mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	17,185	16,979	-206	-1.2%	17,639
High	17,276	17,307	31	0.2%	18,025
Low	16,961	16,979	18	0.1%	17,182
Close	16,985	17,301	316	1.9%	17,247
Range	315	328	13	4.1%	843
ATR	231	238	7	3.0%	0
Volume	296,661	191,253	-105,408	-35.5%	987,177

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,180	18,068	17,482
R3	17,852	17,740	17,391
R2	17,524	17,524	17,361
R1	17,412	17,412	17,331	17,468
PP	17,196	17,196	17,196	17,224
S1	17,084	17,084	17,271	17,140
S2	16,868	16,868	17,241
S3	16,540	16,756	17,211
S4	16,212	16,428	17,121

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,014	19,473	17,711
R3	19,171	18,630	17,479
R2	18,328	18,328	17,402
R1	17,787	17,787	17,324	17,636
PP	17,485	17,485	17,485	17,409
S1	16,944	16,944	17,170	16,793
S2	16,642	16,642	17,093
S3	15,799	16,101	17,015
S4	14,956	15,258	16,783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,025	16,961	1,064	6.1%	374	2.2%	32%	False	False	240,760
10	18,025	16,961	1,064	6.1%	281	1.6%	32%	False	False	204,811
20	18,025	16,961	1,064	6.1%	212	1.2%	32%	False	False	133,808
40	18,025	16,961	1,064	6.1%	194	1.1%	32%	False	False	67,120
60	18,025	16,961	1,064	6.1%	180	1.0%	32%	False	False	44,779
80	18,025	16,670	1,355	7.8%	168	1.0%	47%	False	False	33,600
100	18,025	15,450	2,575	14.9%	157	0.9%	72%	False	False	26,883
120	18,025	15,450	2,575	14.9%	161	0.9%	72%	False	False	22,404

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	42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,701
2.618	18,166
1.618	17,838
1.000	17,635
0.618	17,510
HIGH	17,307
0.618	17,182
0.500	17,143
0.382	17,104
LOW	16,979
0.618	16,776
1.000	16,651
1.618	16,448
2.618	16,120
4.250	15,585

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	17,248	17,493
PP	17,196	17,429
S1	17,143	17,365

Download as Excel Spreadsheet

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

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