mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	18,378	18,409	31	0.2%	18,488
High	18,404	18,449	45	0.2%	18,527
Low	18,296	18,279	-17	-0.1%	18,293
Close	18,362	18,326	-36	-0.2%	18,362
Range	108	170	62	57.4%	234
ATR	165	166	0	0.2%	0
Volume	138,941	129,503	-9,438	-6.8%	658,124

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,861	18,764	18,420
R3	18,691	18,594	18,373
R2	18,521	18,521	18,357
R1	18,424	18,424	18,342	18,388
PP	18,351	18,351	18,351	18,333
S1	18,254	18,254	18,311	18,218
S2	18,181	18,181	18,295
S3	18,011	18,084	18,279
S4	17,841	17,914	18,233

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,096	18,963	18,491
R3	18,862	18,729	18,426
R2	18,628	18,628	18,405
R1	18,495	18,495	18,384	18,445
PP	18,394	18,394	18,394	18,369
S1	18,261	18,261	18,341	18,211
S2	18,160	18,160	18,319
S3	17,926	18,027	18,298
S4	17,692	17,793	18,233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,471	18,279	192	1.0%	139	0.8%	24%	False	True	136,583
10	18,565	18,279	286	1.6%	128	0.7%	16%	False	True	120,479
20	18,565	17,618	947	5.2%	152	0.8%	75%	False	False	130,618
40	18,565	16,961	1,604	8.8%	192	1.0%	85%	False	False	143,648
60	18,565	16,961	1,604	8.8%	186	1.0%	85%	False	False	95,934
80	18,565	16,961	1,604	8.8%	178	1.0%	85%	False	False	71,975
100	18,565	16,670	1,895	10.3%	170	0.9%	87%	False	False	57,595
120	18,565	15,450	3,115	17.0%	160	0.9%	92%	False	False	47,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	19,172
2.618	18,894
1.618	18,724
1.000	18,619
0.618	18,554
HIGH	18,449
0.618	18,384
0.500	18,364
0.382	18,344
LOW	18,279
0.618	18,174
1.000	18,109
1.618	18,004
2.618	17,834
4.250	17,557

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	18,364	18,367
PP	18,351	18,353
S1	18,339	18,340

Download as Excel Spreadsheet

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

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