High	17,686	17,854	168	0.9%	17,803
Low	17,505	17,639	134	0.8%	17,374
Close	17,559	17,712	153	0.9%	17,559
Range	181	215	34	18.8%	429
ATR	167	176	9	5.5%	0
Volume	168,089	145,413	-22,676	-13.5%	987,074

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,380	18,261	17,830
R3	18,165	18,046	17,771
R2	17,950	17,950	17,752
R1	17,831	17,831	17,732	17,891
PP	17,735	17,735	17,735	17,765
S1	17,616	17,616	17,692	17,676
S2	17,520	17,520	17,673
S3	17,305	17,401	17,653
S4	17,090	17,186	17,594

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,866	18,641	17,795
R3	18,437	18,212	17,677
R2	18,008	18,008	17,638
R1	17,783	17,783	17,598	17,681
PP	17,579	17,579	17,579	17,528
S1	17,354	17,354	17,520	17,252
S2	17,150	17,150	17,480
S3	16,721	16,925	17,441
S4	16,292	16,496	17,323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,854	17,374	480	2.7%	202	1.1%	70%	True	False	185,601
10	17,914	17,374	540	3.0%	166	0.9%	63%	False	False	134,154
20	17,914	17,344	570	3.2%	158	0.9%	65%	False	False	67,601
40	17,914	17,208	706	4.0%	168	0.9%	71%	False	False	33,887
60	17,989	17,208	781	4.4%	160	0.9%	65%	False	False	22,627
80	17,989	16,327	1,662	9.4%	154	0.9%	83%	False	False	16,981
100	17,989	15,450	2,539	14.3%	145	0.8%	89%	False	False	13,587
120	17,989	15,450	2,539	14.3%	147	0.8%	89%	False	False	11,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,768
2.618	18,417
1.618	18,202
1.000	18,069
0.618	17,987
HIGH	17,854
0.618	17,772
0.500	17,747
0.382	17,721
LOW	17,639
0.618	17,506
1.000	17,424
1.618	17,291
2.618	17,076
4.250	16,725

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	17,747	17,679
PP	17,735	17,647
S1	17,724	17,614

Download as Excel Spreadsheet

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

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