mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	18,544	18,519	-25	-0.1%	18,533
High	18,561	18,615	54	0.3%	18,623
Low	18,442	18,506	64	0.3%	18,443
Close	18,519	18,528	9	0.0%	18,540
Range	119	109	-10	-8.4%	180
ATR	127	126	-1	-1.0%	0
Volume	141,866	110,672	-31,194	-22.0%	516,772

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,877	18,811	18,588
R3	18,768	18,702	18,558
R2	18,659	18,659	18,548
R1	18,593	18,593	18,538	18,626
PP	18,550	18,550	18,550	18,566
S1	18,484	18,484	18,518	18,517
S2	18,441	18,441	18,508
S3	18,332	18,375	18,498
S4	18,223	18,266	18,468

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	18,615	18,442	173	0.9%	104	0.6%	50%	True	False	117,032
10	18,623	18,417	206	1.1%	106	0.6%	54%	False	False	106,714
20	18,623	18,170	453	2.4%	118	0.6%	79%	False	False	113,886
40	18,623	16,979	1,644	8.9%	150	0.8%	94%	False	False	124,881
60	18,623	16,961	1,662	9.0%	169	0.9%	94%	False	False	124,676
80	18,623	16,961	1,662	9.0%	170	0.9%	94%	False	False	93,611
100	18,623	16,961	1,662	9.0%	166	0.9%	94%	False	False	74,908
120	18,623	16,670	1,953	10.5%	160	0.9%	95%	False	False	62,433

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,078
2.618	18,900
1.618	18,791
1.000	18,724
0.618	18,682
HIGH	18,615
0.618	18,573
0.500	18,561
0.382	18,548
LOW	18,506
0.618	18,439
1.000	18,397
1.618	18,330
2.618	18,221
4.250	18,043

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	18,561	18,529
PP	18,550	18,528
S1	18,539	18,528

Download as Excel Spreadsheet

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

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