mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	18,588	18,534	-54	-0.3%	18,458
High	18,589	18,559	-30	-0.2%	18,594
Low	18,507	18,443	-64	-0.3%	18,417
Close	18,524	18,541	17	0.1%	18,523
Range	82	116	34	41.5%	177
ATR	136	134	-1	-1.0%	0
Volume	103,472	127,972	24,500	23.7%	469,779

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,862	18,818	18,605
R3	18,746	18,702	18,573
R2	18,630	18,630	18,562
R1	18,586	18,586	18,552	18,608
PP	18,514	18,514	18,514	18,526
S1	18,470	18,470	18,530	18,492
S2	18,398	18,398	18,520
S3	18,282	18,354	18,509
S4	18,166	18,238	18,477

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,042	18,960	18,620
R3	18,865	18,783	18,572
R2	18,688	18,688	18,556
R1	18,606	18,606	18,539	18,647
PP	18,511	18,511	18,511	18,532
S1	18,429	18,429	18,507	18,470
S2	18,334	18,334	18,491
S3	18,157	18,252	18,474
S4	17,980	18,075	18,426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,623	18,433	190	1.0%	111	0.6%	57%	False	False	102,791
10	18,623	18,251	372	2.0%	109	0.6%	78%	False	False	100,848
20	18,623	18,170	453	2.4%	123	0.7%	82%	False	False	113,348
40	18,623	16,961	1,662	9.0%	179	1.0%	95%	False	False	138,765
60	18,623	16,961	1,662	9.0%	172	0.9%	95%	False	False	117,139
80	18,623	16,961	1,662	9.0%	173	0.9%	95%	False	False	87,899
100	18,623	16,961	1,662	9.0%	168	0.9%	95%	False	False	70,340
120	18,623	16,327	2,296	12.4%	162	0.9%	96%	False	False	58,624

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	True
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,052
2.618	18,863
1.618	18,747
1.000	18,675
0.618	18,631
HIGH	18,559
0.618	18,515
0.500	18,501
0.382	18,487
LOW	18,443
0.618	18,371
1.000	18,327
1.618	18,255
2.618	18,139
4.250	17,950

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	18,528	18,538
PP	18,514	18,536
S1	18,501	18,533

Download as Excel Spreadsheet

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

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