mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	17,789	17,880	91	0.5%	17,185
High	17,903	17,924	21	0.1%	17,903
Low	17,762	17,689	-73	-0.4%	16,961
Close	17,866	17,762	-104	-0.6%	17,866
Range	141	235	94	66.7%	942
ATR	245	245	-1	-0.3%	0
Volume	115,502	150,836	35,334	30.6%	947,058

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,497	18,364	17,891
R3	18,262	18,129	17,827
R2	18,027	18,027	17,805
R1	17,894	17,894	17,784	17,843
PP	17,792	17,792	17,792	17,766
S1	17,659	17,659	17,741	17,608
S2	17,557	17,557	17,719
S3	17,322	17,424	17,698
S4	17,087	17,189	17,633

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,403	20,076	18,384
R3	19,461	19,134	18,125
R2	18,519	18,519	18,039
R1	18,192	18,192	17,952	18,356
PP	17,577	17,577	17,577	17,658
S1	17,250	17,250	17,780	17,414
S2	16,635	16,635	17,693
S3	15,693	16,308	17,607
S4	14,751	15,366	17,348

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,924	16,979	945	5.3%	283	1.6%	83%	True	False	160,246
10	18,025	16,961	1,064	6.0%	305	1.7%	75%	False	False	193,965
20	18,025	16,961	1,064	6.0%	236	1.3%	75%	False	False	164,060
40	18,025	16,961	1,064	6.0%	204	1.1%	75%	False	False	82,359
60	18,025	16,961	1,064	6.0%	188	1.1%	75%	False	False	54,939
80	18,025	16,900	1,125	6.3%	175	1.0%	77%	False	False	41,224
100	18,025	15,450	2,575	14.5%	164	0.9%	90%	False	False	32,983
120	18,025	15,450	2,575	14.5%	163	0.9%	90%	False	False	27,487

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	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,923
2.618	18,539
1.618	18,304
1.000	18,159
0.618	18,069
HIGH	17,924
0.618	17,834
0.500	17,807
0.382	17,779
LOW	17,689
0.618	17,544
1.000	17,454
1.618	17,309
2.618	17,074
4.250	16,690

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	17,807	17,755
PP	17,792	17,748
S1	17,777	17,741

Download as Excel Spreadsheet

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

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