mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	18,268	18,288	20	0.1%	17,880
High	18,305	18,475	170	0.9%	18,079
Low	18,222	18,266	44	0.2%	17,618
Close	18,288	18,427	139	0.8%	18,038
Range	83	209	126	151.8%	461
ATR	220	219	-1	-0.4%	0
Volume	124,219	148,861	24,642	19.8%	631,513

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,016	18,931	18,542
R3	18,807	18,722	18,485
R2	18,598	18,598	18,465
R1	18,513	18,513	18,446	18,556
PP	18,389	18,389	18,389	18,411
S1	18,304	18,304	18,408	18,347
S2	18,180	18,180	18,389
S3	17,971	18,095	18,370
S4	17,762	17,886	18,312

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,295	19,127	18,292
R3	18,834	18,666	18,165
R2	18,373	18,373	18,123
R1	18,205	18,205	18,080	18,289
PP	17,912	17,912	17,912	17,954
S1	17,744	17,744	17,996	17,828
S2	17,451	17,451	17,954
S3	16,990	17,283	17,911
S4	16,529	16,822	17,785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,475	17,782	693	3.8%	181	1.0%	93%	True	False	141,070
10	18,475	17,557	918	5.0%	194	1.1%	95%	True	False	145,885
20	18,475	16,961	1,514	8.2%	251	1.4%	97%	True	False	174,563
40	18,475	16,961	1,514	8.2%	201	1.1%	97%	True	False	107,814
60	18,475	16,961	1,514	8.2%	192	1.0%	97%	True	False	71,913
80	18,475	16,961	1,514	8.2%	178	1.0%	97%	True	False	53,960
100	18,475	16,220	2,255	12.2%	171	0.9%	98%	True	False	43,176
120	18,475	15,450	3,025	16.4%	162	0.9%	98%	True	False	35,981

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,363
2.618	19,022
1.618	18,813
1.000	18,684
0.618	18,604
HIGH	18,475
0.618	18,395
0.500	18,371
0.382	18,346
LOW	18,266
0.618	18,137
1.000	18,057
1.618	17,928
2.618	17,719
4.250	17,378

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	18,408	18,386
PP	18,389	18,345
S1	18,371	18,305

Download as Excel Spreadsheet

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

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