mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	17,729	17,737	8	0.0%	17,723
High	17,825	17,969	144	0.8%	17,803
Low	17,673	17,737	64	0.4%	17,374
Close	17,688	17,915	227	1.3%	17,559
Range	152	232	80	52.6%	429
ATR	169	177	8	4.8%	0
Volume	129,606	145,954	16,348	12.6%	987,074

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,570	18,474	18,043
R3	18,338	18,242	17,979
R2	18,106	18,106	17,958
R1	18,010	18,010	17,936	18,058
PP	17,874	17,874	17,874	17,898
S1	17,778	17,778	17,894	17,826
S2	17,642	17,642	17,873
S3	17,410	17,546	17,851
S4	17,178	17,314	17,788

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	17,969	17,505	464	2.6%	175	1.0%	88%	True	False	142,987
10	17,969	17,374	595	3.3%	185	1.0%	91%	True	False	170,860
20	17,969	17,374	595	3.3%	156	0.9%	91%	True	False	87,607
40	17,969	17,208	761	4.2%	170	1.0%	93%	True	False	43,921
60	17,989	17,208	781	4.4%	162	0.9%	91%	False	False	29,314
80	17,989	16,599	1,390	7.8%	153	0.9%	95%	False	False	21,998
100	17,989	15,450	2,539	14.2%	144	0.8%	97%	False	False	17,601
120	17,989	15,450	2,539	14.2%	150	0.8%	97%	False	False	14,668

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	41
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,955
2.618	18,577
1.618	18,345
1.000	18,201
0.618	18,113
HIGH	17,969
0.618	17,881
0.500	17,853
0.382	17,826
LOW	17,737
0.618	17,594
1.000	17,505
1.618	17,362
2.618	17,130
4.250	16,751

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	17,894	17,884
PP	17,874	17,852
S1	17,853	17,821

Download as Excel Spreadsheet

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

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