mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	18,552	18,566	14	0.1%	18,533
High	18,575	18,576	1	0.0%	18,623
Low	18,505	18,469	-36	-0.2%	18,443
Close	18,565	18,540	-25	-0.1%	18,540
Range	70	107	37	52.9%	180
ATR	130	128	-2	-1.3%	0
Volume	92,435	112,215	19,780	21.4%	516,772

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,849	18,802	18,599
R3	18,742	18,695	18,570
R2	18,635	18,635	18,560
R1	18,588	18,588	18,550	18,558
PP	18,528	18,528	18,528	18,514
S1	18,481	18,481	18,530	18,451
S2	18,421	18,421	18,521
S3	18,314	18,374	18,511
S4	18,207	18,267	18,481

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,075	18,988	18,639
R3	18,895	18,808	18,590
R2	18,715	18,715	18,573
R1	18,628	18,628	18,557	18,672
PP	18,535	18,535	18,535	18,557
S1	18,448	18,448	18,524	18,492
S2	18,355	18,355	18,507
S3	18,175	18,268	18,491
S4	17,995	18,088	18,441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,623	18,443	180	1.0%	95	0.5%	54%	False	False	103,354
10	18,623	18,417	206	1.1%	98	0.5%	60%	False	False	98,655
20	18,623	18,170	453	2.4%	120	0.6%	82%	False	False	113,378
40	18,623	16,961	1,662	9.0%	173	0.9%	95%	False	False	136,992
60	18,623	16,961	1,662	9.0%	168	0.9%	95%	False	False	120,530
80	18,623	16,961	1,662	9.0%	172	0.9%	95%	False	False	90,456
100	18,623	16,961	1,662	9.0%	167	0.9%	95%	False	False	72,385
120	18,623	16,599	2,024	10.9%	160	0.9%	96%	False	False	60,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,031
2.618	18,856
1.618	18,749
1.000	18,683
0.618	18,642
HIGH	18,576
0.618	18,535
0.500	18,523
0.382	18,510
LOW	18,469
0.618	18,403
1.000	18,362
1.618	18,296
2.618	18,189
4.250	18,014

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	18,534	18,530
PP	18,528	18,520
S1	18,523	18,510

Download as Excel Spreadsheet

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

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