mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	18,421	18,425	4	0.0%	18,044
High	18,488	18,493	5	0.0%	18,488
Low	18,345	18,410	65	0.4%	18,033
Close	18,417	18,451	34	0.2%	18,417
Range	143	83	-60	-42.0%	455
ATR	214	204	-9	-4.4%	0
Volume	129,046	108,256	-20,790	-16.1%	667,809

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,700	18,659	18,497
R3	18,617	18,576	18,474
R2	18,534	18,534	18,466
R1	18,493	18,493	18,459	18,514
PP	18,451	18,451	18,451	18,462
S1	18,410	18,410	18,444	18,431
S2	18,368	18,368	18,436
S3	18,285	18,327	18,428
S4	18,202	18,244	18,405

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,678	19,502	18,667
R3	19,223	19,047	18,542
R2	18,768	18,768	18,501
R1	18,592	18,592	18,459	18,680
PP	18,313	18,313	18,313	18,357
S1	18,137	18,137	18,375	18,225
S2	17,858	17,858	18,334
S3	17,403	17,682	18,292
S4	16,948	17,227	18,167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,493	18,134	359	1.9%	134	0.7%	88%	True	False	128,426
10	18,493	17,618	875	4.7%	176	1.0%	95%	True	False	140,757
20	18,493	16,961	1,532	8.3%	239	1.3%	97%	True	False	167,090
40	18,493	16,961	1,532	8.3%	197	1.1%	97%	True	False	113,724
60	18,493	16,961	1,532	8.3%	189	1.0%	97%	True	False	75,865
80	18,493	16,961	1,532	8.3%	179	1.0%	97%	True	False	56,925
100	18,493	16,310	2,183	11.8%	171	0.9%	98%	True	False	45,549
120	18,493	15,450	3,043	16.5%	160	0.9%	99%	True	False	37,959

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,846
2.618	18,710
1.618	18,627
1.000	18,576
0.618	18,544
HIGH	18,493
0.618	18,461
0.500	18,452
0.382	18,442
LOW	18,410
0.618	18,359
1.000	18,327
1.618	18,276
2.618	18,193
4.250	18,057

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	18,452	18,427
PP	18,451	18,403
S1	18,451	18,380

Download as Excel Spreadsheet

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

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