mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	17,752	17,729	-23	-0.1%	17,723
High	17,794	17,825	31	0.2%	17,803
Low	17,702	17,673	-29	-0.2%	17,374
Close	17,737	17,688	-49	-0.3%	17,559
Range	92	152	60	65.2%	429
ATR	170	169	-1	-0.8%	0
Volume	125,876	129,606	3,730	3.0%	987,074

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,185	18,088	17,772
R3	18,033	17,936	17,730
R2	17,881	17,881	17,716
R1	17,784	17,784	17,702	17,757
PP	17,729	17,729	17,729	17,715
S1	17,632	17,632	17,674	17,605
S2	17,577	17,577	17,660
S3	17,425	17,480	17,646
S4	17,273	17,328	17,605

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%	186	1.0%	65%	False	False	157,532
10	17,904	17,374	530	3.0%	170	1.0%	59%	False	False	158,947
20	17,914	17,374	540	3.1%	152	0.9%	58%	False	False	80,342
40	17,914	17,208	706	4.0%	168	0.9%	68%	False	False	40,272
60	17,989	17,208	781	4.4%	160	0.9%	61%	False	False	26,883
80	17,989	16,340	1,649	9.3%	154	0.9%	82%	False	False	20,174
100	17,989	15,450	2,539	14.4%	143	0.8%	88%	False	False	16,141
120	17,989	15,450	2,539	14.4%	149	0.8%	88%	False	False	13,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,471
2.618	18,223
1.618	18,071
1.000	17,977
0.618	17,919
HIGH	17,825
0.618	17,767
0.500	17,749
0.382	17,731
LOW	17,673
0.618	17,579
1.000	17,521
1.618	17,427
2.618	17,275
4.250	17,027

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	17,749	17,747
PP	17,729	17,727
S1	17,708	17,708

Download as Excel Spreadsheet

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

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