mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	18,458	18,466	8	0.0%	18,409
High	18,508	18,522	14	0.1%	18,474
Low	18,436	18,442	6	0.0%	18,170
Close	18,460	18,466	6	0.0%	18,454
Range	72	80	8	11.1%	304
ATR	154	149	-5	-3.4%	0
Volume	84,638	87,302	2,664	3.1%	622,889

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,717	18,671	18,510
R3	18,637	18,591	18,488
R2	18,557	18,557	18,481
R1	18,511	18,511	18,473	18,506
PP	18,477	18,477	18,477	18,474
S1	18,431	18,431	18,459	18,426
S2	18,397	18,397	18,451
S3	18,317	18,351	18,444
S4	18,237	18,271	18,422

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,278	19,170	18,621
R3	18,974	18,866	18,538
R2	18,670	18,670	18,510
R1	18,562	18,562	18,482	18,616
PP	18,366	18,366	18,366	18,393
S1	18,258	18,258	18,426	18,312
S2	18,062	18,062	18,398
S3	17,758	17,954	18,371
S4	17,454	17,650	18,287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,522	18,188	334	1.8%	106	0.6%	83%	True	False	101,287
10	18,522	18,170	352	1.9%	129	0.7%	84%	True	False	121,059
20	18,565	18,170	395	2.1%	127	0.7%	75%	False	False	119,025
40	18,565	16,961	1,604	8.7%	190	1.0%	94%	False	False	149,863
60	18,565	16,961	1,604	8.7%	181	1.0%	94%	False	False	107,007
80	18,565	16,961	1,604	8.7%	176	1.0%	94%	False	False	80,281
100	18,565	16,961	1,604	8.7%	167	0.9%	94%	False	False	64,243
120	18,565	16,189	2,376	12.9%	161	0.9%	96%	False	False	53,542

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,862
2.618	18,732
1.618	18,652
1.000	18,602
0.618	18,572
HIGH	18,522
0.618	18,492
0.500	18,482
0.382	18,473
LOW	18,442
0.618	18,393
1.000	18,362
1.618	18,313
2.618	18,233
4.250	18,102

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	18,482	18,443
PP	18,477	18,420
S1	18,471	18,398

Download as Excel Spreadsheet

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

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